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The dynamics of adjustable-rate subprime mortgage default : a structural estimation

Fang, Hanming; Kim, You Suk; Li, Wenli - 2015

We present a dynamic structural model of subprime adjustable-rate mortgage (ARM) borrowers making payment decisions … the model using unique data sets that contain information on borrowers' mortgage payment history, their broad balance … the delinquency rates. We find that automatic modification mortgage designs under which the monthly payment or the …

Persistent link: https://www.econbiz.de/10011499436

The tradeoff between mortgage prepayments and tax-deferred retirement savings

Amromin, Gene; Huang, Jennifer; Sialm, Clemens - In: Journal of public economics 91 (2007) 10, pp. 2014-2040

Persistent link: https://www.econbiz.de/10003642178

Fixed-rate alt-A MBS

Mansukhani, Satish; Budhram, Arjune; Qubbaj, Mut̕az - In: The handbook of mortgage-backed securities, (pp. 207-257). 2006

Persistent link: https://www.econbiz.de/10003273642

Commercial mortgage underwriting: how well do lenders manage the risks?

Grovenstein, Robert A.; Harding, John P.; Sirmans, Clemon F. - In: Journal of housing economics 14 (2005) 4, pp. 355-383

Persistent link: https://www.econbiz.de/10003248517

Does mortgage hedging raise long-term interest rate volatility?

Yang, Chang; McManus, Douglas A.; Ramagopal, Buchi - In: The journal of fixed income 14 (2005) 4, pp. 57-66

Persistent link: https://www.econbiz.de/10002836153

Home is where the equity is : mortgage refinancing and household consumption

Hurst, Erik; Stafford, Frank P. - In: Journal of money, credit and banking : JMCB 36 (2004) 6, pp. 985-1014

Persistent link: https://www.econbiz.de/10002565250

Risk-based mortgage pricing : present and future research

White, Alan M. - In: Housing policy debate 15 (2004) 3, pp. 503-531

Persistent link: https://www.econbiz.de/10002449600

Mortgage refinancing and the concentration of mortgage coupons

Bennett, Paul; Keane, Frank; Mosser, Patricia C. - In: Current issues in economics and finance 5 (1999) 4, pp. 1-6

Persistent link: https://www.econbiz.de/10001425266

Monetary policy and homeowner mobility : the effect of mortgage interest rates

Quigley, John M. (contributor) - In: Economics bulletin : EB (2001)

Persistent link: https://www.econbiz.de/10001697653

The effects of purchases of mortgages and securitization by government sponsored enterprises on mortgage yield spreads and volatility

Naranjo, Andy; Toevs, Alden L. - In: The journal of real estate finance and economics 25 (2002) 2/3, pp. 173-195

Persistent link: https://www.econbiz.de/10001718433