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Volumn 28, Issue 3, 2000, Pages 405-434

Implied mortgage refinancing thresholds

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EID: 0034390954     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00807     Document Type: Article
Times cited : (23)

References (24)
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  • 3
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    • Collateral damage: How refinancing constraints exacerbate regional recessions
    • Caplin, A., C. Freeman and J. Tracy. 1997. Collateral Damage: How Refinancing Constraints Exacerbate Regional Recessions. Journal of Money, Credit, and Banking 29: 496-516.
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    • Caplin, A.1    Freeman, C.2    Tracy, J.3
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    • (1987) New England Economic Review , pp. 45-56
    • Case, K.1    Shiller, R.2
  • 7
    • 0001741129 scopus 로고
    • The relative termination experience of adjustable to fixed-rate mortgages
    • Cunningham, D. and C. Capone. 1990. The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages. The Journal of Finance 45: 1687-1703.
    • (1990) The Journal of Finance , vol.45 , pp. 1687-1703
    • Cunningham, D.1    Capone, C.2
  • 8
    • 18744407634 scopus 로고    scopus 로고
    • Mortgage terminations, heterogeneity and the exercise of mortgage options
    • Deng, Y., J. Quigley and R. Van Order. 1999. Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options. Econometrica 68(2): 275-308.
    • (1999) Econometrica , vol.68 , Issue.2 , pp. 275-308
    • Deng, Y.1    Quigley, J.2    Van Order, R.3
  • 9
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    • Valuation of mortgage-backed securities
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    • Dunn, K.1    McConnell, J.2
  • 11
    • 0003146109 scopus 로고    scopus 로고
    • Ruthless prepayment? evidence from multifamily mortgages
    • Follain, J., J. Ondrich and G. Sinha. 1997. Ruthless Prepayment? Evidence from Multifamily Mortgages. Journal of Urban Economics 41: 78-101.
    • (1997) Journal of Urban Economics , vol.41 , pp. 78-101
    • Follain, J.1    Ondrich, J.2    Sinha, G.3
  • 13
    • 0004296209 scopus 로고
    • Macmillan Publishing Company: New York
    • Green, W. 1993. Econometric Analysis. Macmillan Publishing Company: New York.
    • (1993) Econometric Analysis
    • Green, W.1
  • 20
    • 0001849359 scopus 로고
    • Prepayments on fixed-rate mortgage-backed securities
    • Richard, S. and R. Roll. 1989. Prepayments on Fixed-Rate Mortgage-Backed Securities. The Journal of Portfolio Management 15: 73-82.
    • (1989) The Journal of Portfolio Management , vol.15 , pp. 73-82
    • Richard, S.1    Roll, R.2
  • 21
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    • Prepayment and the valuation of mortgage-backed securities
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    • (1989) The Journal of Finance , vol.44 , pp. 375-392
    • Schwartz, E.1    Torous, W.2
  • 22
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    • Rational prepayment and the valuation of mortgage-backed securities
    • Stanton, R. 1995. Rational Prepayment and the Valuation of Mortgage-Backed Securities. Review of Financial Studies 8: 677-708.
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    • Stanton, R.1
  • 24
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    • Mortgage prepayment with an uncertain holding period
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    • Journal of Real Estate Finance and Economics , vol.12 , pp. 179-194


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.