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Volumn 27, Issue 3, 2003, Pages 279-301

Credit History and the Performance of Prime and Nonprime Mortgages

Author keywords

Credit curing; Credit history; Default; Mortgage; Performance; Prepay; Unobserved heterogeneity

Indexed keywords


EID: 1642501644     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1025891223226     Document Type: Article
Times cited : (59)

References (20)
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    • Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence
    • Ambrose, B., and M. LaCour-Little. (2001). "Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence," Real Estate Economics 29(2), 305-328.
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    • Ambrose, B.1    LaCour-Little, M.2
  • 3
    • 0348199413 scopus 로고    scopus 로고
    • The Role of Specialized Lenders in Extending Mortgages to Lower-Income and Minority Borrowers
    • Canner, G., and W. Passmore. (1999). "The Role of Specialized Lenders in Extending Mortgages to Lower-Income and Minority Borrowers," Federal Reserve Bulletin 85(11), 709-723.
    • (1999) Federal Reserve Bulletin , vol.85 , Issue.11 , pp. 709-723
    • Canner, G.1    Passmore, W.2
  • 4
    • 0031525479 scopus 로고    scopus 로고
    • Mortgage Termination: An Empirical Hazard Model with Stochastic Term Structure
    • Deng, Y. (1997). "Mortgage Termination: An Empirical Hazard Model with Stochastic Term Structure," Journal of Real Estate Finance and Economics 14(3), 310-331.
    • (1997) Journal of Real Estate Finance and Economics , vol.14 , Issue.3 , pp. 310-331
    • Deng, Y.1
  • 5
    • 18744407634 scopus 로고    scopus 로고
    • Mortgage Terminations, Heterogeneity, and the Exercise of Mortgage Options
    • Deng, Y., J. 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.2    Van Order, R.3
  • 6
    • 1642550731 scopus 로고    scopus 로고
    • Modeling the Performance of FHA-Insured Loans: Borrower Heterogeneity and the Exercise of Mortgage Default and Prepayment Options
    • United States Department of Housing and Development, May
    • Deng, Y., and S. Gabriel. (2002). "Modeling the Performance of FHA-Insured Loans: Borrower Heterogeneity and the Exercise of Mortgage Default and Prepayment Options," Report to Office of Policy Development and Research, United States Department of Housing and Development, May.
    • (2002) Report to Office of Policy Development and Research
    • Deng, Y.1    Gabriel, S.2
  • 8
    • 0003035053 scopus 로고
    • 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
  • 14
    • 0035597635 scopus 로고    scopus 로고
    • House-Price Cycles and Prepayment Rates of U.S. Mortgage Pools
    • Mattey, J., and N. Wallace. (2001). "House-Price Cycles and Prepayment Rates of U.S. Mortgage Pools," The Journal of Real Estate Finance and Economics 23(2), 161-184.
    • (2001) The Journal of Real Estate Finance and Economics , vol.23 , Issue.2 , pp. 161-184
    • Mattey, J.1    Wallace, N.2
  • 15
    • 0030371191 scopus 로고    scopus 로고
    • 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
  • 16
    • 1642509799 scopus 로고    scopus 로고
    • Subprime Mortgage Delinquencies and Prime Mortgage Delinquencies National Average
    • The Mortgage Information Corporation, Summer/Fall
    • Mortgage Information Corporation. (2002). "Subprime Mortgage Delinquencies and Prime Mortgage Delinquencies National Average," The Market Pulse, The Mortgage Information Corporation, Summer/Fall.
    • (2002) The Market Pulse
  • 19
    • 1642550728 scopus 로고    scopus 로고
    • Credit Refis, Credit Curing, and the Spectrum of Mortgage Rates
    • May 21st
    • UBS Warburg. (2002). "Credit Refis, Credit Curing, and the Spectrum of Mortgage Rates," UBS Warburg Mortgage Strategist, May 21st, 15-27.
    • (2002) UBS Warburg Mortgage Strategist , pp. 15-27


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.