Fed in Print
All Title Author Abstract Keywords
Bank Series Content Type Author JEL Classification Keyword

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.

https://doi.org/10.17016/2380-7172.0007

Access Documents

File(s): File format is text/html https://www.federalreserve.gov/econresdata/notes/feds-notes/2014/measuring-agency-mbs-market-liquidity-with-transaction-data-20140131.html

Authors

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