Helmi Jedidi

HEC Montreal

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

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Scholarly Papers (1)

1.

Testing for Information Asymmetry in the Mortgage Servicing Market

Number of pages: 57 Posted: 03 Apr 2019
Helmi Jedidi and Georges Dionne
HEC Montreal and HEC Montreal - Department of Finance
Downloads 25 (486,957)

Abstract:

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mortgage servicing market, mortgage servicing right, information asymmetry test, MSR-purchaser, parametric model, non-parametric model, kernel estimation, instrumental variable