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Managing the risk of loan prepayments and the optimal structure of short term lending rates

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Author Info
Bryan Stanhouse ()
Duane Stock ()
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File URL: http://hdl.handle.net/10.1007/s10436-007-0075-1
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Article provided by Springer in its journal Annals of Finance.

Volume (Year): 4 (2008)
Issue (Month): 2 (March)
Pages: 197-215
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Handle: RePEc:kap:annfin:v:4:y:2008:i:2:p:197-215

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Related research
Keywords: Loans; Prepayment; Interest rate risk; G21; Banks; Other depository institutions;

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References listed on IDEAS
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. Xu, Yexiao, 2004. "Small levels of predictability and large economic gains," Journal of Empirical Finance, Elsevier, vol. 11(2), pages 247-275, March. [Downloadable!] (restricted)
  2. King, Tao-Hsien Dolly, 2002. "An Empirical Examination of Call Option Values Implicit in U.S. Corporate Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 37(04), pages 693-721, December. [Downloadable!]
  3. Pennington-Cross, Anthony, 2003. "Credit History and the Performance of Prime and Nonprime Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 27(3), pages 279-301, November. [Downloadable!] (restricted)
  4. Erik Heitfield & Tarun Sabarwal, 2004. "What Drives Default and Prepayment on Subprime Auto Loans?," The Journal of Real Estate Finance and Economics, Springer, vol. 29(4), pages 457-477, December. [Downloadable!]
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  5. Baker, Malcolm & Greenwood, Robin & Wurgler, Jeffrey, 2003. "The maturity of debt issues and predictable variation in bond returns," Journal of Financial Economics, Elsevier, vol. 70(2), pages 261-291, November. [Downloadable!] (restricted)
  6. Shumway, Tyler, 2001. "Forecasting Bankruptcy More Accurately: A Simple Hazard Model," Journal of Business, University of Chicago Press, vol. 74(1), pages 101-24, January. [Downloadable!] (restricted)
  7. David B. Gross, 2002. "An Empirical Analysis of Personal Bankruptcy and Delinquency," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(1), pages 319-347, March.
    Other versions:
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