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Volumn 33, Issue 4, 2005, Pages 765-782

A note on hybrid mortgages

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EID: 30344437252     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6229.2005.00138.x     Document Type: Review
Times cited : (39)

References (18)
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  • 3
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    • Brueckner, J.K. and J.R. Follain. 1988. The Rise and Fall of the ARM: An Econometric Analysis of Mortgage Choice. Review of Economics and Statistics 70: 92-102.
    • (1988) Review of Economics and Statistics , vol.70 , pp. 92-102
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    • Calhoun, C.A. and Y. Deng. 2002. A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations. The Journal of Real Estate Finance and Economics 24( 1/2): 9-33.
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    • Calhoun, C.A.1    Deng, Y.2
  • 5
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    • Estimating the marginal contribution of adjustable-rate mortgage selection to termination probabilities in a nested model
    • Capone, C. and D.F. Cunningham. 1992. Estimating the Marginal Contribution of Adjustable-Rate Mortgage Selection to Termination Probabilities in a Nested Model. The Journal of Real Estate Finance and Economics 5: 333-357.
    • (1992) The Journal of Real Estate Finance and Economics , vol.5 , pp. 333-357
    • Capone, C.1    Cunningham, D.F.2
  • 6
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    • The relative termination experience of adjustable to fixed-rate mortgages
    • _. 1990. The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages. The Journal of Finance 45(5): 1687-1703.
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  • 7
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    • Deng, Y. 1997. Mortgage Termination: An Empirical Hazard Model with Stochastic Term Structure. The Journal of Real Estate Finance and Economics 14: 309-331.
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    • Deng, Y.1
  • 8
    • 18744407634 scopus 로고    scopus 로고
    • 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
  • 10
    • 0036112805 scopus 로고    scopus 로고
    • An empirical analysis of personal bankruptcy and delinquency
    • Gross, D.B. and N.S. Souleles. 2002. An Empirical Analysis of Personal Bankruptcy and Delinquency. Review of Financial Studies 15(1): 319-347.
    • (2002) Review of Financial Studies , vol.15 , Issue.1 , pp. 319-347
    • Gross, D.B.1    Souleles, N.S.2
  • 12
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    • HSH Associates. 2004. Hybrid ARM Mortgage Statistics. Available at: http://www.hsh.com/hybrid-stats.html.
    • (2004) Hybrid ARM Mortgage Statistics
  • 13
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    • Adjustable-rate mortgages, economic fluctuations, and lender portfolio change
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    • (1986) AREUEA Journal , vol.14 , Issue.3 , pp. 432-447
    • Lea, M.J.1    Zorn, P.M.2
  • 14
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  • 18
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    • The anatomy of an ARM: Index dynamics and adjustable rate mortgage valuation
    • _. 1999. The Anatomy of an ARM: Index Dynamics and Adjustable Rate Mortgage Valuation. The Journal of Real Estate Finance and Economics 19(1): 49-67.
    • (1999) The Journal of Real Estate Finance and Economics , vol.19 , Issue.1 , pp. 49-67


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