Open UTDAcademic Journal Reviews
10.1093/rfs/hhx140
ArticleThe Review of Financial Studies

Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities

Mikhail ChernovBrett R. DunnFrancis A. Longstaff
2018Volume 31 · Issue 3pp. 1132-1183
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