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A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities

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Author Info
Dunn, Kenneth B
McConnell, John J
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 36 (1981)
Issue (Month): 2 (May)
Pages: 471-84
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Handle: RePEc:bla:jfinan:v:36:y:1981:i:2:p:471-84

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  1. Stephen F. Thode & Richard J. Kish, 1994. "The Zero-Coupon/Interest-Only Fixed-Rate Mortgage: An Alternative for Funding Low-to-Moderate Income Housing," Journal of Real Estate Research, American Real Estate Society, vol. 9(2), pages 263-276. [Downloadable!]
  2. Chris Downing & Richard Stanton & Nancy Wallace, 2003. "An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?," Research Program in Finance, Working Paper Series 1011, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
  3. Alan J. Marcus & Arnold Kling, 1987. "Interest-Only/Principal-Only Mortgage-Backed Strips: A Valuation and Risk Analysis," NBER Working Papers 2340, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Chris Downing & Richard Stanton & Nancy Wallace, 2003. "An empirical test of a two-factor mortgage valuation model: how much do house prices matter?," Finance and Economics Discussion Series 2003-42, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  5. Francis A. Longstaff, 2004. "Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities," NBER Working Papers 10422, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Patric H. Hendershott, 1986. "Mortgage Pricing: What Have We Learned So Far?," NBER Working Papers 1959, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Francis Longstaff, 2002. "Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities," University of California at Los Angeles, Anderson Graduate School of Management 1050, Anderson Graduate School of Management, UCLA. [Downloadable!]
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