Woodhead Behavior and the Pricing of Residential Mortgages
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- Deng, Yongheng & Quigley, John M., 2004. "Woodhead Behavior and the Pricing of Residential Mortgages," Berkeley Program on Housing and Urban Policy, Working Paper Series qt85q0w8xj, Berkeley Program on Housing and Urban Policy.
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More about this item
KeywordsMortgage prepayment; heterogeneity; mortgage pricing; behavioral finance; martingale transform;
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