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Volumn 35, Issue 3, 2003, Pages 425-442

Mortgage default and possession under recourse: A competing hazards approach

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EID: 0037790851     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2003.0021     Document Type: Review
Times cited : (30)

References (22)
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    • Ambrose, B.W., and R. J. Buttimer, Jr. (1997). "Embedded Options in the Mortgage Contract." Working Paper, University of Pennsylvania.
    • (1997) Working Paper
    • Ambrose, B.W.1    Buttimer R.J., Jr.2
  • 2
    • 0031489429 scopus 로고    scopus 로고
    • The impact of the delay between default and foreclosure on the mortgage default option
    • Ambrose, B.W., R.J. Buttimer, Jr., and C.A. Capone (1997). "The Impact of the Delay Between Default and Foreclosure on the Mortgage Default Option." Journal of Money, Credit, and Banking 29, 314-325.
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    • Ambrose, B.W.1    Buttimer R.J., Jr.2    Capone, C.A.3
  • 3
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    • Modelling the conditional probability of foreclosure in the context of single-family mortgage default resolutions
    • Ambrose, B.W., and C.A. Capone (1998). "Modelling the Conditional Probability of Foreclosure in the Context of Single-Family Mortgage Default Resolutions." Real Estate Economics 26, 391-429.
    • (1998) Real Estate Economics , vol.26 , pp. 391-429
    • Ambrose, B.W.1    Capone, C.A.2
  • 5
    • 0000447739 scopus 로고
    • The determinants of default on insured conventional residential mortgage loans
    • Campbell, T.S., and J.K. Dietrich (1983). "The Determinants of Default on Insured Conventional Residential Mortgage Loans." Journal of Finance 38, 1569-1581.
    • (1983) Journal of Finance , vol.38 , pp. 1569-1581
    • Campbell, T.S.1    Dietrich, J.K.2
  • 6
    • 0038322827 scopus 로고
    • Mortgage repossession
    • Loughborough University mimeo, September 1992
    • Ford, J. (1992). "Mortgage Repossession," Loughborough University mimeo, Paper prepared for the Housing Finance Association Conference, (September 1992).
    • (1992) Housing Finance Association Conference
    • Ford, J.1
  • 8
    • 0000945119 scopus 로고
    • A generalized valuation model for fixed-rate residential mortgages
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    • (1992) Journal of Money, Credit, and Banking , vol.24 , pp. 279-299
    • Kau, J.B.1
  • 9
    • 0000301349 scopus 로고
    • An overview of option theoretic pricing in mortgages
    • Kau, J.B., and D.C. Keenan (1995). "An Overview of Option Theoretic Pricing in Mortgages." Journal of Housing Research 6, 217-244.
    • (1995) Journal of Housing Research , vol.6 , pp. 217-244
    • Kau, J.B.1    Keenan, D.C.2
  • 11
    • 0002489307 scopus 로고
    • The econometric analysis of transition data
    • Cambridge: Cambridge University Press
    • Lancaster, T. (1990). The Econometric Analysis of Transition Data, Econometric Society Monograph No. 17. Cambridge: Cambridge University Press.
    • (1990) Econometric Society Monograph , vol.17
    • Lancaster, T.1
  • 14
    • 0000493318 scopus 로고
    • Residential mortgage default: A review of the literature
    • Quercia, R.G., and M.A. Stegman (1992). "Residential Mortgage Default: A Review of the Literature." Journal of Housing Research 3, 341-370.
    • (1992) Journal of Housing Research , vol.3 , pp. 341-370
    • Quercia, R.G.1    Stegman, M.A.2
  • 15
    • 0001399872 scopus 로고
    • Defaults on mortgage obligations and capital requirements for U.S. savings institutions
    • Quigley, J.M., and R. Van Order (1991). "Defaults on Mortgage Obligations and Capital Requirements for U.S. Savings Institutions." Journal of Public Economics 44, 353-369.
    • (1991) Journal of Public Economics , vol.44 , pp. 353-369
    • Quigley, J.M.1    Van Order, R.2
  • 16
    • 0000904401 scopus 로고
    • Prepayment, default, and the valuation of mortgage pass-through securities
    • Schwartz, E.S., and W.N. Torous (1992). "Prepayment, Default, and the Valuation of Mortgage Pass-Through Securities." Journal of Business 65, 221-239.
    • (1992) Journal of Business , vol.65 , pp. 221-239
    • Schwartz, E.S.1    Torous, W.N.2
  • 17
    • 84977701086 scopus 로고
    • Valuing commercial mortgages: An empirical investigation of the contingent-claims approach to pricing risky debt
    • Titman, S.D., and W.N. Torous (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.D.1    Torous, W.N.2
  • 18
    • 84909956495 scopus 로고
    • Default risk under alternative mortgage instruments
    • Vandell, K.D. (1978). "Default Risk Under Alternative Mortgage Instruments." Journal of Finance 33, 1279-1296.
    • (1978) Journal of Finance , vol.33 , pp. 1279-1296
    • Vandell, K.D.1
  • 20
    • 0000896811 scopus 로고
    • How ruthless is mortgage default? A review and synthesis of the evidence
    • Vandell, K.D. (1995). "How Ruthless is Mortgage Default? A Review and Synthesis of the Evidence." Journal of Housing Research 6, 245-316.
    • (1995) Journal of Housing Research , vol.6 , pp. 245-316
    • Vandell, K.D.1
  • 22
    • 84980103260 scopus 로고
    • Default risk on FHA-insured home mortgages as a function of the terms of financing: A quantitative analysis
    • Von Furstenberg, G.M. (1969). "Default Risk on FHA-Insured Home Mortgages as a Function of the Terms of Financing: A Quantitative Analysis." Journal of Finance 24, 459-477.
    • (1969) Journal of Finance , vol.24 , pp. 459-477
    • Von Furstenberg, G.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.