The predictive strength of MBS yield spreads during asset bubbles

Overview of attention for article published in Review of Quantitative Finance and Accounting, April 2020

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One of the highest-scoring outputs from this source (#10 of 122)
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RT @AKfbe: In a recent paper we find that MBS (mortgage-backed securities) yield spreads predict the future rating downgrades, especially d…

RT @AKfbe: In a recent paper we find that MBS (mortgage-backed securities) yield spreads predict the future rating downgrades, especially d…

RT @AKfbe: In a recent paper we find that MBS (mortgage-backed securities) yield spreads predict the future rating downgrades, especially d…

In a recent paper we find that MBS (mortgage-backed securities) yield spreads predict the future rating downgrades, especially during asset bubble periods. #securitization #securitisation (with @solomondeku and Artur Semeyutin) https://t.co/t3hlOdWx3x

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