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Research Articles

Decomposing Underwriting Spreads for GSEs and Frequent Issuer Financial Firms

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Pages 135-153 | Published online: 18 Jun 2020

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  • Duarte, J. The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications. Review of Financial Studies, 2008, 21:4, 1689-1731. The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications Review of Financial Studies 21 1689 1731
  • Ederington, L. Uncertainty, Competition and Costs in Corporate Bond Underwriting. Journal of Financial Economics, 1975, 2, 71-54. Uncertainty, Competition and Costs in Corporate Bond Underwriting Journal of Financial Economics 2 71 54
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  • LaCour-Little, M., E. Rosenblatt, and V.W. Yao. Home Equity Extraction by Homeowners: 2000-2006. Journal of Real Estate Research, 2010, 32:1, 23-46. Home Equity Extraction by Homeowners: 2000-2006 Journal of Real Estate Research 32 23 46
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  • Naranjo, A. and A. Toevs. The Effects of Purchases or Mortgages and Securitization by Government Sponsored Enterprises on Mortgage Yield Spreads and Volatility. Journal of Real Estate Finance and Economics, 2002, 25, 173-95. The Effects of Purchases or Mortgages and Securitization by Government Sponsored Enterprises on Mortgage Yield Spreads and Volatility Journal of Real Estate Finance and Economics 25 173 95
  • Nothaft, F.E., J.E. Pearce, and S. Stevanovic. Debt Spreads Between GSEs and Other Corporations. Journal of Real Estate Finance and Economics, 2002, 25, 151-72. Debt Spreads Between GSEs and Other Corporations Journal of Real Estate Finance and Economics 25 151 72
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