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The Value of Mortgage Assumptions: An Empirical Test

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Author Info
Mark A. Sunderman () (Department of Business Administration PO Box 3275 University Station University of Wyoming Laramie, Wyoming 82071)
Roger E. Cannaday () (Department of Finance University of Illinois 1407 Gregory Drive-304 A DKH Urbana, Illinois 61801)
Peter F. Colwell () (Department of Finance University of Illinois 1407 Gregory Drive-304 A DKH Urbana, Illinois 61801)
Abstract

This study provides an empirical test of the two main techniques for calculating the financing premium for assumption financed sales, cash equivalence adjustment (CEA) and financed-fee valuation adjustment (FFVA). The results indicate that both the CEA and FFVA computational techniques overvalue the premium associated with assumption financing. A variation of the empirical test is considered that differentiates this study from previous studies. This variation allows for a test of the hypothesis that the proportion of the financing premium capitalized into the sales price is a function of the loan-to-price ratio. It is concluded that this hypothesis cannot be rejected.

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File URL: http://aux.zicklin.baruch.cuny.edu/jrer/papers/pdf/past/vol05n02/v05p247.pdf
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Publisher Info
Article provided by American Real Estate Society in its journal Journal of Real Estate Research.

Volume (Year): 5 (1990)
Issue (Month): 2 ()
Pages: 247-258
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Handle: RePEc:jre:issued:v:5:n:2:1990:p:247-258

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Postal: American Real Estate Society Clemson University School of Business & Behavioral Science Department of Finance 401 Sirrine Hall Clemson, SC 29634-1323
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Postal: Diane Quarles American Real Estate Society Manager of Member Services Clemson University Box 341323 Clemson, SC 29634-1323
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L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services

References listed on IDEAS
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  1. Vinod B. Agarwal & Richard A. Philips, 1985. "The Effects of Assumption Financing Across Housing Price Categories," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 13(1), pages 48-57. [Downloadable!] (restricted)
  2. Terrence M. Clauretie, 1983. "A Note on the Bias in House Price Capitalization Models," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 11(4), pages 521-524. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Eddie Lam, 2002. "A Risk Management Model for MBS Issuers," International Real Estate Review, Asian Real Estate Society, vol. 5(1), pages 169-195. [Downloadable!]
  2. Mark T. Spenc & James A. Thorson, 1998. "The Effect of Expertise on the Quality of Appraisal Services," Journal of Real Estate Research, American Real Estate Society, vol. 15(2), pages 205-215. [Downloadable!]
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