Mortgage Spread Analysis is a financial analytical framework used in real estate debt markets that quantifies the differential between mortgage interest rates and benchmark risk-free rates to assess credit risk, interest rate risk, and market liquidity conditions specific to mortgage-backed securities.
46
Publications
1.3K
Citations
79
Authors
62
Institutions
Publications per year
2017–2026
6
Parents
Publications
46
The real estate and credit bubble: evidence from Spain
Özlem Akin, José García Montalvo, Jaume García Villar et al. · SERIEs · 2014 · 80 citations · Full text
Business cycle implications of mortgage spreads
Karl Walentin · Journal of Monetary Economics · 2014 · 72 citations
1–5 of 46
Authors
79
- SM
4
h-index
- MG
2
h-index
- AL
2
h-index
- JN
2
h-index
- CJChristopher J. Mayer
National Bureau of Economic Research, United States
2 publications · 95 citations
2
h-index
1–5 of 79
Institutions
62
Federal Reserve Board of Governors
Washington D.C., United States
6 h-index
11 publications
405 citations
Federal Reserve
Washington D.C., United States
6 h-index
8 publications
365 citations
Freddie Mac (United States)
Tysons Corner, United States
3 h-index
4 publications
102 citations
Monash University
Melbourne, Australia
3 h-index
7 publications
117 citations
Centre for Economic Policy Research
London, United Kingdom
3 h-index
3 publications
141 citations
New York University
New York, United States
2 h-index
2 publications
147 citations
University of Florida
Gainesville, United States
2 h-index
2 publications
81 citations
Bocconi University
Milan, Italy
2 h-index
2 publications
45 citations
1–8 of 62
Venues
- SSRN Electronic Journal
Repository · 8 publications · 164 citations
8
h-index
- The Journal of Real Estate Finance and Economics
5 publications · 121 citations
6
h-index
- The Journal of Fixed Income
6 publications · 102 citations
6
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- Real Estate Economics
6 publications · 303 citations
6
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- Finance and Economics Discussion Series
FEDS · 2 publications · 45 citations
3
h-index
1–5