-
1
-
-
30244539336
-
The effect of income and collateral constraints on residential mortgage terminations
-
Archer, W., D. Ling and G. McGill. 1996. The Effect of Income and Collateral Constraints on Residential Mortgage Terminations. Regional Science and Urban Economics 26: 235-261.
-
(1996)
Regional Science and Urban Economics
, vol.26
, pp. 235-261
-
-
Archer, W.1
Ling, D.2
McGill, G.3
-
2
-
-
0011380713
-
Demographic versus option-driven mortgage terminations
-
Archer, W., D. Ling and G. McGill. 1997. Demographic Versus Option-Driven Mortgage Terminations. Journal of Housing Economics 6(2): 137-163.
-
(1997)
Journal of Housing Economics
, vol.6
, Issue.2
, pp. 137-163
-
-
Archer, W.1
Ling, D.2
McGill, G.3
-
3
-
-
0001186101
-
Credit risk, credit scoring, and the performance of home mortgages
-
Avery, R., R. Bostic, P. Calem and G. Canner. 1996. Credit Risk, Credit Scoring, and the Performance of Home Mortgages. Federal Reserve Bulletin 82(JuIy): 621-664.
-
(1996)
Federal Reserve Bulletin
, vol.82
, Issue.JUIY
, pp. 621-664
-
-
Avery, R.1
Bostic, R.2
Calem, P.3
Canner, G.4
-
4
-
-
84986376835
-
Time aggregation and the distributional shape of unemployment duration
-
Bergström, R. and P.A. Edin. 1992. Time Aggregation and the Distributional Shape of Unemployment Duration. Journal of Applied Econometrics 7: 5-30.
-
(1992)
Journal of Applied Econometrics
, vol.7
, pp. 5-30
-
-
Bergström, R.1
Edin, P.A.2
-
5
-
-
34248491716
-
Tenure choice and expected mobility: A synthesis
-
Boehm, T.P. 1981. Tenure Choice and Expected Mobility: A Synthesis. Journal of Urban Economics 10: 375-390.
-
(1981)
Journal of Urban Economics
, vol.10
, pp. 375-390
-
-
Boehm, T.P.1
-
6
-
-
0022440291
-
Residential mobility and neighborhood quality
-
Boehm, T.P. and K.R. Ihlanfeldt. 1986. Residential Mobility and Neighborhood Quality. Journal of Regional Science 26(2): 411-423.
-
(1986)
Journal of Regional Science
, vol.26
, Issue.2
, pp. 411-423
-
-
Boehm, T.P.1
Ihlanfeldt, K.R.2
-
7
-
-
38249010227
-
Borrower mobility, self-selection, and the relative prices of fixed- and adjustable-rate mortgages
-
Brueckner, J.K. 1992. Borrower Mobility, Self-Selection, and the Relative Prices of Fixed- and Adjustable-Rate Mortgages. Journal of Financial Intermediation 2: 401-421.
-
(1992)
Journal of Financial Intermediation
, vol.2
, pp. 401-421
-
-
Brueckner, J.K.1
-
8
-
-
0002097677
-
Borrower mobility, adverse selection, and mortgage points
-
Brueckner, J.K. 1994. Borrower Mobility, Adverse Selection, and Mortgage Points. Journal of Financial Intermediation 3(4) : 416-441.
-
(1994)
Journal of Financial Intermediation
, vol.3
, Issue.4
, pp. 416-441
-
-
Brueckner, J.K.1
-
9
-
-
0039924420
-
Collateral damage: Refinancing constraints and regional recessions
-
Caplin, A., C. Freeman and J. Tracy. 1997. Collateral Damage: Refinancing Constraints and Regional Recessions. Journal of Money, Credit and Banking 29(4): 497-516.
-
(1997)
Journal of Money, Credit and Banking
, vol.29
, Issue.4
, pp. 497-516
-
-
Caplin, A.1
Freeman, C.2
Tracy, J.3
-
13
-
-
0000336139
-
Regression models and life tables (with discussion)
-
Cox, D.R. 1972. Regression Models and Life Tables (with discussion). Journal of the Royal Statistical Society 34: 187-220.
-
(1972)
Journal of the Royal Statistical Society
, vol.34
, pp. 187-220
-
-
Cox, D.R.1
-
14
-
-
0000334217
-
An intertemporal general equilibrium model of asset prices
-
Cox, J.C., J.E. Ingersoll, 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.2
Ross, S.A.3
-
17
-
-
18744407634
-
Mortgage terminations, heterogeneity and the exercise of mortgage options
-
Deng, Y., J.M. Quigley and R. Van Order. 2000. Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options. Econometrica 68(2): 275-307.
-
(2000)
Econometrica
, vol.68
, Issue.2
, pp. 275-307
-
-
Deng, Y.1
Quigley, J.M.2
Van Order, R.3
-
18
-
-
0002322083
-
Private information and incentives: Implications for mortgage contract terms and pricing
-
Dunn, K.B. and C.S. Spatt. 1988. Private Information and Incentives: Implications for Mortgage Contract Terms and Pricing. Journal of Real Estate Finance and Economics 1(1): 47-60.
-
(1988)
Journal of Real Estate Finance and Economics
, vol.1
, Issue.1
, pp. 47-60
-
-
Dunn, K.B.1
Spatt, C.S.2
-
20
-
-
70449647008
-
Proportional hazards tests and diagnostics based on weighted residuals
-
Grambsch, P.M. and T.M. Therneau. 1994. Proportional Hazards Tests and Diagnostics Based on Weighted Residuals. Biometrika 81: 515-526.
-
(1994)
Biometrika
, vol.81
, pp. 515-526
-
-
Grambsch, P.M.1
Therneau, T.M.2
-
21
-
-
0003035053
-
The effects of interest rates on mortgage prepayments
-
Green, J. and J.B. Shoven. 1986. The Effects of Interest Rates on Mortgage Prepayments. Journal of Money, Credit, and Banking 18(1): 41-50.
-
(1986)
Journal of Money, Credit, and Banking
, vol.18
, Issue.1
, pp. 41-50
-
-
Green, J.1
Shoven, J.B.2
-
22
-
-
0041177351
-
Some truths about ostriches: Who never refinances their mortgage and why they don't
-
Green, R.K. and M. LaCour-Little. 1999. Some Truths About Ostriches: Who Never Refinances Their Mortgage and Why They Don't. Journal of Housing Economics 8: 233-248.
-
(1999)
Journal of Housing Economics
, vol.8
, pp. 233-248
-
-
Green, R.K.1
LaCour-Little, M.2
-
23
-
-
84986384762
-
Flexible parametric estimation of duration and competing risk models
-
Han, A. and J.A. Hausman. 1990. Flexible Parametric Estimation of Duration and Competing Risk Models. Journal of Applied Econometrics 5: 1-28.
-
(1990)
Journal of Applied Econometrics
, vol.5
, pp. 1-28
-
-
Han, A.1
Hausman, J.A.2
-
24
-
-
0018202056
-
An explicit model of intra-metropolitan mobility
-
Hanushek, E.A. and J.M. Quigley. 1978. An Explicit Model of Intra-Metropolitan Mobility. Land Economics 54: 411-429.
-
(1978)
Land Economics
, vol.54
, pp. 411-429
-
-
Hanushek, E.A.1
Quigley, J.M.2
-
26
-
-
0021575963
-
Specification tests for the multinomial logit model
-
Hausman, J. and D. McFadden. 1984. Specification Tests for the Multinomial Logit Model. Econometrica 52(7): 1219-1240.
-
(1984)
Econometrica
, vol.52
, Issue.7
, pp. 1219-1240
-
-
Hausman, J.1
McFadden, D.2
-
29
-
-
0032221485
-
Valuing prepayment and default in a fixed rate mortgage
-
Hilliard, J.E., J.B. Kau and V. C. Slawson, Jr. 1998. Valuing Prepayment and Default in a Fixed Rate Mortgage. Real Estate Economics 26(2): 431-468.
-
(1998)
Real Estate Economics
, vol.26
, Issue.2
, pp. 431-468
-
-
Hilliard, J.E.1
Kau, J.B.2
Slawson V.C., Jr.3
-
30
-
-
21844515763
-
Practitioner's corner: Easy estimation methods for discrete-time duration models
-
Jenkins, S.P. 1995. Practitioner's Corner: Easy Estimation Methods for Discrete-Time Duration Models. Oxford Bulletin of Economics and Statistics 57(1): 129-138.
-
(1995)
Oxford Bulletin of Economics and Statistics
, vol.57
, Issue.1
, pp. 129-138
-
-
Jenkins, S.P.1
-
32
-
-
0009941825
-
Racial and ethnic disparities in mortgage prepayment
-
Kelly, A. 1995. Racial and Ethnic Disparities in Mortgage Prepayment. Journal of Housing Economics 4: 350-372.
-
(1995)
Journal of Housing Economics
, vol.4
, pp. 350-372
-
-
Kelly, A.1
-
33
-
-
0003374257
-
The impact of house price appreciation on household mobility
-
Kiel, K.A. 1994. The Impact of House Price Appreciation on Household Mobility. Journal of Housing Economics 3: 92-108.
-
(1994)
Journal of Housing Economics
, vol.3
, pp. 92-108
-
-
Kiel, K.A.1
-
34
-
-
0040581786
-
Another look at the role of borrower characteristics in predicting mortgage prepayments
-
LaCour-Little, M. 1999. Another Look at the Role of Borrower Characteristics in Predicting Mortgage Prepayments. Journal of Housing Research 10(1): 45-60.
-
(1999)
Journal of Housing Research
, vol.10
, Issue.1
, pp. 45-60
-
-
LaCour-Little, M.1
-
36
-
-
0030371191
-
Unemployment insurance rules, joblessness, and part-time work
-
McCall, B.P. 1996. Unemployment Insurance Rules, Joblessness, and Part-time Work. Econometrica 64(3): 647-682.
-
(1996)
Econometrica
, vol.64
, Issue.3
, pp. 647-682
-
-
McCall, B.P.1
-
37
-
-
0040581787
-
Constraints of housing age and migration on residential mobility
-
Myers, D., S.S. Choi and S.W. Lee. 1997. Constraints of Housing Age and Migration on Residential Mobility. Professional Geographer 49(1): 14-28.
-
(1997)
Professional Geographer
, vol.49
, Issue.1
, pp. 14-28
-
-
Myers, D.1
Choi, S.S.2
Lee, S.W.3
-
38
-
-
4244065428
-
Modelling the probability of leaving unemployment: Competing risks models with flexible base-line hazards
-
Narendranathan, W. and M.B. Stewart. 1993. Modelling the Probability of Leaving Unemployment: Competing Risks Models with Flexible Base-line Hazards. Applied Statistics 42(1): 63-83.
-
(1993)
Applied Statistics
, vol.42
, Issue.1
, pp. 63-83
-
-
Narendranathan, W.1
Stewart, M.B.2
-
39
-
-
0011656140
-
Mortgage prepayments: A new model for a new era
-
Patruno. G.N. 1994. Mortgage Prepayments: A New Model for a New Era. The Journal of Fixed Income 4(3): 42-56.
-
(1994)
The Journal of Fixed Income
, vol.4
, Issue.3
, pp. 42-56
-
-
Patruno, G.N.1
-
40
-
-
0034378989
-
Space-varying regression coefficients: A semi-parametric approach applied to real estate markets
-
Pavlov, A.D. 2000. Space-Varying Regression Coefficients: A Semi-parametric Approach Applied to Real Estate Markets. Real Estate Economics 28(2): 249-283.
-
(2000)
Real Estate Economics
, vol.28
, Issue.2
, pp. 249-283
-
-
Pavlov, A.D.1
-
41
-
-
0035640375
-
Competing risks of mortgage prepayments: Who refinances who moves, and who defaults?
-
Pavlov, A.D. 2001. Competing Risks of Mortgage Prepayments: Who Refinances Who Moves, and Who Defaults? Journal of Real Estate Finance and Economics 23(2): 185-212.
-
(2001)
Journal of Real Estate Finance and Economics
, vol.23
, Issue.2
, pp. 185-212
-
-
Pavlov, A.D.1
-
42
-
-
0039666943
-
Credit, equity, and mortgage refinancings
-
Peristiani, S., P. Bennett, G. Monsen, R. Peach and J. Raiff. 1997. Credit, Equity, and Mortgage Refinancings. Federal Reserve Bank of New York Policy Review (July): 83-99.
-
(1997)
Federal Reserve Bank of New York Policy Review
, Issue.JULY
, pp. 83-99
-
-
Peristiani, S.1
Bennett, P.2
Monsen, G.3
Peach, R.4
Raiff, J.5
-
43
-
-
0000001274
-
Interest rate variations, mortgage prepayments, and household mobility
-
Quigley, J.M. 1987. Interest Rate Variations, Mortgage Prepayments, and Household Mobility. The Review of Economics and Statistics 69(4): 636-643.
-
(1987)
The Review of Economics and Statistics
, vol.69
, Issue.4
, pp. 636-643
-
-
Quigley, J.M.1
-
45
-
-
0001849359
-
Modeling prepayments on fixed rate mortgage-backed securities
-
Richard, S.F. and R. Roll. 1989. Modeling Prepayments on Fixed Rate Mortgage-Backed Securities. Journal of Portfolio Management 15(3): 73-82.
-
(1989)
Journal of Portfolio Management
, vol.15
, Issue.3
, pp. 73-82
-
-
Richard, S.F.1
Roll, R.2
-
46
-
-
0001725191
-
Racial differences in residential and job mobility: Evidence concerning the spatial mismatch hypothesis
-
Ross, S.L. 1998. Racial Differences in Residential and Job Mobility: Evidence Concerning the Spatial Mismatch Hypothesis. Journal of Urban Economics 43: 112-135.
-
(1998)
Journal of Urban Economics
, vol.43
, pp. 112-135
-
-
Ross, S.L.1
-
48
-
-
21844521232
-
Differentiated contracts, heterogeneous borrowers, and the mortgage choice decision
-
Sa-Aadu, J. and C.F. Sirmians. 1995. Differentiated Contracts, Heterogeneous Borrowers, and the Mortgage Choice Decision. Journal of Money, Credit & Banking 27(2): 498-510.
-
(1995)
Journal of Money, Credit & Banking
, vol.27
, Issue.2
, pp. 498-510
-
-
Sa-Aadu, J.1
Sirmians, C.F.2
-
49
-
-
0001544709
-
Multinomial logit specification tests
-
Small, K.A. and C. Hsiao. 1985. Multinomial Logit Specification Tests. International Economic Review 26(3): 619-627.
-
(1985)
International Economic Review
, vol.26
, Issue.3
, pp. 619-627
-
-
Small, K.A.1
Hsiao, C.2
-
50
-
-
0031800211
-
Leaving the'hood: Residential mobility between black, white, and integrated neighborhoods
-
South, S.J. and K.D. Crowder. 1998. Leaving the'Hood: Residential Mobility Between Black, White, and Integrated Neighborhoods. American Sociological Review 63(February): 17-26.
-
(1998)
American Sociological Review
, vol.63
, Issue.FEBRUARY
, pp. 17-26
-
-
South, S.J.1
Crowder, K.D.2
-
51
-
-
0000615349
-
Residential satisfaction as an intervening variable in residential mobility
-
Speare, A. Jr. 1974. Residential Satisfaction as an Intervening Variable in Residential Mobility. Demography 11(2): 173-188.
-
(1974)
Demography
, vol.11
, Issue.2
, pp. 173-188
-
-
Speare A., Jr.1
-
52
-
-
21844517112
-
Rational prepayment and valuation of mortgage-backed securities
-
Stanton, R. 1994. Rational Prepayment and Valuation of Mortgage-Backed Securities. Review of Financial Studies 8(3): 677-708.
-
(1994)
Review of Financial Studies
, vol.8
, Issue.3
, pp. 677-708
-
-
Stanton, R.1
-
53
-
-
0032393104
-
Mortgage choice: What's the point?
-
Stanton, R. and N. Wallace. 1998. Mortgage Choice: What's the Point? Real Estate Economics 26(2): 173-206.
-
(1998)
Real Estate Economics
, vol.26
, Issue.2
, pp. 173-206
-
-
Stanton, R.1
Wallace, N.2
-
54
-
-
38249013853
-
Semiparametric proportional hazards estimation of competing risks models with time-varying covariates
-
Sueyoshi, G.T. 1992. Semiparametric Proportional Hazards Estimation of Competing Risks Models with Time-varying Covariates. Journal of Econometrics 51: 25-58.
-
(1992)
Journal of Econometrics
, vol.51
, pp. 25-58
-
-
Sueyoshi, G.T.1
-
55
-
-
84983945967
-
Handing over the keys: A perspective on mortgage default research
-
Vandell, K. 1993. Handing Over the Keys: A Perspective on Mortgage Default Research. AREUEA Journal 21(3): 211-246.
-
(1993)
AREUEA Journal
, vol.21
, Issue.3
, pp. 211-246
-
-
Vandell, K.1
-
56
-
-
0000896811
-
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
-
58
-
-
0040454952
-
Cash in your face: The cost of racial and ethnic discrimination in housing
-
Yinger, J. 1997. Cash in Your Face: The Cost of Racial and Ethnic Discrimination in Housing. Journal of Urban Economics 42: 339-365.
-
(1997)
Journal of Urban Economics
, vol.42
, pp. 339-365
-
-
Yinger, J.1
|