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Anatomy of mortgage prepayments, Hayre L.S., Chaudary S. et

Hayre L.S., Chaudary S. et Young R.A. : "Anatomy of prepayments",
Journal of Fixed Income, 10, 2000. [PDF]
The paper is actually in chapter 4 of Hayre's book:
SSB's guide to MBS and ABS.

Posted by on December 14, 2006 8:12 PM |

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