Contributions of The Journal of Fixed Income to MBS Analysis

Frank J. Fabozzi
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引用次数: 0

Abstract

Over the past 31 years, The Journal of Fixed Income has published articles that were primers about the structure and risk characteristics for the growing number of complex mortgage-related securities introduced in the market and analytical tools for evaluating their value and risk characteristics. In addition, articles in the journal have influenced important public policy decisions regarding the housing finance market. In this article, the author reviews 74 articles published in The Journal of Fixed Income that cover topics of critical importance to participants in the mortgage-backed securities market.
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《固定收益杂志》对MBS分析的贡献
在过去的31年里,《固定收益杂志》发表了一些文章,这些文章是关于市场上引入的越来越多的复杂抵押贷款相关证券的结构和风险特征的入门读物,以及评估其价值和风险特性的分析工具。此外,该杂志上的文章影响了有关住房金融市场的重要公共政策决策。在这篇文章中,作者回顾了《固定收益杂志》上发表的74篇文章,这些文章涵盖了对抵押贷款支持证券市场参与者至关重要的主题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Journal of Fixed Income
Journal of Fixed Income Economics, Econometrics and Finance-Economics and Econometrics
CiteScore
1.10
自引率
0.00%
发文量
23
期刊介绍: The Journal of Fixed Income (JFI) provides sophisticated analytical research and case studies on bond instruments of all types – investment grade, high-yield, municipals, ABSs and MBSs, and structured products like CDOs and credit derivatives. Industry experts offer detailed models and analysis on fixed income structuring, performance tracking, and risk management. JFI keeps you on the front line of fixed income practices by: •Staying current on the cutting edge of fixed income markets •Managing your bond portfolios more efficiently •Evaluating interest rate strategies and manage interest rate risk •Gaining insights into the risk profile of structured products.
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