Mortgage Risk and the Yield Curve

Academic journals

Publication Date
Review of Financial Studies
Publication Authors
Aytek Malkhozov
Philippe Mueller
Andrea Vedolin
Gyuri Venter

Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter (2016), Mortgage Risk and the Yield Curve. Review of Financial Studies, 29 (5), 1220-1253