-
1
-
-
30244539336
-
The effect of income and collateral constraints on residential mortgage Terminations
-
Archer, W. R., D. C. Ling, and G. A. McGill. (1996). "The Effect of Income and Collateral Constraints on Residential Mortgage Terminations," Regional Science and Urban Economics 26(3-4), 235-261.
-
(1996)
Regional Science and Urban Economics
, vol.26
, Issue.3-4
, pp. 235-261
-
-
Archer, W.R.1
Ling, D.C.2
McGill, G.A.3
-
2
-
-
85015692260
-
The pricing of options and corporate liabilities
-
Black, F., and M. S. Scholes. (1973). "The Pricing of Options and Corporate Liabilities," Journal of Political Economy 81, 637-654.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 637-654
-
-
Black, F.1
Scholes, M.S.2
-
5
-
-
0036110558
-
A dynamic analysis of fixed- And adjustable-rate mortgage terminations
-
Calhoun, A. C., and Y. Deng. (2002). "A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations," Journal of Real Estate Finance and Economics 24(1-2), 9-33.
-
(2002)
Journal of Real Estate Finance and Economics
, vol.24
, Issue.12
, pp. 9-33
-
-
Calhoun, A.C.1
Deng, Y.2
-
7
-
-
0016794660
-
Partial likelihood
-
Cox, D. R. (1975). "Partial Likelihood," Biometrika 62, 269-276.
-
(1975)
Biometrika
, vol.62
, pp. 269-276
-
-
Cox, D.R.1
-
8
-
-
0001741129
-
The relative termination experience of adjustable to fixed-rate mortgage
-
Cunningham, D., and C. Capone. (1990). "The Relative Termination Experience of Adjustable to Fixed-Rate Mortgage," Journal of Finance 45(5), 1687-1703.
-
(1990)
Journal of Finance
, vol.45
, Issue.5
, pp. 1687-1703
-
-
Cunningham, D.1
Capone, C.2
-
9
-
-
0031525479
-
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), 309-331.
-
(1997)
Journal of Real Estate Finance and Economics
, vol.14
, Issue.3
, pp. 309-331
-
-
Deng, Y.1
-
10
-
-
23844538431
-
Woodhead behavior and the pricing of residential mortgage
-
Deng, Y., and J. M. Quigley. (2002). "Woodhead Behavior and the Pricing of Residential Mortgage," USC Lusk Center Working Paper 2003-1005.
-
(2002)
USC Lusk Center Working Paper
, vol.2003
, Issue.1005
-
-
Deng, Y.1
Quigley, J.M.2
-
11
-
-
0001420605
-
Mortgage default and low downpayment loans: The cost of public subsidy
-
Deng, Y., J. M. Quigley, and R. Van Order. (1996). "Mortgage Default and Low Downpayment Loans: The Cost of Public Subsidy," Regional Science and Urban Economics 26(3-4), 263-285.
-
(1996)
Regional Science and Urban Economics
, vol.26
, Issue.3-4
, pp. 263-285
-
-
Deng, Y.1
Quigley, J.M.2
Van Order, R.3
-
12
-
-
18744407634
-
Mortgage terminations, heterogeneity and the exercise of mortgage options
-
Deng, Y., J. M. 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.M.2
Van Order, R.3
-
13
-
-
84977325646
-
Valuation of mortgage-backed securities
-
Dunn, K. B., and J. J. McConnell. (1981). "Valuation of Mortgage-Backed Securities," The Journal of Finance 36, 599-617.
-
(1981)
The Journal of Finance
, vol.36
, pp. 599-617
-
-
Dunn, K.B.1
McConnell, J.J.2
-
14
-
-
0010104050
-
The variable rate mortgage: An option theory perspective
-
Findley, M. C., and D. R. Capozza. (1977). "The Variable Rate Mortgage: An Option Theory Perspective," Journal of Money, Credit and Banking 9, 356-364.
-
(1977)
Journal of Money, Credit and Banking
, vol.9
, pp. 356-364
-
-
Findley, M.C.1
Capozza, D.R.2
-
15
-
-
0003035053
-
The effect of interest rates on mortgage prepayment
-
Green, J., and J. B. Shoven. (1986). "The Effect of Interest Rates on Mortgage Prepayment," Journal of Money, Credit and Banking 18, 41-50.
-
(1986)
Journal of Money, Credit and Banking
, vol.18
, pp. 41-50
-
-
Green, J.1
Shoven, J.B.2
-
17
-
-
0000301349
-
An overview of the option-theoretic pricing of mortgages
-
Kau, J. B., and D. C. Keenan. (1995). "An Overview of the Option-Theoretic Pricing of Mortgages," Journal of Housing Research 6(2), 217-244.
-
(1995)
Journal of Housing Research
, vol.6
, Issue.2
, pp. 217-244
-
-
Kau, J.B.1
Keenan, D.C.2
-
18
-
-
0039544386
-
The valuation and analysis of adjustable rate mortgages
-
Kau, J. B., D. C. Keenan, W. J. Muller, and J. F. Epperson. (1990). "The Valuation and Analysis of Adjustable Rate Mortgages," Management Science 36(12), 1417-1431.
-
(1990)
Management Science
, vol.36
, Issue.12
, pp. 1417-1431
-
-
Kau, J.B.1
Keenan, D.C.2
Muller, W.J.3
Epperson, J.F.4
-
20
-
-
0000001274
-
Interest rate variations, mortgage prepayments and household mobility
-
Quigley, J. M. (1987). "Interest Rate Variations, Mortgage Prepayments and Household Mobility," Review of Economics and Statistics 69, 636-643.
-
(1987)
Review of Economics and Statistics
, vol.69
, pp. 636-643
-
-
Quigley, J.M.1
-
22
-
-
84977707028
-
Prepayment and the valuation of mortgage-backed securities
-
Schwartz, E. S., and W. N. Torous. (1989). "Prepayment and the Valuation of Mortgage-Backed Securities," Journal of Finance 44, 375-392.
-
(1989)
Journal of Finance
, vol.44
, pp. 375-392
-
-
Schwartz, E.S.1
Torous, W.N.2
-
23
-
-
21844517112
-
Rational prepayment and the valuation of mortgage-backed securities
-
Stanton, R. (1995). "Rational Prepayment and the Valuation of Mortgage-Backed Securities," The Review of Financial Studies 8(3), 677-708.
-
(1995)
The Review of Financial Studies
, vol.8
, Issue.3
, pp. 677-708
-
-
Stanton, R.1
-
24
-
-
84977310950
-
ARM wrestling: Valuing adjustable rate mortgages indexed to the eleventh district cost of funds
-
Stanton, R., and N. Wallace. (1995). "ARM Wrestling: Valuing Adjustable Rate Mortgages Indexed to the Eleventh District Cost of Funds," Real Estate Economics 23, 311-345.
-
(1995)
Real Estate Economics
, vol.23
, pp. 311-345
-
-
Stanton, R.1
Wallace, N.2
-
25
-
-
0033437312
-
Anatomy of an ARM: The interests-rate risk of adjustable-rate mortgages
-
Stanton, R., and N. Wallace. (1999). "Anatomy of an ARM: The Interests-Rate Risk of Adjustable-Rate Mortgages," Journal of Real Estate Finance and Economics 19(1), 49-67.
-
(1999)
Journal of Real Estate Finance and Economics
, vol.19
, Issue.1
, pp. 49-67
-
-
Stanton, R.1
Wallace, N.2
|