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In: Brown, David (1999). “The Determinants of Expected Returns on Mortgaged-Backed Securities: An Empirical Analysis of Option-Adjusted Spreads”, en Journal of Fixed Income, No. 9 (2), pp. 8-19. ; Cilia, J. (1995). “Advanced CMO Analytics for Bank Examiners. Practical Applications using Bloomberg” en Federal Reserve Bank of Chicago, www.chicagofed.org/publications/ capitalmarketnews/cmo.pdf ; Gabaix, Xavier; Krishnamurthy, Arvind; Vigneron, Olivier (2004). “Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market”, MIT, http://econ-www.mit.edu/faculty/? rof_id=xgabaix ; RePEc:bdr:temest:008, 2004Online reportZugriff: