Structural prepayment risk behavior of the underlying mortgages for residential mortgage life insurance in a developing market
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Housing Economics.
Volume (Year): 15 (2006)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/inca/622881
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- Kau James B. & Keenan Donald C. & Kim Taewon, 1994. "Default Probabilities for Mortgages," Journal of Urban Economics, Elsevier, vol. 35(3), pages 278-296, May.
- Deng, Yongheng & Quigley, John M., 2004. "Woodhead Behavior and the Pricing of Residential Mortgages," Berkeley Program on Housing and Urban Policy, Working Paper Series qt85q0w8xj, Berkeley Program on Housing and Urban Policy.
- Todd R. Stinebrickner, 1999. "Estimation Of A Duration Model In The Presence Of Missing Data," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 529-542, August.
- Shoven, John & Green, Jerry, 1986.
"The Effects of Interest Rates on Mortgage Prepayments,"
3204664, Harvard University Department of Economics.
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- Jerry Green & John B. Shoven, 1983. "The Effects of Interest Rates on Mortgage Prepayments," NBER Working Papers 1246, National Bureau of Economic Research, Inc.
- Anthony J. Curley & Jack M. Guttentag, 1974. "The Yield on Insured Residential Mortgages," NBER Chapters, in: Explorations in Economic Research, Volume 1, Number 1, pages 114-161 National Bureau of Economic Research, Inc.
- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "A Theory of the Term Structure of Interest Rates," Econometrica, Econometric Society, vol. 53(2), pages 385-407, March.
- Quigley, John M, 1987. "Interest Rate Variations, Mortgage Prepayments and Household Mobility," The Review of Economics and Statistics, MIT Press, vol. 69(4), pages 636-43, November.
- Barry Dennis & Chionglong Kuo & Tyler Yang, 1997. "Rationales of Mortgage Insurance Premium Structures," Journal of Real Estate Research, American Real Estate Society, vol. 14(3), pages 359-378.
- Michael J. Brennan & Eduardo S. Schwartz, 1985. "Determinants of GNMA Mortgage Prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 13(3), pages 209-228.
- Piyush Tiwari, 2001. "Home Mortgage Risk: A Case for Insurance in India," International Real Estate Review, Asian Real Estate Society, vol. 4(1), pages 57-79.
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