The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and the Pricing of Debt Contracts
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- Mayer, Chris & Piskorski, Tomasz & Tchistyi, Alexei, 2013. "The inefficiency of refinancing: Why prepayment penalties are good for risky borrowers," Journal of Financial Economics, Elsevier, vol. 107(3), pages 694-714.
- Sumit Agarwal & Richard J. Rosen & Vincent Yao, 2016.
"Why Do Borrowers Make Mortgage Refinancing Mistakes?,"
INFORMS, vol. 62(12), pages 3494-3509, December.
- Sumit Agarwal & Richard J. Rosen & Vincent W. Yao, 2013. "Why do borrowers make mortgage refinancing mistakes?," Working Paper Series WP-2013-02, Federal Reserve Bank of Chicago.
- Nikolai Roussanov & Michael Michaux & Hui Chen, 2011.
"Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty,"
2011 Meeting Papers
1369, Society for Economic Dynamics.
- Hui Chen & Michael Michaux & Nikolai Roussanov, 2013. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," NBER Working Papers 19421, National Bureau of Economic Research, Inc.
- Sumit Agarwal & John C. Driscoll & David I. Laibson, 2013.
"Optimal Mortgage Refinancing: A Closed‐Form Solution,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 45(4), pages 591-622, June.
- Sumit Agarwal & John C. Driscoll & David Laibson, 2007. "Optimal Mortgage Refinancing: A Closed Form Solution," NBER Working Papers 13487, National Bureau of Economic Research, Inc.
- Sumit Agarwal & John C Driscoll & David Laibson, 2008. "Optimal Mortgage Refinancing: A Closed Form Solution," Levine's Working Paper Archive 122247000000002021, David K. Levine.
- Agarwal, Sumit & Driscoll, John D. & Laibson, David I., 2012. "Optimal Mortgage Reï¬ nancing: A Closed Form Solution," Scholarly Articles 9918811, Harvard University Department of Economics.
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