Work

A three‐factor valuation model for mortgage‐backed securities (MBS)

Year: 2011

Type: article

Source: Managerial Finance

DOI: 10.1108/03074351111167947

Authors: Takeaki Kariya, Fumiaki Ushiyama, Stanley R. Pliska

Institutions: Meiji University, Nomura Holdings (Japan), University of Illinois Chicago

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Japan Society for the Promotion of Science

Award: Advancing empirically effective models for analyzing financial risks and applying them to risk analysis and management

OpenAlex ID: W2014756987

FWCI: 1.772

Cites: 21

Cited by: 19

Related to: 10