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The Impact of Initial-Year Discounts on ARM Prepayments

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Author Info
Richard K. Green
James D. Shilling

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Abstract

This study uses new data on the rate of prepayment on conventional single-family adjustable-rate mortgages (ARMs) that originated between 1983 and 1986 to determine if ARMs with and without initial-year discounts have the same probability of paying off. The new data are from a large national private mortgage insurer in the United States. Each loan is tracked from its origination date through prepayment or the end of 1991. Nonparametric test statistics are used to test for differences in these prepayment rates. The findings suggest that ARMs with initial-year discounts are paid off at a rate that is essentially no different from the rate on otherwise comparable ARMs without initial-year discounts. Copyright American Real Estate and Urban Economics Association.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1540-6229.00719
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Publisher Info
Article provided by American Real Estate and Urban Economics Association in its journal Real Estate Economics.

Volume (Year): 25 (1997)
Issue (Month): 3 ()
Pages: 373-385
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Handle: RePEc:bla:reesec:v:25:y:1997:i:3:p:373-385

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  1. Richard K. Green & Susan M. Wachter, 2007. "The housing finance revolution," Proceedings, Federal Reserve Bank of Kansas City, pages 21-67. [Downloadable!]
  2. Anthony Pennington-Cross & Giang Ho, 2006. "The termination of subprime hybrid and fixed rate mortgages," Working Papers 2006-042, Federal Reserve Bank of St. Louis. [Downloadable!]
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