Author:
Ted Hong C. H.,Wang Wen-Ching
Publisher
Springer International Publishing
Reference14 articles.
1. Brennan, M., and E. Schwartz. 1985. Determinants of GNMA mortgage prices. AREUEA Journal 13: 209–228.
2. Davidson, A.S., M.D. Herskovitz, and L.D. Van Drunen. 1988. The refinancing threshold pricing model: An economic approach to valuing MBS. Journal of Real Estate Finance and Economics 1: 117–130.
3. Dunn, K.B., and J.J. McConnell. 1981a. Valuation of GNMA mortgage-backed securities. Journal of Finance 36: 599–616.
4. ———. 1981b. A comparison of alternative models of pricing GNMA mortgage backed securities. Journal of Finance 36: 471–483.
5. Dunn, K.B., and Spatt, C.S. 1986. The effect of refinancing costs and market imperfections on the optimal call strategy and pricing of debt contracts. Working Paper, Carnegie-Mellon University.