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United States housing bubble / Economics / Mortgage-backed security / Mortgage / Fixed income securities / Option-adjusted spread / Mortgage loan / Option / Collateralized mortgage obligation / Financial economics / Finance / Structured finance


An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? Chris Downing, Richard Stanton and Nancy Wallace∗ April 25, 2003, 12:01pm Abstract
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Document Date: 2003-08-19 09:08:59


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University of Southern California / NBER Summer Institute / Keio University / Chapel Hill / Columbia University / Rice University / The University of British Columbia / University of California at Berkeley / The University of North Carolina / /

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bank / residential real estate assets / /

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Columbia University / University of California / Keio University / University of Southern California / Cornell / US Federal Reserve / Stockholm School of Economics / University of North Carolina / Chapel Hill / Institut National / Haas School of Business / NBER Summer Institute / Federal Reserve Board / Centre de Recherche THEMA / Rice University / Fannie Mae Foundation / University of British Columbia / /

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Nancy Wallace / Bt / Chris Downing / Van Drunen / Mattey / Henny Sender / Richard Stanton / Paul Beckett / Johnston Drunen / Huang / /

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