Housing-Price Cycles and Prepayment Rates of U.S. Mortgage Pools

Journal of Real Estate Finance and Economics

Volumn 23, Issue 2, 2001, Pages 161-184

  Mattey, Joe ^a   Wallace, Nancy ^b  

^a Federal Reserve Bank ^*  (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Default; Hazard models; Mortgage backed security; Option models; Prepayment

Indexed keywords

EID: 0035597635     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1011106416095     Document Type: Article

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