The impact of large-scale mortgage backed security purchases

Detalhes bibliográficos
Autor(a) principal: Abecasis, Maria Inês Rocha
Data de Publicação: 2013
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/9831
Resumo: A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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spelling The impact of large-scale mortgage backed security purchasesQuantitative easingMortgage backed securitiesFederal reserveA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsI analyze the impact that large-scale Mortgage Backed Securities (MBS) purchases carried by the Federal Reserve in response to the financial crisis had in the economy and find that they were able to enhance confidence in financial markets and influence MBS pricing. Default probabilities of financial companies fell 33 basis points, which can be explained by the lower quantity of MBS in their balance sheets and the increased value of the MBS remaining in their asset side. The default risk premium of MBS decreased 66 basis points, which represents 22% of the reduction in MBS yields in the period analyzed.NSBE - UNLSilva, André CastroRUNAbecasis, Maria Inês Rocha2013-06-07T07:45:53Z2013-012013-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/9831enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:43:09Zoai:run.unl.pt:10362/9831Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:19:03.954184Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv The impact of large-scale mortgage backed security purchases
title The impact of large-scale mortgage backed security purchases
spellingShingle The impact of large-scale mortgage backed security purchases
Abecasis, Maria Inês Rocha
Quantitative easing
Mortgage backed securities
Federal reserve
title_short The impact of large-scale mortgage backed security purchases
title_full The impact of large-scale mortgage backed security purchases
title_fullStr The impact of large-scale mortgage backed security purchases
title_full_unstemmed The impact of large-scale mortgage backed security purchases
title_sort The impact of large-scale mortgage backed security purchases
author Abecasis, Maria Inês Rocha
author_facet Abecasis, Maria Inês Rocha
author_role author
dc.contributor.none.fl_str_mv Silva, André Castro
RUN
dc.contributor.author.fl_str_mv Abecasis, Maria Inês Rocha
dc.subject.por.fl_str_mv Quantitative easing
Mortgage backed securities
Federal reserve
topic Quantitative easing
Mortgage backed securities
Federal reserve
description A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
publishDate 2013
dc.date.none.fl_str_mv 2013-06-07T07:45:53Z
2013-01
2013-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/9831
url http://hdl.handle.net/10362/9831
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv NSBE - UNL
publisher.none.fl_str_mv NSBE - UNL
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
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collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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