Discussion Paper

Measuring Agency MBS Market Liquidity with Transaction Data

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.


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Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2014-01-31

Number: 2014-01-31-1

Order Number: 2014-01-31-1