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Some Truths about Ostriches: Who Doesn't Prepay Their Mortgages and Why They Don't

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  • Green, Richard K.
  • LaCour-Little, Michael

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  • Green, Richard K. & LaCour-Little, Michael, 1999. "Some Truths about Ostriches: Who Doesn't Prepay Their Mortgages and Why They Don't," Journal of Housing Economics, Elsevier, vol. 8(3), pages 233-248, September.
    • Handle: RePEc:eee:jhouse:v:8:y:1999:i:3:p:233-248
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    References listed on IDEAS

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    1. Green, Jerry & Shoven, John B, 1986. "The Effects of Interest Rates on Mortgage Prepayments," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 18(1), pages 41-59, February.
    2. McConnell, John J & Singh, Manoj, 1994. "Rational Prepayments and the Valuation of Collateralized Mortgage Obligations," Journal of Finance, American Finance Association, vol. 49(3), pages 891-921, July.
    3. John P. Harding, 1997. "Estimating Borrower Mobility from Observed Prepayments," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(3), pages 347-371, September.
    4. Schwartz, Eduardo S & Torous, Walter N, 1989. " Prepayment and the Valuation of Mortgage-Backed Securities," Journal of Finance, American Finance Association, vol. 44(2), pages 375-392, June.
    5. Follain, James R & Scott, Louis O & Yang, T L Tyler, 1992. "Microfoundations of a Mortgage Prepayment Function," The Journal of Real Estate Finance and Economics, Springer, vol. 5(2), pages 197-217, June.
    6. Stanton, Richard, 1995. "Rational Prepayment and the Valuation Mortgage-Backed Securities," The Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 677-708.
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