Alex Levin

Andrew Davidson and Co., Inc.

65 Bleecker Street

Fifth Floor

New York, NY 10012

United States

SCHOLARLY PAPERS

3

DOWNLOADS

212

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Understanding and Measuring Risks in Agency Cmos

FRB of Philadelphia Working Paper No. 13-8
Number of pages: 28 Posted: 03 Apr 2013
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Andrew Davidson and Co., Inc. and Andrew Davidson and Co., Inc.
Downloads 80 (326,782)
Citation 1

Abstract:

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Mortgage finance, Collateralized mortgage obligation

2.

Mortgage Default Option Mispricing and Procyclicality

Number of pages: 32 Posted: 21 Jun 2013 Last Revised: 31 Oct 2013
Andrew Davidson and Co., Inc., Andrew Davidson and Co., Inc. and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 72 (347,041)
Citation 3

Abstract:

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Mortgage, Default, Option, Mispricing, Procyclicality

3.

Why are Aggressive Mortgage Products Bad for the Housing Market?

Number of pages: 35 Posted: 28 Mar 2016
Andrew Davidson and Co., Inc., Andrew Davidson and Co., Inc., Simon Fraser University (SFU) - Finance Area and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 60 (381,679)

Abstract:

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