A simulation approach to the choice between fixed and adjustable rate mortgages
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- Dhillon, Upinder S & Shilling, James D & Sirmans, C F, 1987. "Choosing between Fixed and Adjustable Rate Mortgages: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(2), pages 260-267, May.
- Michael Tucker, 1989. "Adjustable-Rate and Fixed-Rate Mortgage Choice: A Logit Analysis," Journal of Real Estate Research, American Real Estate Society, vol. 4(2), pages 81-91.
- Tucker, Michael, 1991. "Comparing Present Value Cost Differentials between Fixed- and Adjustable-Rate Loans: A Mortgage Simulation," The Financial Review, Eastern Finance Association, vol. 26(3), pages 447-458, August.
- Chan, K C, et al, 1992.
" An Empirical Comparison of Alternative Models of the Short-Term Interest Rate,"
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American Finance Association, vol. 47(3), pages 1209-1227, July.
- Tom Doan, "undated". "RATS programs to replicate CKLS(1992) estimation of interest rate models," Statistical Software Components RTZ00035, Boston College Department of Economics.
- Richard A. Phillips & James VanderHoff, 1991. "Adjustable- versus Fixed-Rate Mortgage Choice: The Role of Initial Rate Discounts," Journal of Real Estate Research, American Real Estate Society, vol. 6(1), pages 39-52.
- Brueckner, Jan K & Follain, James R, 1988. "The Rise and Fall of the ARM: An Econometric Analysis of Mortgage Choice," The Review of Economics and Statistics, MIT Press, vol. 70(1), pages 93-102, February.
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- Zivney, Terry L. & Luft, Carl F., 1999. "Hedging individual mortgage risk," Financial Services Review, Elsevier, vol. 8(2), pages 101-115.
- Philippe Bélanger, 2012. "Assessment of fixed rate mortgage implied insurance cost: Method and ex-post Swiss market analysis," ERES eres2012_372, European Real Estate Society (ERES).
- Hancock, Diana & Passmore, Wayne, 2016. "Cost of funds indexed mortgage contracts with government-backed catastrophic insurance (COFI-Cats): A realistic alternative to the 30-year fixed-rate mortgage?," Journal of Economics and Business, Elsevier, vol. 84(C), pages 109-130.
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