메뉴 건너뛰기




Volumn 26, Issue 3, 1998, Pages 391-429

Modeling the conditional probability of foreclosure in the context of single-family mortgage default resolutions

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0032164474     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00751     Document Type: Article
Times cited : (82)

References (24)
  • 2
    • 0010218046 scopus 로고    scopus 로고
    • Do lenders discrimination processing defaults?
    • Ambrose, B.W. and C.A. Capone, Jr. 1996a. Do Lenders Discrimination Processing Defaults? CityScape 2(1): 89-98.
    • (1996) CityScape , vol.2 , Issue.1 , pp. 89-98
    • Ambrose, B.W.1    Capone C.A., Jr.2
  • 3
    • 21444443282 scopus 로고    scopus 로고
    • Cost-benefit analysis of single family foreclosure alternatives
    • _. 1996b. Cost-Benefit Analysis of Single Family Foreclosure Alternatives, Journal of Real Estate Finance and Economics 13(2), 105-120.
    • (1996) Journal of Real Estate Finance and Economics , vol.13 , Issue.2 , pp. 105-120
  • 4
    • 0031489429 scopus 로고    scopus 로고
    • The impact of the delay between default and foreclosure on the mortgage default option
    • Ambrose, B.W., R.J. Buttimer, Jr., and C.A. Capone. 1997. The Impact of the Delay between Default and Foreclosure on the Mortgage Default Option. Journal of Money, Credit, and Banking 29(3): 314-325.
    • (1997) Journal of Money, Credit, and Banking , vol.29 , Issue.3 , pp. 314-325
    • Ambrose, B.W.1    Buttimer R.J., Jr.2    Capone, C.A.3
  • 5
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • Black, F. and M. Scholes. 1973. The Pricing of Options and Corporate Liabilities. Journal of Political Economy 81: 637-654.
    • (1973) Journal of Political Economy , vol.81 , pp. 637-654
    • Black, F.1    Scholes, M.2
  • 7
    • 0000334217 scopus 로고
    • An intertemporal general equilibrium model of asset prices
    • Cox, J.C., J.E. Ingersoll, Jr., and S.A. Ross. 1985. An Intertemporal General Equilibrium Model of Asset Prices. Econometrica 53(2): 363-384.
    • (1985) Econometrica , vol.53 , Issue.2 , pp. 363-384
    • Cox, J.C.1    Ingersoll J.E., Jr.2    Ross, A.S.A.3
  • 8
    • 0001741129 scopus 로고
    • The relative termination experience of adjustable to fixed-rate mortgages
    • Cunningham, D.F. and C.A. Capone, Jr. 1990. The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages. Journal of Finance 45(5): 1687-1703.
    • (1990) Journal of Finance , vol.45 , Issue.5 , pp. 1687-1703
    • Cunningham, D.F.1    Capone C.A., Jr.2
  • 13
    • 0010143713 scopus 로고
    • Evaluating the likelihood of default on delinquent loans
    • Gardner, M.J. and D.L. Mills. 1989. Evaluating the Likelihood of Default on Delinquent Loans. Financial Management 18(4): 55-63.
    • (1989) Financial Management , vol.18 , Issue.4 , pp. 55-63
    • Gardner, M.J.1    Mills, D.L.2
  • 14
    • 0000301349 scopus 로고
    • An overview of the option theoretic pricing in mortgages
    • Kau, J.B. and D.C. Keenan. 1995. An Overview of the Option Theoretic Pricing in Mortgages. Journal of Housing Research 6(2): 217-244.
    • (1995) Journal of Housing Research , vol.6 , Issue.2 , pp. 217-244
    • Kau, J.B.1    Keenan, D.C.2
  • 15
    • 0010110422 scopus 로고    scopus 로고
    • Working Paper. University of Georgia
    • _. 1997. Patterns of Rational Default. Working Paper. University of Georgia.
    • (1997) Patterns of Rational Default
  • 18
    • 0010110423 scopus 로고    scopus 로고
    • The warning bell is sounding
    • Monsen, G. 1996. The Warning Bell is Sounding. Servicing Management (May), 27-30.
    • (1996) Servicing Management , Issue.MAY , pp. 27-30
    • Monsen, G.1
  • 19
    • 21844521232 scopus 로고
    • Differentiated contracts, heterogeneous borrowers, and the mortgage choice decision
    • Sa-Aadu, J. and C.F. Sirmans. 1995. Differentiated Contracts, Heterogeneous Borrowers, and the Mortgage Choice Decision. Journal of Money, Credit, and Banking 27(2): 498-510.
    • (1995) Journal of Money, Credit, and Banking , vol.27 , Issue.2 , pp. 498-510
    • Sa-Aadu, J.1    Sirmans, C.F.2
  • 20
    • 0000904401 scopus 로고
    • Prepayment, default, and the valuation of mortgage pass-through securities
    • Schwartz, E.S. and W.N. Torous. 1992. Prepayment, Default, and the Valuation of Mortgage Pass-through Securities. Journal of Business 65(2): 221-239.
    • (1992) Journal of Business , vol.65 , Issue.2 , pp. 221-239
    • Schwartz, E.S.1    Torous, W.N.2
  • 21
    • 84977701086 scopus 로고
    • Valuing commercial mortgages: An empirical investigation of the contingent claims approach to pricing risky debt
    • Titman, S. and W.N. Torous. 1989. Valuing Commercial Mortgages: An Empirical Investigation of the Contingent Claims Approach to Pricing Risky Debt. Journal of Finance 44: 345-373.
    • (1989) Journal of Finance , vol.44 , pp. 345-373
    • Titman, S.1    Torous, W.N.2
  • 22
    • 0000896811 scopus 로고
    • How ruthless is mortgage default? A review and synthesis of the evidence
    • Vandell, K. 1995. How Ruthless is Mortgage Default? A Review and Synthesis of the Evidence. Journal of Housing Research 6(2): 245-264.
    • (1995) Journal of Housing Research , vol.6 , Issue.2 , pp. 245-264
    • Vandell, K.1
  • 24
    • 0003178592 scopus 로고    scopus 로고
    • Why default rates cannot shed light on mortgage discrimination
    • Yinger, J. 1996. Why Default Rates Cannot Shed Light on Mortgage Discrimination. CityScape 2(1): 25-32.
    • (1996) CityScape , vol.2 , Issue.1 , pp. 25-32
    • Yinger, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.