The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis
By Brent W. Ambrose, Michael LaCour-Little, Anthony B. Sanders. 2004
121 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/0fa8cf0b79f9a0c8f51755e727615e78a202bb7f
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In Economics and Econometrics
- Dominic Quint
- P. Kannan
- Alasdair M. Scott
- Pau Rabanal
- M. Rubio
- J. Carrasco-Gallego
- P. Gelain
- P. Ilbas
In Finance
Citations in the corpus
- TBA Trading and Liquidity in the Agency MBS Market (2013, unknown): “Another example is the attempts by Fannie Mae and Freddie Mac to issue quarter- 11 Examples include Passmore, Sherlund, and Burgess (2005); Ambrose, LaCour-Little, and Sanders (2004); and Torregrosa (2001).”
- Monetary and Macroprudential Policy Rules in a Model with House Price Booms (2009, methodology): “t=0 t " log(C t "Ct 1) + (1 ) Dt log(D j t ) Ljt 1+' 1 + ' #) ; (1)”
- Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area (2013, methodology): “Ambrose et al. (2004) report estimates of L between 0:02 and 0:68 by estimating a similar equation as (8) using individual loan data for the U.S. Aoki 21For each step of the Metropolis-Hastings algorithm, given a draw of the parameters that we wish to estimate, we must solve for the steady-state…”