Determinants of Primary Market Spreads on U.K. Residential Mortgage-Backed Securities and the Implications for Investor Reliance on Credit Ratings
Frank J. Fabozzi and Dennis Vink
The Journal of Fixed Income Winter 2012, 21 (3) 7-14; DOI: https://doi.org/10.3905/jfi.2012.21.3.007
Frank J. Fabozzi
is a professor of finance at EDHEC Business School in Nice, France.
Dennis Vink
is an associate professor of finance at Nyenrode Business Universiteit in Breukelen, The Netherlands.
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Determinants of Primary Market Spreads on U.K. Residential Mortgage-Backed Securities and the Implications for Investor Reliance on Credit Ratings
Frank J. Fabozzi, Dennis Vink
The Journal of Fixed Income Dec 2011, 21 (3) 7-14; DOI: 10.3905/jfi.2012.21.3.007