Borrower attributes and the risk of default of conventional mortgages

Atlantic Economic Journal

Volumn 27, Issue 2, 1999, Pages 210-220

  Hakim, Sam R ^c   Haddad, Mahmoud ^a,b  

^a UNIVERSITY OF NEBRASKA LINCOLN   (United States)

^b UNIVERSITY OF TENNESSEE   (United States)

^c NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4744346910     PISSN: 01974254     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02300240     Document Type: Article

References (14)

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2. Canner, G.; Gabriel, S.; Wooley, S. "Race, Default Risk and Mortgage Lending: A Study of the FHA and Conventional Loan Markets," Southern Economic Journal, 58, 1, July 1991.
3. Clauretie, T. M. "Regional Economic Diversification and Residential Mortgage Default Risk," Journal of Real Estate Research, 3, 1, Spring 1988.
4. _. "A Note on Mortgage Risk: Default vs. Loss Rates," American Real Estate and Urban Economics Association Journal, 18, 2, 1990.
5. Cunnigham, D.; Capone, C. "The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages," Journal of Finance, 5, 1990, pp. 1687-1703.
6. Foster, C.; Van Order, R. "An Option-Based Model of Mortgage Default," Housing Finance Review, 3, 1984, pp. 351-72.
7. Green, J.; Shoven, J. "The Effects of Interest Rates on Mortgage Prepayments," Journal of Money, Credit and Banking, February 1986.
8. Hakim, S. R. "Regional Diversity, Borrower Mobility, and Mortgage Prepayment," Review of Financial Economics," 1(2), Fall 1992, pp. 17-29.
9. _. "Autonomous and Financial Mortgage Prepayment," Journal of Real Estate Research, 13, 1, December 1997.
10. Jones, L. D. "Deficiency Judgments and the Exercise of the Default Option in Home Mortgage Loans," Journal of Law and Economics, XXXVI, April 1993.
11. Kalbfleisch, J.; Prentice, R. The Statistical Analysis of Failure Time Data, New York, NY: John Wiley, 1980.
12. Kiefer, Nicholas M. "Econometric Analysis of Duration Data," Journal of Econometrics, 28, 1, 1985.
13. Schwartz, E. S.; Torous, W. N. "Prepayment and the Valuation of Mortgage-Backed Securities," Journal of Finance, 44, 2, 1989.
14. _. "Prepayment, Default and the Valuation of Mortgage-Through Securities," Journal of Business, 65, 2, 1992, pp. 231-9.