Author(s)

Lin Wang ¹

Affiliation(s)

¹ Columbia University, New York, USA

Corresponding Author

Lin Wang

ABSTRACT

The aim of this study is to examine the linkages between MBS modelling and events in the debt market, with particular attention being paid to underlying correlations and implications for financial stability. Utilizing established financial theories like the Efficient Market Hypothesis and the Capital Asset Pricing Model, as well as practical knowledge, the paper proposes hypotheses aimed at evaluating the effect of MBS specifics on debt market performance. By employing a comprehensive dataset and quantitative methods including regression analysis and time-series modeling the study looks into MBS models effects on debt market dynamics and their variations. The findings reflect the connection between MBS and the debt market and these implications are essential to the investors, policymakers and market participants of sustaining market stability and resiliency.

KEYWORDS

Mortgage-Based Securities (MBS), Debt Market Dynamics, Integrated data sets, quantitative methods

CITE THIS PAPER

Lin Wang, Analysis of the Relationship between Mortgage-Based Securities (Mbs) and Debt Market Dynamics. Financial Engineering and Risk Management (2024) Vol. 7: 54-61. DOI: http://dx.doi.org/10.23977/ferm.2024.070608.

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