Mortgage terminations, heterogeneity and the exercise of mortgage options

Econometrica

Volumn 68, Issue 2, 2000, Pages 275-307

  Deng, Yongheng ^a   Quigley, John M ^b   Van Order, Robert ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Dependent competing risks; Mortgage default; Mortgage pricing; Prepayment

Indexed keywords

EID: 18744407634     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00110     Document Type: Article

References (17)

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