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Volumn 30, Issue 1, 2002, Pages 85-113

A dynamic double-trigger model of multifamily mortgage default

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Indexed keywords


EID: 0036004334     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00031     Document Type: Article
Times cited : (16)

References (23)
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    • (1997) The Handbook of Commercial Mortgage-Backed Securities , pp. 55-74
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    • 0011328936 scopus 로고    scopus 로고
    • A timely tool for modeling credit risk
    • February
    • Barnes, W.C. and S. Sprouse. 1999. A Timely tool for Modeling Credit Risk, Mortgage Banking 59 February, 27-31.
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  • 8
    • 62949087988 scopus 로고
    • Calculation of polychotomous logistic regression parameters using individualized regressions
    • Begg, C.B. and R. Gray. 1984. Calculation of Polychotomous Logistic Regression Parameters Using Individualized Regressions, Biometrica 71: 11-18.
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    • Begg, C.B.1    Gray, R.2
  • 9
    • 0001880070 scopus 로고    scopus 로고
    • Prepayments of multifamily mortgage-backed securities
    • March
    • Elmer, P. and A. Haidorfer 1997. Prepayments of Multifamily Mortgage-Backed Securities, The Journal of Fixed Income 7 (March): 50-62.
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    • Elmer, P.1    Haidorfer, A.2
  • 12
    • 0001870284 scopus 로고    scopus 로고
    • Multifamily mortgage credit risk: Lessons from recent history
    • Goldberg, L. and C.A. Capone, Jr. 1998. Multifamily Mortgage Credit Risk: Lessons from Recent History, Cityscape 4: 93-113.
    • (1998) Cityscape , vol.4 , pp. 93-113
    • Goldberg, L.1    Capone C.A., Jr.2
  • 16
    • 0015602539 scopus 로고
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    • Merton, R.C. 1973. Theory of Rational Option Pricing. Bell Journal 4: 141-183.
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    • Merton, R.C.1
  • 17
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    • Dividend policy, growth, and the valuation of shares
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  • 18
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    • Titman, S. and W. Torous. 1989. Valuing Commercial Mortgages: An Empirical Investigation of the Contingent Claims Approach to Pricing Risky Debt. Journal of Finance 44: 345-373.
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    • Titman, S.1    Torous, W.2
  • 21
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    • 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: 245-264.
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  • 23
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    • An analysis of the ex ante probabilities of mortgage prepayment and default
    • Yang, T., H. Buist and I. Megbolugbe. 1999. An Analysis of the Ex Ante Probabilities of Mortgage Prepayment and Default, Real Estate Economics 26: 651-676.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.