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Volumn 28, Issue 2, 2006, Pages 105-129

Reforming housing finance: Perspectives from Denmark

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EID: 33745024084     PISSN: 08965803     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (8)

References (20)
  • 2
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    • The Danish Mortgage Market
    • BIS. March
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    • (2004) BIS Quarterly Review
  • 3
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    • The Value of Housing Related Government Sponsored Enterprises
    • A Review of Preliminary Draft Paper by Wayne Passmore, Fannie Mae Papers III (2)
    • Blinder, A. S., M. J. Flannery and J. D. Kamihachi, The Value of Housing Related Government Sponsored Enterprises, A Review of Preliminary Draft Paper by Wayne Passmore, Fannie Mae Papers III (2), 2004.
    • (2004)
    • Blinder, A.S.1    Flannery, M.J.2    Kamihachi, J.D.3
  • 4
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    • Have the Doors Opened Wider? Trends in Homeownership by Race and Income
    • Bostic, R. W. and B. J. Surette, Have the Doors Opened Wider? Trends in Homeownership by Race and Income, Journal of Real Estate Finance and Economics, 2001, 23:3, 411-34.
    • (2001) Journal of Real Estate Finance and Economics , vol.23 , Issue.3 , pp. 411-434
    • Bostic, R.W.1    Surette, B.J.2
  • 5
    • 57249112132 scopus 로고    scopus 로고
    • Household Risk Management and Optimal Mortgage Choice
    • Harvard Institute of Economic Research Paper No. 1946
    • Campbell, J. Y. and J. F. Cocco, Household Risk Management and Optimal Mortgage Choice, Harvard Institute of Economic Research Paper No. 1946, 2002.
    • (2002)
    • Campbell, J.Y.1    Cocco, J.F.2
  • 6
    • 0032166058 scopus 로고    scopus 로고
    • The Conditional Probability of Mortgage Default
    • Capozza, D. R., D. Kazarian and T. A. Thomson, The Conditional Probability of Mortgage Default, Real Estate Economics, 1998, 26:3, 359-89.
    • (1998) Real Estate Economics , vol.26 , Issue.3 , pp. 359-389
    • Capozza, D.R.1    Kazarian, D.2    Thomson, T.A.3
  • 7
    • 0001205798 scopus 로고
    • A Theory of the Term Structure of Interest Rates
    • Cox, J. C., J. E. Ingersoll and S. A. Ross, A Theory of the Term Structure of Interest Rates, Econometrica, 1985, 53:2, 385-407.
    • (1985) Econometrica , vol.53 , Issue.2 , pp. 385-407
    • Cox, J.C.1    Ingersoll, J.E.2    Ross, S.A.3
  • 8
    • 33745037215 scopus 로고    scopus 로고
    • An Empirical Test of a Two-factor Mortgage Prepayment and Valuation Model: How Much Do House Prices Matter?
    • Working paper
    • Downing, C., R. Stanton and N. Wallace, An Empirical Test of a Two-factor Mortgage Prepayment and Valuation Model: How Much Do House Prices Matter? Working paper, 2001.
    • (2001)
    • Downing, C.1    Stanton, R.2    Wallace, N.3
  • 10
    • 84964283195 scopus 로고    scopus 로고
    • Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?
    • New York University, Stern Working Paper Series No. 04-27
    • Frame, W. S. and L. J. White, Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?, New York University, Stern Working Paper Series No. 04-27, 2004.
    • (2004)
    • Frame, W.S.1    White, L.J.2
  • 11
  • 12
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    • The Interest Rate Risk of Fannie Mae and Freddie Mac
    • Jaffee, D., The Interest Rate Risk of Fannie Mae and Freddie Mac, Journal of Financial Services Research, 2003, 24:1, 5-29.
    • (2003) Journal of Financial Services Research , vol.24 , Issue.1 , pp. 5-29
    • Jaffee, D.1
  • 13
    • 33745020662 scopus 로고
    • Prepayment and the Valuation of Danish Mortgage Backed Bonds
    • PhD thesis, The Aarhus School of Business, Available online at www.hha.dk/~skj/Phd.pdf
    • Jakobsen, S., Prepayment and the Valuation of Danish Mortgage Backed Bonds, PhD thesis, The Aarhus School of Business, 1992. Available online at www.hha.dk/~skj/Phd.pdf.
    • (1992)
    • Jakobsen, S.1
  • 15
    • 33745020891 scopus 로고    scopus 로고
    • Moody's Danish Mortgage Bonds: Highly Secure Financial Instruments
    • Moody's Investors Service, Global Credit Research
    • Moody's, Danish Mortgage Bonds: Highly Secure Financial Instruments, Moody's Investors Service, Global Credit Research, 2002.
    • (2002)
  • 16
    • 33745049421 scopus 로고    scopus 로고
    • The GSE Implicit Subsidy and Value of Government Ambiguity
    • Board of Governors of the Federal Reserve System, Finance and Economics Discussion Series 2003-64
    • Passmore, W., The GSE Implicit Subsidy and Value of Government Ambiguity, Board of Governors of the Federal Reserve System, Finance and Economics Discussion Series 2003-64, 2003.
    • (2003)
    • Passmore, W.1
  • 17
    • 0011604233 scopus 로고
    • A Test of the Cox, Ingersoll, Ross Model of the Term Structure of Interest Rates Using the Method of Maximum Likelihood
    • Working Paper, MIT
    • Pearson, N. and T.-S. Sun, A Test of the Cox, Ingersoll, Ross Model of the Term Structure of Interest Rates Using the Method of Maximum Likelihood. Working Paper, MIT, 1989.
    • (1989)
    • Pearson, N.1    Sun, T.-S.2
  • 18
    • 0037258726 scopus 로고    scopus 로고
    • Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac
    • Roll, R., Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac, Journal of Financial Services Research, 2003, 23:1, 29-42.
    • (2003) Journal of Financial Services Research , vol.23 , Issue.1 , pp. 29-42
    • Roll, R.1
  • 19
    • 0000904401 scopus 로고
    • Prepayment, Default and the Valuation of Mortgage Pass-through Securities
    • Schwartz, E. S. and W. N. Torous, Prepayment, Default and the Valuation of Mortgage Pass-through Securities, Journal of Business, 1992, 65, 221-39.
    • (1992) Journal of Business , vol.65 , pp. 221-239
    • Schwartz, E.S.1    Torous, W.N.2
  • 20
    • 0037261622 scopus 로고    scopus 로고
    • Focusing on Fannie and Freddie: The Dilemmas of Reforming Housing Finance
    • White, L. J., Focusing on Fannie and Freddie: The Dilemmas of Reforming Housing Finance, Journal of Financial Services Research, 2003, 23:1, 43-58.
    • (2003) Journal of Financial Services Research , vol.23 , Issue.1 , pp. 43-58
    • White, L.J.1


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