Matches in SemOpenAlex for { <https://semopenalex.org/work/W1996913617> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W1996913617 endingPage "885" @default.
- W1996913617 startingPage "881" @default.
- W1996913617 abstract "Option-based models have been the dominant paradigm for researches on the risks and pricing of mortgages and Mortgage-Backed Securities (MBS) in the USA. However, the adaptability and flexibility of option-based models in the emerging mortgage markets has been obviously neglected. This study provides the first analysis of the potential strengths and weaknesses of application of the option pricing theory to emerging markets with referring to both theoretical and empirical literatures. This study finds that the mortgage type, the attitude of mortgagees to risk and the institutional features are the key determinants of success of application of the option pricing theory to emerging mortgage and MBS markets. The option pricing literature in finance has been extended to study the risks and pricing of mortgages and MBS in the USA over the last three decades. However, given the robust and rapid growth of emerging mortgage and mortgage-related capital markets, there is surprisingly little known about to what extent the option pricing theory can be applied to the emerging mortgage and MBS markets in the global arena. The purpose of this study is to fill this gap by analysing the potential strengths and weaknesses of application of the option pricing models to emerging markets with specifically referring to both theoretical and empirical literatures." @default.
- W1996913617 created "2016-06-24" @default.
- W1996913617 creator A5078804921 @default.
- W1996913617 date "2010-06-14" @default.
- W1996913617 modified "2023-09-27" @default.
- W1996913617 title "A note on applying option pricing theory to emerging mortgage and mortgage-backed securities markets" @default.
- W1996913617 cites W1514024461 @default.
- W1996913617 cites W1558968457 @default.
- W1996913617 cites W1965441189 @default.
- W1996913617 cites W1973096247 @default.
- W1996913617 cites W1974674665 @default.
- W1996913617 cites W1984961622 @default.
- W1996913617 cites W1990731679 @default.
- W1996913617 cites W1991163696 @default.
- W1996913617 cites W1999514806 @default.
- W1996913617 cites W2006820633 @default.
- W1996913617 cites W2020428807 @default.
- W1996913617 cites W2026804439 @default.
- W1996913617 cites W2032776155 @default.
- W1996913617 cites W2044618850 @default.
- W1996913617 cites W2069412906 @default.
- W1996913617 cites W2073108281 @default.
- W1996913617 cites W2077791698 @default.
- W1996913617 cites W2092576781 @default.
- W1996913617 cites W2094419273 @default.
- W1996913617 cites W2119247969 @default.
- W1996913617 cites W2133293037 @default.
- W1996913617 cites W2158642013 @default.
- W1996913617 cites W2170863884 @default.
- W1996913617 cites W2891651633 @default.
- W1996913617 cites W3021444882 @default.
- W1996913617 cites W3122433537 @default.
- W1996913617 cites W3123160358 @default.
- W1996913617 cites W3123256822 @default.
- W1996913617 cites W4230806893 @default.
- W1996913617 cites W4231057775 @default.
- W1996913617 cites W4231724412 @default.
- W1996913617 cites W4245353681 @default.
- W1996913617 cites W4249213604 @default.
- W1996913617 doi "https://doi.org/10.1080/17446540802552332" @default.
- W1996913617 hasPublicationYear "2010" @default.
- W1996913617 type Work @default.
- W1996913617 sameAs 1996913617 @default.
- W1996913617 citedByCount "3" @default.
- W1996913617 countsByYear W19969136172014 @default.
- W1996913617 countsByYear W19969136172015 @default.
- W1996913617 crossrefType "journal-article" @default.
- W1996913617 hasAuthorship W1996913617A5078804921 @default.
- W1996913617 hasConcept C10138342 @default.
- W1996913617 hasConcept C106159729 @default.
- W1996913617 hasConcept C111472728 @default.
- W1996913617 hasConcept C121087249 @default.
- W1996913617 hasConcept C138885662 @default.
- W1996913617 hasConcept C144133560 @default.
- W1996913617 hasConcept C162324750 @default.
- W1996913617 hasConcept C180925905 @default.
- W1996913617 hasConcept C194483076 @default.
- W1996913617 hasConcept C63882131 @default.
- W1996913617 hasConceptScore W1996913617C10138342 @default.
- W1996913617 hasConceptScore W1996913617C106159729 @default.
- W1996913617 hasConceptScore W1996913617C111472728 @default.
- W1996913617 hasConceptScore W1996913617C121087249 @default.
- W1996913617 hasConceptScore W1996913617C138885662 @default.
- W1996913617 hasConceptScore W1996913617C144133560 @default.
- W1996913617 hasConceptScore W1996913617C162324750 @default.
- W1996913617 hasConceptScore W1996913617C180925905 @default.
- W1996913617 hasConceptScore W1996913617C194483076 @default.
- W1996913617 hasConceptScore W1996913617C63882131 @default.
- W1996913617 hasIssue "9" @default.
- W1996913617 hasLocation W19969136171 @default.
- W1996913617 hasOpenAccess W1996913617 @default.
- W1996913617 hasPrimaryLocation W19969136171 @default.
- W1996913617 hasRelatedWork W1420701789 @default.
- W1996913617 hasRelatedWork W1983874254 @default.
- W1996913617 hasRelatedWork W2546317664 @default.
- W1996913617 hasRelatedWork W289710443 @default.
- W1996913617 hasRelatedWork W2955227245 @default.
- W1996913617 hasRelatedWork W3121725882 @default.
- W1996913617 hasRelatedWork W3123309103 @default.
- W1996913617 hasRelatedWork W4206561137 @default.
- W1996913617 hasRelatedWork W4293205473 @default.
- W1996913617 hasRelatedWork W89773339 @default.
- W1996913617 hasVolume "17" @default.
- W1996913617 isParatext "false" @default.
- W1996913617 isRetracted "false" @default.
- W1996913617 magId "1996913617" @default.
- W1996913617 workType "article" @default.