Are GSEs MBS free of default
碩士 === 臺灣大學 === 財務金融學研究所 === 98 === The chain of events was originated from the subprime crisis, which resulted in FNMA-FHLMC crisis on July, 2008. The crisis caused a default potential for GSEs MBS. We examine the effect of this event chain on the yield spreads between FNMA MBS and GNMA MBS and bet...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75505809511494441386 |