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Mortgage Terminations and Pool Characteristics: Some Additional Evidence

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  • Andrea J. Heuson

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  • Andrea J. Heuson, 1988. "Mortgage Terminations and Pool Characteristics: Some Additional Evidence," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(2), pages 143-152, June.
    • Handle: RePEc:bla:jfnres:v:11:y:1988:i:2:p:143-152
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1988.tb00076.x
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    References listed on IDEAS

    as
    1. Dunn, Kenneth B & McConnell, John J, 1981. "A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities," Journal of Finance, American Finance Association, vol. 36(2), pages 471-484, May.
    2. Frank J. Navratil, 1985. "The Estimation Of Mortgage Prepayment Rates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 107-117, June.
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    Cited by:

    1. Austin Murphy, 2000. "A comparative analysis of the price‐process model of mortgage valuation," Review of Financial Economics, John Wiley & Sons, vol. 9(2), pages 65-82, December.
    2. Murphy, Austin, 2000. "A comparative analysis of the price-process model of mortgage valuation," Review of Financial Economics, Elsevier, vol. 9(2), pages 65-82, December.

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