Replication Data: Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Welfare Implications
Creators:
Yesol Huh and You Suk Kim
Publication Date:
2023-08-13
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Welfare Implications" (Huh & Kim, 2023, Journal of Financial Economics). It includes loan-level mortgage and MBS pricing data used to examine how the cheapest-to-deliver option in mortgage-backed securities markets affects lender securitization decisions, MBS pricing, and the welfare implications for borrowers and investors in the U.S. mortgage market.
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