Continuous Workout Mortgages
Download full text from publisher
Other versions of this item:
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- John Y. Campbell, 2013. "Mortgage Market Design," Review of Finance, European Finance Association, vol. 17(1), pages 1-33.
- Christophe André, 2016.
"Household debt in OECD countries: stylised facts and policy issues,"
Chapters from NBP Conference Publications,
Narodowy Bank Polski, Economic Research Department.
- Christophe André, 2016. "Household debt in OECD countries: Stylised facts and policy issues," OECD Economics Department Working Papers 1277, OECD Publishing.
More about this item
KeywordsContinuous Workout Mortgage (CWM); Repayment; Interest-only; House price index; Prepayment intensity; Cap and floor on continuous flow;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- D92 - Microeconomics - - Micro-Based Behavioral Economics - - - Intertemporal Firm Choice, Investment, Capacity, and Financing
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-30 (All new papers)
- NEP-RMG-2011-04-30 (Risk Management)
- NEP-URE-2011-04-30 (Urban & Real Estate Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cwl:cwldpp:1794. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Matthew Regan). General contact details of provider: http://edirc.repec.org/data/cowleus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.