Mortgage Prepayment Behavior in a Market with ARMs only

International Real Estate Review

Volumn 1, Issue 1, 1998, Pages 64-80

  He, Jia ^a   Liu, Ming ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Adjustable rate mortgages; Prepayment function; Proportional hazard model

Indexed keywords

EID: 0012065673     PISSN: 21548919     EISSN: None     Source Type: Journal    
DOI: 10.53383/100004     Document Type: Article

References (9)

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9. VanderHoff, J. (1996), Adjustable and Fixed Rate Mortgage Termination, Option Values and Local Market Conditions: An Empirical Analysis. Real Estate Economics, 24, 3, 379-406.