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Controlling for Burnout in Estimating Mortgage Prepayment Models

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Author Info
Hall, Arden
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Article provided by Elsevier in its journal Journal of Housing Economics.

Volume (Year): 9 (2000)
Issue (Month): 4 (December)
Pages: 215-232
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Handle: RePEc:eee:jhouse:v:9:y:2000:i:4:p:215-232

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Web page: http://www.elsevier.com/locate/inca/622881

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  1. Gan, Jumwu, 2009. "Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process," MPRA Paper 15596, University Library of Munich, Germany. [Downloadable!]
  2. Nicholas Sharp & Paul Johnson & David Newton & Peter Duck, 2009. "A New Prepayment Model (with Default): An Occupation-time Derivative Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 118-145, August. [Downloadable!] (restricted)
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