How Big are the Ambiguity-Based Premiums on Mortgage Insurances?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/article/10.1007/s11146-016-9569-9/fulltext.html
Reference55 articles.
1. Azevedo-Pereira, J., Newton, D., & Paxon, D. (2002). UK fixed rate repayment mortgage and mortgage indemnity valuation. Real Estate Economics, 30, 185–211.
2. Azevedo-Pereira, J., Newton, D., & Paxon, D. (2003). Fixed-rate endowment mortgage and mortgage indemnity valuation. Journal of Real Estate Finance and Economics, 26, 197–221.
3. Balter, A., & Pelsser, A. (2015). Pricing and hedging in incomplete markets with model ambiguity. Working paper. Maastricht University.
4. Bardhan, A., Karapandza, R., & Urosevic, B. (2006). Valuing mortgage insurance contracts in emerging market economies. Journal of Real Estate Finance and Economics, 32, 9–20.
5. Boyarchenko, N. (2012). Ambiguity shifts and the 2007–2008 financial crisis. Journal of Monetary Economics, 59, 493–507.
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