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Fixed-rate endowment mortgage and mortgagge indemnity valuation
Azevedo-Pereira, José A.; Newton, David P.; Paxson, Dean A. - In: The journal of real estate finance and economics 26 (2003) 2/3, pp. 197-221
Persistent link: https://www.econbiz.de/10001763244
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Mortgage terminations, heterogeneity and the exercise of mortgage options
Deng, Yongheng; Quigley, John M.; Van Order, Robert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 2, pp. 275-307
Persistent link: https://www.econbiz.de/10001466181
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A spatial analysis of borrowers' mortgage termination decision : a nonparametric approach
Fang, Lu; Munneke, Henry J. - In: Regional science & urban economics 86 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012533816
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Optimal risk-sharing in mortgage contracts : the effects of potential prepayment and default
Brueckner, Jan K.; Lee, Kangoh - 2014
Much of the literature on the economics of mortgage markets has studied the FRM-ARM choice made by individual borrowers … of optimal risk-sharing in mortgage contracts. But since only a small literature has studied this question, more research …'s (1986a) model, using it to characterize optimal contracts in the absence of mortgage termination, and then exploring how …
Persistent link: https://www.econbiz.de/10010412302
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A proportional hazards model of commercial mortgage default with originator bias
Ciochetti, Brian A.; Deng, Yongheng; Lee, Gail; … - In: The journal of real estate finance and economics 27 (2003) 1, pp. 5-23
Persistent link: https://www.econbiz.de/10001763275
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Mortgage default with asymmetric information
Brueckner, Jan K. - In: The journal of real estate finance and economics 20 (2000) 3, pp. 251-274
Persistent link: https://www.econbiz.de/10001489794
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Embedded options in the mortgage contract
Ambrose, Brent William; Buttimer, Richard J. - In: The journal of real estate finance and economics 21 (2000) 2, pp. 95-111
Persistent link: https://www.econbiz.de/10001524190
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Cost-benefit analysis of single-family foreclosure alternatives
Ambrose, Brent William - In: The journal of real estate finance and economics 13 (1996) 2, pp. 105-120
Persistent link: https://www.econbiz.de/10001212001
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Privatized default risk and real estate recessions : the UK mortgage market
Chinloy, Peter - In: Real estate economics : journal of the American Real … 23 (1995) 4, pp. 401-420
Persistent link: https://www.econbiz.de/10001193477
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An analysis of the ex ante probabilities of mortgage prepayment and default
Yang, Tyler T.; Buist, Henry; Megbolugbe, Isaac F. - In: Real estate economics : journal of the American Real … 26 (1998) 4, pp. 651-676
Persistent link: https://www.econbiz.de/10001356962