Inflation Risk, Payment Tilt, and the Design of Partially Indexed Affordable Mortgages
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- Dixie M. Blackley & James R. Follain & Haeduck Lee, 1986. "An Evaluation of Hedonic Price Indexes for Thirty-four Large SMSAs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 14(2), pages 179-205.
- Statman, Meir, 1982. "Fixed Rate or Index-Linked Mortgages from the Borrower's Point of View: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(03), pages 451-457, September.
- Baesel, Jerome B. & Biger, Nahum, 1980. "The Allocation of Risk: Some Implications of Fixed versus Index-Linked Mortgages," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(02), pages 457-468, June.
- Dokko, Yoon & Edelstein, Robert H, 1991. "Interest Rate Risk and Optimal Design of Mortgage Instruments," The Journal of Real Estate Finance and Economics, Springer, vol. 4(1), pages 59-68, March.
- John M. Harris & Daniel E. Page, 1985. "Rate Level Indexed Mortgages: An Evaluation," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 13(2), pages 195-207.
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- Arthur L. Houston, 1988. "A Comparison of the Reinvestment Risk of the Price Level Adjusted Mortgage and the Standard Fixed Payment Mortgage," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 16(1), pages 34-49.
- Katherine A. Kiel & Richard T. Carson, 1990. "An Examination of Systematic Differences in the Appreciation of Individual Housing Units," Journal of Real Estate Research, American Real Estate Society, vol. 5(3), pages 301-318.
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- Isil Erol & Kanak Patel, 2007. "Pricing the Default Option of Inflation-Indexed Mortgages Using Explicit Finite Difference Method," International Real Estate Review, Asian Real Estate Society, vol. 10(1), pages 48-92.
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