Bias in an Empirical Approach to Determining Bond and Mortgage Risk Premiums

Journal of Real Estate Finance and Economics

Volumn 14, Issue 3, 1997, Pages 263-282

  Childs, Paul D ^a   Ott, Steven H ^a   Riddiough, Timothy J ^b  

^a UNIVERSITY OF KENTUCKY   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Debt valuation; Default risk; Mortgage default; Option pricing

Indexed keywords

EID: 0031529718     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007776111175     Document Type: Article

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