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Results for “MBS” · papers 5 · wiki 5
Academic Papers · 5arXiv q-fin live 5 · desk corpus 1
arXiv · arXiv q-fin · 2009

Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis

The financial crisis of 2008, which started with an initially well-defined epicenter focused on mortgage backed securities (MBS), has been cascading into a global economic recession, whose increasing severity and uncertain duration has led and is continuing to lead to massive losses and damage for billions of people. Heavy central bank interventions and government spending programs have been launched worldwide and es

Didier Sornette, Ryan Woodard
arXiv · arXiv q-fin · 2012

Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust

Geographic diversification is fundamental to risk mitigation among investors and insurers of housing, mortgages, and mortgage-related derivatives. To characterize diversification potential, we provide estimates of integration, spatial correlation, and contagion among US metropolitan housing markets. Results reveal a high and increasing level of integration among US markets over the decade of the 2000s, especially in

John Cotter, Stuart Gabriel, Richard Roll
arXiv · arXiv q-fin · 2011

Integration and Contagion in US Housing Markets

This paper explores integration and contagion among US metropolitan housing markets. The analysis applies Federal Housing Finance Agency (FHFA) house price repeat sales indexes from 384 metropolitan areas to estimate a multi-factor model of U.S. housing market integration. It then identifies statistical jumps in metropolitan house price returns as well as MSA contemporaneous and lagged jump correlations. Finally, the

John Cotter, Stuart Gabriel, Richard Roll
arXiv · arXiv q-fin · 2009

A Simplified Approach to modeling the credit-risk of CMO

The credit crisis of 2007 and 2008 has thrown much focus on the models used to price mortgage backed securities. Many institutions have relied heavily on the credit ratings provided by credit agency. The relationships between management of credit agencies and debt issuers may have resulted in conflict of interest when pricing these securities which has lead to incorrect risk assumptions and value expectations from in

K. Rajaratnam
arXiv · arXiv q-fin · 2026

VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion

Stock price prediction remains challenging due to the non-stationary and noisy nature of financial time series. Existing deep learning models often rely on rigid decision-level fusion, ad hoc hyperparameter tuning, and compressed final-layer outputs, causing information loss, overfitting, and limited cross-market generalization. We propose VertiFuseX, a hybrid LSTM architecture using penultimate-layer vertical fusion

Aashish Bohra, Vivek Vijay
Wiki Entities · 5
Option Blackboard · 0
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Encyclopedia · 3
Cards · 0
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