Similar Search Results - EconBiz

Optimal risk-sharing in mortgage contracts : the effects of potential prepayment and default

Brueckner, Jan K.; Lee, Kangoh - 2014

of optimal risk-sharing in mortgage contracts. But since only a small literature has studied this question, more research … mortgage termination makes higher risk exposure for borrowers optimal. …Much of the literature on the economics of mortgage markets has studied the FRM-ARM choice made by individual borrowers …

Persistent link: https://www.econbiz.de/10010412302

A life cycle model with housing tenure, constrained mortgage finance and a risky asset under uncertainty

He, Zhechun; Simmons, Peter J. - 2018

Persistent link: https://www.econbiz.de/10011941354

Measuring value-at-risk for mortgage backed securities

Jakobsen, Svend - 1995

Persistent link: https://www.econbiz.de/10000922088

Measuring value-at-risk for mortgage backed securities

Jakobsen, Svend - In: Risk management in volatile financial markets, (pp. 184-206). 1996

Persistent link: https://www.econbiz.de/10001319225

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

Estimating the marginal contribution of adjustable rate mortgage selection to termination probabilities in a nested model

Capone, Charles A. <jun.>; Cunningham, Donald F. - In: The journal of real estate finance and economics 5 (1992) 4, pp. 333-357

Persistent link: https://www.econbiz.de/10001159407

The "Rent-To-Own" mortgage and prepayment risk

Plaut, Steven E. - In: The journal of real estate finance and economics 4 (1991) 1, pp. 69-81

Persistent link: https://www.econbiz.de/10001160445

The prepayment uncertainty of collateralized mortgage obligations

Plaut, Steven E. - In: Journal of housing economics 1 (1991) 2, pp. 188-206

Persistent link: https://www.econbiz.de/10001117076

Competing risks of mortgage termination : who refinances, who moves, and who defaults?

Pavlov, Andrey D. - In: The journal of real estate finance and economics 23 (2001) 2, pp. 185-211

Persistent link: https://www.econbiz.de/10001614618

Mortgage termination : an empirical hazard model with a stochastic term structure

Deng, Yongheng - In: The journal of real estate finance and economics 14 (1997) 3, pp. 309-331

Persistent link: https://www.econbiz.de/10001222221

A service of the