Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market

Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market

Our objective is to test for evidence of information asymmetry in the mortgage servicing market. Does the sale of mortgage servicing rights (MSR) by the initial lender to a second servicing institution unveil any residual asymmetric information? We are the first to analyze the originator’s selling c...

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Bibliographic Details
Main Authors: Helmi Jedidi, Georges Dionne
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Risks
Subjects:
mortgage servicing market
securitization
information asymmetry test
parametric model
nonparametric model
kernel estimation
Online Access:https://www.mdpi.com/2227-9091/12/12/192
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