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Volumn 29, Issue 6, 1999, Pages 765-785

Patterns of rational default

Author keywords

Default; Mortgage; Mortgage default

Indexed keywords

DEBT; HOUSING FINANCE; THEORETICAL STUDY;

EID: 0032697621     PISSN: 01660462     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0166-0462(99)00024-1     Document Type: Article
Times cited : (21)

References (14)
  • 1
    • 84944831925 scopus 로고
    • Valuing corporate securities: Some effects of bond indenture provisions
    • Black, F., Cox, J.C., 1976. Valuing corporate securities: some effects of bond indenture provisions. Journal of Finance 31, 351-367.
    • (1976) Journal of Finance , vol.31 , pp. 351-367
    • Black, F.1    Cox, J.C.2
  • 2
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • Black, F., Scholes, M., 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
  • 4
    • 84977388192 scopus 로고
    • A re-examination of traditional hypotheses about the term structure of interest rates
    • Cox, J.C., Ingersoll, Jr. J.E., Ross, S.A., 1981. A re-examination of traditional hypotheses about the term structure of interest rates. Journal of Finance 36, 769-799.
    • (1981) Journal of Finance , vol.36 , pp. 769-799
    • Cox, J.C.1    Ingersoll J.E., Jr.2    Ross, S.A.3
  • 5
    • 0001205798 scopus 로고
    • A theory of the term-structure of interest rates
    • Cox, J.C., Ingersoll, Jr. J.E., Ross, S.A., 1985. A theory of the term-structure of interest rates. Econometrica 53, 385-407.
    • (1985) Econometrica , vol.53 , pp. 385-407
    • Cox, J.C.1    Ingersoll J.E., Jr.2    Ross, S.A.3
  • 14
    • 84977701086 scopus 로고
    • Valuing commercial mortgages: An empirical investigation of the contingent claims approach to pricing risky debt
    • Titman, S., Torous, W., 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.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.