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Making markets for structured mortgage derivatives

. Journal of Financial Economics, 57 (3): 445--471 (September 2000)

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An autoregressive jump process for common stock returns, , and . Journal of Financial Economics, 5 (3): 389--418 (December 1977)The stochastic properties of term structure movements, and . Journal of Monetary Economics, 19 (2): 229--254 (March 1987)Making markets for structured mortgage derivatives. Journal of Financial Economics, 57 (3): 445--471 (September 2000)Implications of regulation on bank expansion. Contemporary studies in economic and financial analysis Jai Press, Greenwich, Conn., (1979)Comments on papers presented by Carlstrom and Samolyk, and Jagtiani, Saunders, and Udell. Journal of Banking & Finance, 19 (3-4): 659--660 (June 1995)Forward contracts and futures contracts, and . Journal of Financial Economics, 9 (4): 373--382 (December 1981)