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Hendershott et al., 1981 - Google Patents

The terminations premium in mortgage coupon rates: evidence on the integration of mortgage and bond markets

Hendershott et al., 1981

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Document ID
17974857746022181425
Author
Hendershott P
Villani K
Publication year

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Snippet

During the Last three years mortgage rates have risen relative to yields on comparable maturity bonds. The questions addressed in the present paper are what is the extent of this increase and to what is it attributable? We find the increase between early 198 and early …
Continue reading at www.nber.org (PDF) (other versions)

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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