Frictions, Heterogeneity and Optimality in Mortgage Modeling
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- Mikhail Chernov & Brett R. Dunn & Francis A. Longstaff, 2016.
"Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities,"
NBER Working Papers
22096, National Bureau of Economic Research, Inc.
- Chernov, Mikhail & Dunn, Brett R. & Longstaff, Francis, 2016. "Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities," CEPR Discussion Papers 10947, C.E.P.R. Discussion Papers.
- Sanders, Anthony B. & Slawson, V. Jr., 2005. "Shared appreciation mortgages: Lessons from the UK," Journal of Housing Economics, Elsevier, vol. 14(3), pages 178-193, September.
- Sanders, Anthony B. & Slawson, V. Carlos, Jr., 2005. "Shared Appreciation Mortgages: Lessons from the UK," Working Paper Series 2005-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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