Zobrazeno 1 - 10
of 60
pro vyhledávání: '"FUSARI, NICOLA"'
Publikováno v:
In Journal of Econometrics June 2020 216(2):430-449
Publikováno v:
In Journal of Econometrics September 2019 212(1):4-25
Autor:
FUSARI, NICOLA (AUTHOR), LI, WEI (AUTHOR), LIU, HAOYANG (AUTHOR), SONG, ZHAOGANG (AUTHOR) zsong8@jhu.edu
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Dec2022, Vol. 77 Issue 6, p3249-3287. 39p.
Publikováno v:
The Journal of Finance, 2017 Jun 01. 72(3), 1335-1385.
Externí odkaz:
https://www.jstor.org/stable/26652731
Publikováno v:
In Journal of Financial Economics September 2015 117(3):558-584
Publikováno v:
Econometrica, 2015 May 01. 83(3), 1081-1145.
Externí odkaz:
https://www.jstor.org/stable/43616961
Publikováno v:
In Journal of Financial Economics February 2013 107(2):284-304
Autor:
Andersen, Torben G.1 (AUTHOR) t-andersen@northwestern.edu, Fusari, Nicola2 (AUTHOR), Todorov, Viktor1 (AUTHOR)
Publikováno v:
Journal of Business & Economic Statistics. Jul2020, Vol. 38 Issue 3, p662-678. 17p.
Autor:
Gamba, Andrea, Fusari, Nicola
Publikováno v:
Management Science, 2009 Nov 01. 55(11), 1877-1896.
Externí odkaz:
https://www.jstor.org/stable/40539249
Agency mortgage backed securities (MBS) with diverse characteristics are traded in parallel with individualized contracts in the specified pool (SP) market and with standardized contracts in the to-be-announced (TBA) market. We find that this unique
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::768f76d1ea44985b90ea5106c2922a57
https://hdl.handle.net/10419/241124
https://hdl.handle.net/10419/241124
