Woodhead Behavior and the Pricing of Residential Mortgages
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- Yongheng Deng & John M. Quigley, 2003. "Woodhead Behavior and the Pricing of Residential Mortgages," Working Paper 8616, USC Lusk Center for Real Estate.
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Keywordsmortgage prepayment; heterogeneity; mortgage pricing; behavioral finance; martingale transform;
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