메뉴 건너뛰기




Volumn 6, Issue 1, 1997, Pages 31-59

A Simple Prepayment Model of Commercial Mortgages

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0039270438     PISSN: 10511377     EISSN: None     Source Type: Journal    
DOI: 10.1006/jhec.1997.0203     Document Type: Article
Times cited : (14)

References (17)
  • 1
    • 0001161751 scopus 로고    scopus 로고
    • On the Use of a Cash Flow Time Series to Measure Property Performance
    • Abraham J. M. On the Use of a Cash Flow Time Series to Measure Property Performance. J. Real Estate Res. 11:1996;291-308.
    • (1996) J. Real Estate Res. , vol.11 , pp. 291-308
    • Abraham, J.M.1
  • 3
    • 0039208086 scopus 로고    scopus 로고
    • The Effect of Income and Collateral Constraints on Residential Mortgage Terminations
    • Archer W., Ling D. C., McGill G. A. The Effect of Income and Collateral Constraints on Residential Mortgage Terminations. J. Reg. Sci. Urban Econ. 1997.
    • (1997) J. Reg. Sci. Urban Econ.
    • Archer, W.1    Ling, D.C.2    McGill, G.A.3
  • 6
    • 84983966686 scopus 로고
    • FHA Terminations: A Prelude to Rational Mortgage Pricing
    • Foster C., Van Order R. FHA Terminations: A Prelude to Rational Mortgage Pricing. AREUEA J. 13:1985;273-291.
    • (1985) AREUEA J. , vol.13 , pp. 273-291
    • Foster, C.1    Van Order, R.2
  • 8
    • 34250103939 scopus 로고
    • Pricing Mortgages - An Interpretation of the Models and Results
    • Hendershott P. H., Van Order R. Pricing Mortgages - An Interpretation of the Models and Results. J. Finan. Serv. Res. 1:1987;77-111.
    • (1987) J. Finan. Serv. Res. , vol.1 , pp. 77-111
    • Hendershott, P.H.1    Van Order, R.2
  • 11
    • 0011656140 scopus 로고
    • Mortgage Prepayments: A New Model for a New Era
    • Patruno G. N. Mortgage Prepayments: A New Model for a New Era. J. Fixed Income. 1994;42-56.
    • (1994) J. Fixed Income , pp. 42-56
    • Patruno, G.N.1
  • 13
    • 0000904401 scopus 로고
    • Prepayment, Default, and the Valuation of Mortgage Pass-through Securities
    • Schwartz E. S., Torous W. N. Prepayment, Default, and the Valuation of Mortgage Pass-through Securities. J. Business. 62:1992;221-239.
    • (1992) J. Business , vol.62 , pp. 221-239
    • Schwartz, E.S.1    Torous, W.N.2
  • 14
    • 84977707028 scopus 로고
    • Prepayment and the Valuation of Mortgage-Backed Securities
    • Schwartz E. S., Torous W. N. Prepayment and the Valuation of Mortgage-Backed Securities. J. Finance. 44:1989;375-392.
    • (1989) J. Finance , vol.44 , pp. 375-392
    • Schwartz, E.S.1    Torous, W.N.2
  • 15
    • 0011298697 scopus 로고
    • Commercial Mortgages: Default Occurrence and Estimated Yield Impact
    • Snyderman M. P. Commercial Mortgages: Default Occurrence and Estimated Yield Impact. J. Portfolio Management. 17:1991;82-87.
    • (1991) J. Portfolio Management , vol.17 , pp. 82-87
    • Snyderman, M.P.1
  • 16
    • 84977701086 scopus 로고
    • Valuing Commercial Mortgages: An Empirical Investigation of the Continent-Claims Approach to Pricing Risky Debt
    • Titman S., Torous W. Valuing Commercial Mortgages: An Empirical Investigation of the Continent-Claims Approach to Pricing Risky Debt. J. Finance. 44:1989;345-373.
    • (1989) J. Finance , vol.44 , pp. 345-373
    • Titman, S.1    Torous, W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.