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Lag Response of Prepayments

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Lag Response of Prepayments
Usually there is a three month lag between the date that the weighted average coupon of an Mortgage Based Security pool has exceeded the refinancing and the actual time when prepayment speed accelerates visibly.

Recommended for you:

  1. Weighted Average Coupon
  2. Prepayments
  3. Weighted Average Maturity
  4. Weighted Average Market Capitalization
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