Andreas Pericli

ALM & Fixed Income Research

Principal Economist

8200 Jones Branch Drive

Mailstop 375

Mclean, VA 22102

United States

SCHOLARLY PAPERS

4

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Hedging Gnma Mortgage-Backed Securities with T-Note Futures: Dynamic Versus Static Hedging

Real Estate Economics, Vol. 27, No. 2, Summer 1999
Posted: 17 Aug 1999
Gregory Koutmos and Andreas Pericli
Fairfield University - Charles F. Dolan School of Business and ALM & Fixed Income Research

Abstract:

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Commercial Mortgage Default: A Comparison of Logit with Radial Basis Function Networks

Posted: 02 Jul 1998
Andreas Pericli, Athanasios Episcopos and Jianxun Hu
ALM & Fixed Income Research, Athens University of Economics and Business - Department of Accounting and Finance and Advanta Mortgage

Abstract:

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Commercial Mortgage Default: A Comparison of Logit with Radial Basis Function Networks

The Journal of Real Estate Finance and Economics, 1998
Posted: 09 Jun 1998
Athanasios Episcopos, Andreas Pericli and Jianxun Hu
Athens University of Economics and Business - Department of Accounting and Finance, ALM & Fixed Income Research and Advanta Mortgage

Abstract:

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3.

Time Series Properties of the Eleventh District Cost of Funds Index

Posted: 16 Apr 1998
Andreas Pericli and Athanasios Episcopos
ALM & Fixed Income Research and Athens University of Economics and Business - Department of Accounting and Finance

Abstract:

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4.

The Prepayment of Fixed-Rate Mortgages: A Comparison of Logit with Proportional Hazard Models

Posted: 08 Oct 1996
Andreas Pericli, Jianxun Hu and Joseph Masri
ALM & Fixed Income Research, Advanta Mortgage and Union Bank of Switzerland Securities, Inc.

Abstract:

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