-
2
-
-
0032164474
-
Modeling the conditional probability of foreclosure in the context of single-family mortgage default resolutions
-
Ambrose, B.W. and C.A. Capone, Jr. 1998. Modeling the Conditional Probability of Foreclosure in the Context of Single-Family Mortgage Default Resolutions. Real Estate Economics 26(3): 391-430.
-
(1998)
Real Estate Economics
, vol.26
, Issue.3
, pp. 391-430
-
-
Ambrose, B.W.1
Capone Jr., C.A.2
-
3
-
-
0034401379
-
The hazard rates of first and second defaults
-
_. 2000. The Hazard Rates of First and Second Defaults. The Journal of Real Estate Finance and Economics 20(3): 275-293.
-
(2000)
The Journal of Real Estate Finance and Economics
, vol.20
, Issue.3
, pp. 275-293
-
-
-
4
-
-
30244539336
-
The effect of income and collateral constraints on residential mortgage terminations
-
Archer, W., D. Ling and G. 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.1
Ling, D.2
McGill, G.3
-
5
-
-
0040970610
-
Structural change in the mortgage market and the propensity to refinance
-
Bennett, P., R. Peach and S. Peristiani. 2001. Structural Change in the Mortgage Market and the Propensity to Refinance. Journal of Money, Credit and Banking 33(4): 955-975.
-
(2001)
Journal of Money, Credit and Banking
, vol.33
, Issue.4
, pp. 955-975
-
-
Bennett, P.1
Peach, R.2
Peristiani, S.3
-
6
-
-
0032285561
-
Discrimination, competition, and loan performance in FHA mortgage lending
-
Berkovec, J.A., G.B. Canner, S.A. Gabriel and T. Hannan. 1998. Discrimination, Competition, and Loan Performance in FHA Mortgage Lending. Review of Economics and Statistics 80(2): 241-250.
-
(1998)
Review of Economics and Statistics
, vol.80
, Issue.2
, pp. 241-250
-
-
Berkovec, J.A.1
Canner, G.B.2
Gabriel, S.A.3
Hannan, T.4
-
7
-
-
84986376835
-
Time aggregation and the distributional shape of unemployment duration
-
Bergström, R. and P.A. Edin. 1992. Time Aggregation and the Distributional Shape of Unemployment Duration. Journal of Applied Econometrics 7(1): 5-30.
-
(1992)
Journal of Applied Econometrics
, vol.7
, Issue.1
, pp. 5-30
-
-
Bergström, R.1
Edin, P.A.2
-
8
-
-
0039924420
-
Collateral damage: Refinancing constraints and regional recessions
-
Caplin, A., C. Freeman and J. Tracy. 1997. Collateral Damage: Refinancing Constraints and Regional Recessions. Journal of Money, Credit and Banking 29(4): 497-516.
-
(1997)
Journal of Money, Credit and Banking
, vol.29
, Issue.4
, pp. 497-516
-
-
Caplin, A.1
Freeman, C.2
Tracy, J.3
-
9
-
-
1842434441
-
A semi parametric method for estimating local house price indices
-
Clapp, J.M. 2004. A Semi Parametric Method for Estimating Local House Price Indices. Real Estate Economics 32(1): 127-160.
-
(2004)
Real Estate Economics
, vol.32
, Issue.1
, pp. 127-160
-
-
Clapp, J.M.1
-
10
-
-
0035639074
-
Movers and shuckers: Interdependent prepayment decisions
-
Clapp, J.M., G. Goldberg, J. Harding and M. LaCour-Little. 2001. Movers and Shuckers: Interdependent Prepayment Decisions. Real Estate Economics 29(3): 411-450.
-
(2001)
Real Estate Economics
, vol.29
, Issue.3
, pp. 411-450
-
-
Clapp, J.M.1
Goldberg, G.2
Harding, J.3
LaCour-Little, M.4
-
12
-
-
0001741129
-
The relative termination experience of adjustable to fixed-rate mortgages
-
Cunningham, D. and C. Capone. 1990. The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages. The Journal of Finance 45(5): 1687-1703.
-
(1990)
The Journal of Finance
, vol.45
, Issue.5
, pp. 1687-1703
-
-
Cunningham, D.1
Capone, C.2
-
13
-
-
23844538431
-
Woodhead behavior and the pricing of residential mortgages
-
University of Southern California
-
Deng, Y. and J.M. Quigley. 2002. Woodhead Behavior and the Pricing of Residential Mortgages. Lusk Center Working Paper no. 2003-1005, University of Southern California.
-
(2002)
Lusk Center Working Paper No. 2003-1005
, vol.2003
, Issue.1005
-
-
Deng, Y.1
Quigley, J.M.2
-
14
-
-
0001420605
-
Mortgage default and low down payment loans: The cost of public subsidy
-
Deng, Y., J.M. Quigley and R. Van Order. 1996. Mortgage Default and Low Down Payment 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
-
15
-
-
18744407634
-
Mortgage terminations, heterogeneity and the exercise of mortgage options
-
_. 2000. Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options. Econometrica 68(2): 275-307.
-
(2000)
Econometrica
, vol.68
, Issue.2
, pp. 275-307
-
-
-
16
-
-
33745290800
-
Are underserved borrowers lower risks? New evidence on the performance and pricing of FHA-insured mortgages
-
University of Southern California
-
Deng, Y. and S.A. Gabriel. 2004. Are Underserved Borrowers Lower Risks? New Evidence on the Performance and Pricing of FHA-Insured Mortgages. Finance and Business Economics Working Paper no. 2004-1004, University of Southern California.
-
(2004)
Finance and Business Economics Working Paper No. 2004-1004
, vol.2004
, Issue.1004
-
-
Deng, Y.1
Gabriel, S.A.2
-
17
-
-
33745292529
-
An empirical test of a two-factor mortgage prepayment and valuation model: How much do house prices matter?
-
Federal Reserve Board, Washinton, DC
-
Downing, C., R. Stanton and N. Wallance. 2003. An Empirical Test of a Two-Factor Mortgage Prepayment and Valuation Model: How Much Do House Prices Matter? FEDS Working Paper no. 2003-42, Federal Reserve Board, Washinton, DC.
-
(2003)
FEDS Working Paper No. 2003-42
, vol.2003
, Issue.42
-
-
Downing, C.1
Stanton, R.2
Wallance, N.3
-
18
-
-
0041175924
-
Mobility and housing tenure transitions of older americans
-
University of Alabama, Tuscaloosa
-
Elder, H. and P.M. Rudolph. 2000. Mobility and Housing Tenure Transitions of Older Americans. Working Paper, University of Alabama, Tuscaloosa.
-
(2000)
Working Paper
-
-
Elder, H.1
Rudolph, P.M.2
-
19
-
-
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 36(1): 41-58.
-
(1986)
Journal of Money, Credit and Banking
, vol.36
, Issue.1
, pp. 41-58
-
-
Green, J.1
Shoven, J.B.2
-
20
-
-
0041177351
-
Some truths about ostriches: Who never refinances their mortgage and why they don't
-
Green, R.K. and M. LaCour-Little. 1999. Some Truths About Ostriches: Who Never Refinances Their Mortgage and Why They Don't. Journal of Housing Economics 8(3): 233-248.
-
(1999)
Journal of Housing Economics
, vol.8
, Issue.3
, pp. 233-248
-
-
Green, R.K.1
Lacour-Little, M.2
-
21
-
-
84986384762
-
Flexible parametric estimation of duration and competing risk models
-
Han, A. and J.A. Hausman. 1990. Flexible Parametric Estimation of Duration and Competing Risk Models. Journal of Applied Econometrics 5(1): 1-28.
-
(1990)
Journal of Applied Econometrics
, vol.5
, Issue.1
, pp. 1-28
-
-
Han, A.1
Hausman, J.A.2
-
24
-
-
21844515763
-
Practitioner's corner: Easy estimation methods for discrete-time duration models
-
Jenkins, S.P. 1995. Practitioner's Corner: Easy Estimation Methods for Discrete-Time Duration Models. Oxford Bulletin of Economics and Statistics 57(1): 129-138.
-
(1995)
Oxford Bulletin of Economics and Statistics
, vol.57
, Issue.1
, pp. 129-138
-
-
Jenkins, S.P.1
-
26
-
-
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
-
29
-
-
0040581787
-
Constraints of housing age and migration on residential mobility
-
Myers, D., S.S. Choi and S.W. Lee. 1997. Constraints of Housing Age and Migration on Residential Mobility. Professional Geographer 49(1): 14-28.
-
(1997)
Professional Geographer
, vol.49
, Issue.1
, pp. 14-28
-
-
Myers, D.1
Choi, S.S.2
Lee, S.W.3
-
30
-
-
4244065428
-
Modelling the probability of leaving unemployment: Competing risks models with flexible base-line hazards
-
Narendranathan, W. and M.B. Stewart. 1993. Modelling the Probability of Leaving Unemployment: Competing Risks Models with Flexible Base-Line Hazards. Applied Statistics 42(1): 63-83.
-
(1993)
Applied Statistics
, vol.42
, Issue.1
, pp. 63-83
-
-
Narendranathan, W.1
Stewart, M.B.2
-
32
-
-
0035640375
-
Competing risks of mortgage termination: Who refinances, who moves, and who defaults'?
-
Pavlov, A. 2001. Competing Risks of Mortgage Termination: Who Refinances, Who Moves, and Who Defaults'? The Journal of Real Estate Finance and Economics 23(2): 185-211.
-
(2001)
The Journal of Real Estate Finance and Economics
, vol.23
, Issue.2
, pp. 185-211
-
-
Pavlov, A.1
-
34
-
-
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(4): 636-643.
-
(1987)
Review of Economics and Statistics
, vol.69
, Issue.4
, pp. 636-643
-
-
Quigley, J.M.1
-
37
-
-
0001725191
-
Racial differences in residential and job mobility: Evidence concerning the spatial mismatch hypothesis
-
Ross, S.L. 1998. Racial Differences in Residential and Job Mobility: Evidence Concerning the Spatial Mismatch Hypothesis. Journal of Urban Economics 43(1): 112-135.
-
(1998)
Journal of Urban Economics
, vol.43
, Issue.1
, pp. 112-135
-
-
Ross, S.L.1
-
39
-
-
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. The Journal of Finance 44(2): 375-392.
-
(1989)
The Journal of Finance
, vol.44
, Issue.2
, pp. 375-392
-
-
Schwartz, E.S.1
Torous, W.N.2
-
40
-
-
0031800211
-
Leaving the hood: Residential mobility between black, white, and integrated neighborhoods
-
South, S.J. and K.D. Crowder. 1998. Leaving the Hood: Residential Mobility Between Black, White, and Integrated Neighborhoods. American Sociological Review 63:17-26.
-
(1998)
American Sociological Review
, vol.63
, pp. 17-26
-
-
South, S.J.1
Crowder, K.D.2
-
41
-
-
0000615349
-
Residential satisfaction as an intervening variable in residential mobility
-
Speare, A., Jr. 1974. Residential Satisfaction as an Intervening Variable in Residential Mobility. Demography 11: 173-188.
-
(1974)
Demography
, vol.11
, pp. 173-188
-
-
Speare Jr., A.1
-
42
-
-
21844517112
-
Rational prepayment and valuation of mortgage-backed securities
-
Stanton, R. 1995. Rational Prepayment and Valuation of Mortgage-Backed Securities. Review of Financial Studies 8(3): 677-708.
-
(1995)
Review of Financial Studies
, vol.8
, Issue.3
, pp. 677-708
-
-
Stanton, R.1
-
45
-
-
0012159201
-
Commercial mortgage defaults: Proportional hazards estimation using individual loan histories
-
Vandell, K.D., W.C. Barnes, D.J. Hartzell, D. Kraft and W. Wendt. 1993. Commercial Mortgage Defaults: Proportional Hazards Estimation Using Individual Loan Histories. Journal of American Real Estate and Urban Economics Association 20(4): 55-88.
-
(1993)
Journal of American Real Estate and Urban Economics Association
, vol.20
, Issue.4
, pp. 55-88
-
-
Vandell, K.D.1
Barnes, W.C.2
Hartzell, D.J.3
Kraft, D.4
Wendt, W.5
-
46
-
-
0040454952
-
Cash in your face: The cost of racial and ethnic discrimination in housing
-
Yinger, J. 1997. Cash in Your Face: The Cost of Racial and Ethnic Discrimination in Housing. Journal of Urban Economics 42(3): 339-365.
-
(1997)
Journal of Urban Economics
, vol.42
, Issue.3
, pp. 339-365
-
-
Yinger, J.1
|