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Volumn 26, Issue 4, 1998, Pages 651-676

An analysis of the ex ante probabilities of mortgage prepayment and default

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EID: 0032465288     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00760     Document Type: Article
Times cited : (36)

References (17)
  • 4
    • 0001160416 scopus 로고
    • The relevancy of interest rate processes in pricing mortgage backed securities
    • Chen, R.R. and T.T. Yang. 1995. The Relevancy of Interest Rate Processes in Pricing Mortgage Backed Securities. Journal of Housing Research 6(2): 315-332.
    • (1995) Journal of Housing Research , vol.6 , Issue.2 , pp. 315-332
    • Chen, R.R.1    Yang, T.T.2
  • 5
    • 0001815461 scopus 로고
    • Borrowing constraints, household debt, and racial discrimination in loan markets
    • Duca, J.V. and S.S. Rosenthal. 1993. Borrowing Constraints, Household Debt, and Racial Discrimination in Loan Markets. Journal of Financial Intermediation: 77-103.
    • (1993) Journal of Financial Intermediation , pp. 77-103
    • Duca, J.V.1    Rosenthal, S.S.2
  • 12
    • 84993843838 scopus 로고
    • Rational prepayments and the valuation of collateralized mortgage obligations
    • McConnell, J.J. and M. Singh. 1994. Rational Prepayments and the Valuation of Collateralized Mortgage Obligations. Journal of Finance 49(3): 891-921.
    • (1994) Journal of Finance , vol.49 , Issue.3 , pp. 891-921
    • McConnell, J.J.1    Singh, M.2
  • 15
    • 0347078538 scopus 로고
    • An equilibrium characterization of the term structure
    • Vasicek, O. 1977. An Equilibrium Characterization of the Term Structure. Journal of Financial Economics: 177-188.
    • (1977) Journal of Financial Economics , pp. 177-188
    • Vasicek, O.1
  • 16
    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.