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Volumn 14, Issue 3, 2005, Pages 178-193

Shared appreciation mortgages: Lessons from the UK

Author keywords

Default; Mortgage pricing; Options; Prepayment penalty; Shared appreciation

Indexed keywords


EID: 27144558364     PISSN: 10511377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jhe.2005.07.007     Document Type: Article
Times cited : (14)

References (7)
  • 1
    • 0036016210 scopus 로고    scopus 로고
    • UK fixed rate repayment mortgage and mortgage indemnity valuation
    • J.A. Azevedo-Pereira D.P. Newton D.A. Paxson UK fixed rate repayment mortgage and mortgage indemnity valuation Real Estate Econ. 30 2 2002 185-211
    • (2002) Real Estate Econ. , vol.30 , Issue.2 , pp. 185-211
    • Azevedo-Pereira, J.A.1    Newton, D.P.2    Paxson, D.A.3
  • 2
    • 0001205798 scopus 로고
    • A theory of the term structure of interest rates
    • J.C. Cox J.E. Ingersoll S.A. Ross A theory of the term structure of interest rates Econometrica 53 1985 385-407
    • (1985) Econometrica , vol.53 , pp. 385-407
    • Cox, J.C.1    Ingersoll, J.E.2    Ross, S.A.3
  • 3
    • 0032221485 scopus 로고    scopus 로고
    • Valuing the prepayment and default options in a fixed-rate mortgage: A bivariate binomial options pricing technique
    • J.E. Hilliard J.B. Kau V.C. Slawson Jr. Valuing the prepayment and default options in a fixed-rate mortgage: A bivariate binomial options pricing technique Real Estate Econ. 26 3 1998 431-468
    • (1998) Real Estate Econ. , vol.26 , Issue.3 , pp. 431-468
    • Hilliard, J.E.1    Kau, J.B.2    Slawson Jr., V.C.3
  • 5
    • 0141625667 scopus 로고    scopus 로고
    • Frictions, heterogeneity, and optimality in mortgage modeling
    • J.B. Kau V.C. Slawson Jr. Frictions, heterogeneity, and optimality in mortgage modeling J. Real Estate Finance Econ. 24 3 2002 239-260
    • (2002) J. Real Estate Finance Econ. , vol.24 , Issue.3 , pp. 239-260
    • Kau, J.B.1    Slawson Jr., V.C.2
  • 6
    • 84977313248 scopus 로고
    • Reverse mortgages and borrower maintenance risk
    • T. Miceli C.F. Sirmans Reverse mortgages and borrower maintenance risk AREUEA J. 22 2 1994 433-450
    • (1994) AREUEA J. , vol.22 , Issue.2 , pp. 433-450
    • Miceli, T.1    Sirmans, C.F.2
  • 7
    • 0034410564 scopus 로고    scopus 로고
    • Moral hazard in home equity conversion
    • R.J. Shiller A.W. Weiss Moral hazard in home equity conversion Real Estate Econ. 28 1 2000 1-31
    • (2000) Real Estate Econ. , vol.28 , Issue.1 , pp. 1-31
    • Shiller, R.J.1    Weiss, A.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.