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The Estimation Of Mortgage Prepayment Rates

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  • Frank J. Navratil

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  • 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.
    • Handle: RePEc:bla:jfnres:v:8:y:1985:i:2:p:107-117
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1985.tb00392.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. Green, Jerry & Shoven, John B, 1986. "The Effects of Interest Rates on Mortgage Prepayments," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 18(1), pages 41-59, February.
    3. Dunn, Kenneth B & Singleton, Kenneth J, 1983. "An Empirical Analysis of the Pricing of Mortgage-Backed Securities," Journal of Finance, American Finance Association, vol. 38(2), pages 612-623, May.
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    Cited by:

    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.
    2. Ren-Raw Chen & Brian A. Maris & Tyler T. Yang, 1999. "Valuing Fixed-Income Options and Mortgage-Backed Securities with Alternative Term Structure Models," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 26(1-2), pages 33-55.
    3. 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.
    4. Yusuf VARLI & Gökhan ÖVENÇ, 2019. "Dynamic Analysis of Defaults and Prepayments in the Turkish Mortgage Market," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(39).
    5. Sam Ramsey Hakim, 1992. "Regional Diversity, Borrower Characteristics And Mortgage Prepayment," Review of Financial Economics, John Wiley & Sons, vol. 1(2), pages 17-29, March.
    6. Sam R. Hakim, 1997. "Autonomous and Financial Mortgage Prepayment," Journal of Real Estate Research, American Real Estate Society, vol. 13(1), pages 1-16.

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