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Mortgage security hedging and the yield curve.
- Source :
-
Quarterly Review (01476580) . Summer/Fall94, Vol. 19 Issue 2, p92. 9p. 1 Chart, 8 Graphs. - Publication Year :
- 1994
-
Abstract
- Reports on the probable magnified increases in long-term interest rates of the use of Treasury securities to hedge mortgage-backed security extension risk. Factors for high interest rates; Treasury yield curve; Mortgage prepayments; Shift in monetary policy.
- Subjects :
- *SECURITIES
*INTEREST rates
Subjects
Details
- Language :
- English
- ISSN :
- 01476580
- Volume :
- 19
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Quarterly Review (01476580)
- Publication Type :
- Academic Journal
- Accession number :
- 9411302533