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Mortgage terminations, heterogeneity and the exercise of mortgage options

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Mortgage Default and Low Downpayment Loans : The Costs of Public Subsidy

Deng, Yongheng - 2010

This paper presents a unified model of the default and prepayment behavior of homeowners in a proportional hazard framework. The model uses the option-based approach to analyze default and prepayment and considers these two interdependent hazards as competing risks. The results indicate the...

Persistent link: https://www.econbiz.de/10012763726