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The value of mortgage prepayme...
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51
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
Saved in:
52
A comparative analysis of the price-process model of
mortgage
valuation
Murphy, Austin
- In:
Review of financial economics : RFE
9
(
2000
)
2
,
pp. 65-82
Persistent link: https://www.econbiz.de/10001543150
Saved in:
53
The probability of fixed- and adjustable-rate
mortgage
termination
Phillips, Richard A.
- In:
The journal of real estate finance and economics
13
(
1996
)
2
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001212003
Saved in:
54
Ruthless prepayment? : Evidence from multifamily mortgages
Follain, James R.
- In:
Journal of urban economics
41
(
1997
)
1
,
pp. 78-101
Persistent link: https://www.econbiz.de/10001213855
Saved in:
55
Evaluating the costs of increased lending in low and negative growth local housing markets
Gong, Frank Fangxiong
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
2
,
pp. 207-234
Persistent link: https://www.econbiz.de/10001242766
Saved in:
56
Estimating borrower mobility from observed prepayments
Harding, John P.
- In:
Real estate economics : journal of the American Real …
25
(
1997
)
3
,
pp. 347-371
Persistent link: https://www.econbiz.de/10001228446
Saved in:
57
A dynamic analysis of fixed- and adjustable-rate
mortgage
terminations
Calhoun, Charles A.
;
Deng, Yongheng
- In:
The journal of real estate finance and economics
24
(
2002
)
1/2
,
pp. 9-33
Persistent link: https://www.econbiz.de/10001652998
Saved in:
58
Convexity and Empirical Option Costs of Fixed Rate Mortgages
Breeden, Douglas T.
-
2015
. Estimates of risks for
mortgage
derivatives such as IOs are also examined and shown to have very substantial errors and very …
Persistent link: https://www.econbiz.de/10013017837
Saved in:
59
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
60
Evaluation of
mortgage
default characteristics using Fannie Mae's loan performance data
Ahlawat, Samit
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 589-616
Persistent link: https://www.econbiz.de/10012385085
Saved in:
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