Does mortgage hedging amplify movements in long-term interest rates?
By: Roberto Perli and Brian Sack.
Contributors: Board of Governors of the Federal Reserve System (U.S.)
Series: Finance and economics discussion series ;; 2003-49; Finance and economics discussion series (Online) ;; 2003-49.
Publisher: Federal Reserve Board
Published: 2003
Place of publication: Washington, D.C
Language: eng
Format: Electronic resource
Subjects: Mortgage loans -- United States.; Interest rates -- United States.