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Volumn 4, Issue 1, 2001, Pages 57-79

Home Mortgage Risk: A Case for Insurance in India

Author keywords

Default; Home mortgages; India; insurance; mortgage prepayment; proportional hazard

Indexed keywords


EID: 1642551472     PISSN: 21548919     EISSN: None     Source Type: Journal    
DOI: 10.53383/100029     Document Type: Article
Times cited : (8)

References (15)
  • 1
    • 85015692260 scopus 로고
    • The Pricing of Options and Corporate Liabilities
    • Black, F. and Scholes, M.S. (1972), The Pricing of Options and Corporate Liabilities, Journal of Political Economy, 81, 637-654.
    • (1972) Journal of Political Economy , vol.81 , pp. 637-654
    • Black, F.1    Scholes, M.S.2
  • 3
    • 0001205798 scopus 로고
    • A Theory of Term Structure of Interest Rates
    • Cox, J. C., Ingersoll, J.E., and Ross, S.A. (1985), A Theory of Term Structure of Interest Rates, Econometrica, 53, 385-467.
    • (1985) Econometrica , vol.53 , pp. 385-467
    • Cox, J. C.1    Ingersoll, J.E.2    Ross, S.A.3
  • 7
  • 9
    • 38249006684 scopus 로고
    • The Demand for Home Mortgage Debt
    • Jones, L.D. (1993), The Demand for Home Mortgage Debt, Journal of Urban Economics, 33, 10-28.
    • (1993) Journal of Urban Economics , vol.33 , pp. 10-28
    • Jones, L.D.1
  • 11
    • 0000001274 scopus 로고
    • 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
  • 14
    • 84977707028 scopus 로고
    • Prepayment and the Valuation of Mortgage-Based Securities
    • Schwartz, E.S., and Torous, W.N. (1989), Prepayment and the Valuation of Mortgage-Based Securities, Journal of Finance 44(2), 375-392.
    • (1989) Journal of Finance , vol.44 , Issue.2 , pp. 375-392
    • Schwartz, E.S.1    Torous, W.N.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.