Measuring Agency MBS Market Liquidity with Transaction Data

Sean D. Campbell, Jay Im and Canlin Li

No 2014-01-31-1, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: Agency mortgage backed securities are fixed income securities that entitle the owner to principal and interest payments on underlying residential mortgages that are guaranteed by government-sponsored enterprises or government agencies.

Date: 2014-01-31
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2014-01-31-1

DOI: 10.17016/2380-7172.0007

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