A simulation approach to the choice between fixed and adjustable rate mortgages
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- Chan, K C, et al, 1992.
" An Empirical Comparison of Alternative Models of the Short-Term Interest Rate,"
Journal of Finance,
American Finance Association, vol. 47(3), pages 1209-27, July.
- Tom Doan, . "RATS programs to replicate CKLS(1992) estimation of interest rate models," Statistical Software Components RTZ00035, Boston College Department of Economics.
- 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 447-58, August.
- 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.
- 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 260-67, May.
- 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.
- 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.
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