摘要 : mortgage interest rates. We assess robustness of results via hazard model tests for omitted variables and originator-specific effects. We further estimate a simultaneous equations model that accounts for the potential endogeneity ... 展开
作者 | Xudong An Yongheng Deng Stuart A. Gabriel |
---|---|
作者单位 | |
期刊名称 | 《The Journal of real estate finance and economics》 |
页码/总页数 | 302-326 / 25 |
语种 | 英语 |
关键词 | securitization commercial mortgage-backed securities (cmbs) conduit loans portfolio loans mortgage-treasury rate spread simultaneous equations model |
馆藏号 | F-329 |