-
1
-
-
84984038356
-
Determinants of GNMA prices
-
BRENNAN, MICHAEL J., AND SCHWARTZ, EDUARDO S. (1985). "Determinants of GNMA Prices," AREUEA J. 13, 209-228.
-
(1985)
AREUEA J.
, vol.13
, pp. 209-228
-
-
Brennan, M.J.1
Schwartz, E.S.2
-
2
-
-
84984076327
-
A simple model of mortgage insurance
-
BRUECKNER, JAN K. (1985). "A Simple Model of Mortgage Insurance, AREUEA J. 13, 129-141.
-
(1985)
AREUEA J.
, vol.13
, pp. 129-141
-
-
Brueckner, J.K.1
-
3
-
-
0000447739
-
The determinants of conventional residential mortgages
-
CAMPBELL, T., AND DIETRICH, J. (1983). "The Determinants of Conventional Residential Mortgages," J. Finan. 38, 1569-1581.
-
(1983)
J. Finan.
, vol.38
, pp. 1569-1581
-
-
Campbell, T.1
Dietrich, J.2
-
4
-
-
0002905632
-
Prices of single family homes since 1970: New indexes for four cities
-
CASE, KARL E., AND SHILLER, ROBERT J. (1987). "Prices of Single Family Homes Since 1970: New Indexes for Four Cities," New England Econ. Rev. 45-56.
-
(1987)
New England Econ. Rev.
, pp. 45-56
-
-
Case, K.E.1
Shiller, R.J.2
-
6
-
-
0011402453
-
The option structure of a mortgage contract
-
CHINLOY, PETER T. (1991). "The Option Structure of a Mortgage Contract," J. Housing Res. 2, 21-38.
-
(1991)
J. Housing Res.
, vol.2
, pp. 21-38
-
-
Chinloy, P.T.1
-
7
-
-
0001703570
-
The influence of economic variables on local house price dynamics
-
CLAPP, JOHN M., AND GIACCOTTO, CARMELO (1994). "The Influence of Economic Variables on Local House Price Dynamics," J. Urban Econ. 36, 161-183.
-
(1994)
J. Urban Econ.
, vol.36
, pp. 161-183
-
-
Clapp, J.M.1
Giaccotto, C.2
-
9
-
-
84983940708
-
Pricing default risk in mortgages
-
EPPERSON, JAMES F., KAU, JAMES B., KEENAN, DONALD C., AND MULLER, WALTER J. (1985). "Pricing Default Risk in Mortgages," AREUEA J. 13, 261-272.
-
(1985)
AREUEA J.
, vol.13
, pp. 261-272
-
-
Epperson, J.F.1
Kau, J.B.2
Keenan, D.C.3
Muller, W.J.4
-
10
-
-
84983966686
-
Terminations: A prelude to rational mortgage pricing
-
FOSTER, CHESTER, AND VAN ORDER, ROBERT (1985). "Terminations: A Prelude to Rational Mortgage Pricing," AREUEA J. 13, 273-291.
-
(1985)
AREUEA J.
, vol.13
, pp. 273-291
-
-
Foster, C.1
Van Order, R.2
-
11
-
-
0003313366
-
Valuing mortgages with built-in refinancing options: A contingent claim analysis
-
GILIBERTO, S. MICHAEL, AND LING, DAVID (1989). "Valuing Mortgages with Built-In Refinancing Options: A Contingent Claim Analysis," Housing Finan. Rev. 8, 253-272.
-
(1989)
Housing Finan. Rev.
, vol.8
, pp. 253-272
-
-
Giliberto, S.M.1
Ling, D.2
-
12
-
-
0000021956
-
The single family home in the investment portfolio
-
GOETZMANN, WILLIAM E. (1993). "The Single Family Home in the Investment Portfolio," J. Real Estate Finan. Econ. 6, 201-222.
-
(1993)
J. Real Estate Finan. Econ.
, vol.6
, pp. 201-222
-
-
Goetzmann, W.E.1
-
13
-
-
34250103939
-
Pricing mortgages: An interpretation of the models and results
-
HENDERSHOTT, PATRIC H., AND VAN ORDER, ROBERT (1987). "Pricing Mortgages: An Interpretation of the Models and Results," J. Finan. Serv. Res. 1, 77-111.
-
(1987)
J. Finan. Serv. Res.
, vol.1
, pp. 77-111
-
-
Hendershott, P.H.1
Van Order, R.2
-
14
-
-
0011451592
-
New valuation and price sensitivity models for mortgage-backed securities
-
JACOB, DAVID P., AND TOEVS, ALDEN L. (1988). "New Valuation and Price Sensitivity Models for Mortgage-Backed Securities," Housing Finan. Rev. 7, 47-78.
-
(1988)
Housing Finan. Rev.
, vol.7
, pp. 47-78
-
-
Jacob, D.P.1
Toevs, A.L.2
-
16
-
-
0000945119
-
A generalized valuation model for fixed-rate residential mortgages
-
KAU, JAMES B., KEENAN, DONALD C., MULLER, WALTER J., AND EPPERSON, JAMES F. (1992). "A Generalized Valuation Model for Fixed-Rate Residential Mortgages," J. Money, Credit, Bank. 24, 279-299.
-
(1992)
J. Money, Credit, Bank
, vol.24
, pp. 279-299
-
-
Kau, J.B.1
Keenan, D.C.2
Muller, W.J.3
Epperson, J.F.4
-
17
-
-
0002662247
-
Bayesian estimates of equation system parameters: An application of integration by Monte Carlo
-
KLOEK, T., AND VAN DIJK, H. K. (1978). "Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo," Econometrica 46, 1-19.
-
(1978)
Econometrica
, vol.46
, pp. 1-19
-
-
Kloek, T.1
Van Dijk, H.K.2
-
19
-
-
85027209109
-
Serial correlation and seasonality in the real estate market
-
in press
-
KUO, CHIONG-LONG, in press. "Serial Correlation and Seasonality in the Real Estate Market," J. Real Estate Finan. Econ.
-
J. Real Estate Finan. Econ.
-
-
Kuo, C.-L.1
-
20
-
-
0024855726
-
The babyboom, the baby bust, and the housing market
-
MANKIW, N. G., AND WEIL, JONATHAN H. (1989). "The Babyboom, the Baby Bust, and the Housing Market," Reg. Sci. Urban Econ. 19, 235-258.
-
(1989)
Reg. Sci. Urban Econ.
, vol.19
, pp. 235-258
-
-
Mankiw, N.G.1
Weil, J.H.2
-
21
-
-
84986465428
-
Diversification in the real estate portfolio
-
MILES, M., AND MCCUE, T. (1984). "Diversification in the Real Estate Portfolio," J. Finan. Res. VII, 57-68.
-
(1984)
J. Finan. Res.
, vol.7
, pp. 57-68
-
-
Miles, M.1
Mccue, T.2
-
22
-
-
0000493318
-
Residential mortgage default: A review of the literature
-
QUERCIA, ROBERTO G., AND STEGMAN, MICHAEL A. (1992). "Residential Mortgage Default: A Review of the Literature," J. Housing Res. 3, 341-379.
-
(1992)
J. Housing Res.
, vol.3
, pp. 341-379
-
-
Quercia, R.G.1
Stegman, M.A.2
-
23
-
-
0001399872
-
Defaults on mortgage obligations and capital requirements for U.S. Savings Institutions: A policy perspective
-
QUIGLEY, JOHN M., AND VAN ORDER, ROBERT (1991). "Defaults on Mortgage Obligations and Capital Requirements for U.S. Savings Institutions: A Policy Perspective," J. Public Econ. 44, 353-370.
-
(1991)
J. Public Econ.
, vol.44
, pp. 353-370
-
-
Quigley, J.M.1
Van Order, R.2
-
24
-
-
85027210191
-
-
Working Paper, Yale School of Management
-
SICK, GORDON (1994). "Real Options," Working Paper, Yale School of Management.
-
(1994)
Real Options
-
-
Sick, G.1
-
25
-
-
84977701086
-
Valuing commercial mortgages: An empirical investigation of the contingent claims approach to pricing risky debt
-
TITMAN, S., AND TOROUS, W. (1989). "Valuing Commercial Mortgages: An Empirical Investigation of the Contingent Claims Approach to Pricing Risky Debt," J. Finan. 44, 345-373.
-
(1989)
J. Finan.
, vol.44
, pp. 345-373
-
-
Titman, S.1
Torous, W.2
-
26
-
-
84909956495
-
Default risk under alternative mortgage instruments
-
VANDELL, K. (1978). "Default Risk under Alternative Mortgage Instruments," J. Finan. 33, 1279-1296.
-
(1978)
J. Finan.
, vol.33
, pp. 1279-1296
-
-
Vandell, K.1
|