Predicting Agency Prepayments in the Current Market Environment: Why Yesterday’s Predictive Models Won’t Hold Water Today

Jonathon Weiner, Wesley Winter and Kyle G. Lundstedt
The Journal of Structured Finance Spring 2010, 16 (1) 21-27; DOI: https://doi.org/10.3905/jsf.2010.16.1.021

Article Information

vol. 16 no. 1 21-27
DOI 
https://doi.org/10.3905/jsf.2010.16.1.021
Published By 
Pageant Media Ltd
Print ISSN 
1551-9783
Online ISSN 
2374-1325
History 
  • Published online April 30, 2010.
Copyright & Usage 
© 2010 Pageant Media Ltd

Author Information

  1. Jonathon Weiner
    1. is a vice president of research and development at LPS Applied Analytics in San Francisco, CA. (jonathon.weiner{at}appliedanalytics.com)
  2. Wesley Winter
    1. is a senior analyst at LPS Applied Analytics in San Francisco, CA. (wesley.winter{at}appliedanalytics.com)
  3. Kyle G. Lundstedt
    1. is a managing director at LPS Applied Analytics in San Francisco, CA. (kyle.lundstedt{at}appliedanalytics.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Predicting Agency Prepayments in the Current Market Environment: Why Yesterday’s Predictive Models Won’t Hold Water Today
Jonathon Weiner, Wesley Winter, Kyle G. Lundstedt
The Journal of Structured Finance Apr 2010, 16 (1) 21-27; DOI: 10.3905/jsf.2010.16.1.021
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