Concepedia

Yield Spread Premiums

Yield Spread Premiums is a financial compensation mechanism in mortgage lending whereby a lender pays a broker or borrower a fee for accepting a loan interest rate above the prevailing market rate, thereby generating additional yield relative to standard loan pricing.

43

Publications

1.9K

Citations

66

Authors

54

Institutions

Publications per year

2017–2026

5

Variants

Ysp

Parents

Publications

43

A Reexamination of the Predictability of Economic Activity Using the Yield Spread

James D. Hamilton, Dong Heon Kim · Journal of money credit and banking · 2002 · 373 citations · Full text

, , +17

The price of going green: the role of greenness in green bond markets

Suk Hyun, Donghyun Park, Shu Tian · Accounting and Finance · 2019 · 180 citations

, , +14

Liquidity and Arbitrage in the Market for Credit Risk

Amrut Nashikkar, Marti G. Subrahmanyam, Sriketan Mahanti · Journal of Financial and Quantitative Analysis · 2011 · 137 citations

, , +17

A Re-examination of the Predictability of Economic Activity Using the Yield Spread

James D. Hamilton, Dong Heon Kim · SSRN Electronic Journal · 2001 · 101 citations · Full text

, , +17

The High-Yield Spread as a Predictor of Real Economic Activity: Evidence of a Financial Accelerator for the United States

Ashoka Mody, Mark P. Taylor · IMF Staff Papers · 2003 · 93 citations

, , +15

1–5 of 43

Authors

66

  1. MS
    Martin S. Fridson

    Lynn University, United States

    4 publications · 149 citations

    4

    h-index

  2. DH
    Dong Heon Kim

    Korea University, South Korea

    4 publications · 561 citations

    4

    h-index

  3. JD
    James D. Hamilton

    University of California San Diego, United States

    3 publications · 532 citations

    3

    h-index

  4. MG
    Marti G. Subrahmanyam

    New York University, United States

    3 publications · 210 citations

    3

    h-index

  5. AN
    Amrut Nashikkar

    New York University, United States

    3 publications · 210 citations

    3

    h-index

1–5 of 66

Institutions

54

  1. New York University

    New York, United States

    3 h-index

    6 publications

    420 citations

  2. National Bureau of Economic Research

    Cambridge, United States

    3 h-index

    3 publications

    132 citations

  3. Lockheed Martin (Canada)

    Ottawa, Canada

    2 h-index

    2 publications

    108 citations

  4. Lynn University

    Boca Raton, United States

    2 h-index

    2 publications

    103 citations

  5. University of California San Diego

    San Diego, United States

    2 h-index

    3 publications

    159 citations

  6. Centre for Economic Policy Research

    London, United Kingdom

    2 h-index

    2 publications

    52 citations

  7. Concordia University

    Montreal, Canada

    2 h-index

    2 publications

    39 citations

  8. Concordia University Chicago

    River Forest, United States

    1 h-index

    1 publications

    13 citations

1–8 of 54

Venues

  1. SSRN Electronic Journal

    Repository · 9 publications · 278 citations

    9

    h-index

  2. Financial Analysts Journal

    FAJ · 4 publications · 137 citations

    4

    h-index

  3. Review of Quantitative Finance and Accounting

    2 publications · 44 citations

    2

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 2 publications · 165 citations

    2

    h-index

  5. Accounting and Finance

    1 publications · 180 citations

    1

    h-index

1–5