Efficient Mortgage Default Option Exercise: Evidence from Loss Severity-Reference-Cited by-同舟云学术

Efficient Mortgage Default Option Exercise: Evidence from Loss Severity

Published:1995-01-01 Issue:5 Volume:10 Page:543-555
ISSN:0896-5803
Container-title:Journal of Real Estate Research
language:en
Short-container-title:Journal of Real Estate Research

Author:

Crawford Gordon¹,Rosenblatt Eric¹

Affiliation:

1. Fannie Mae, Financial Analysis Department, NW, Washington, DC

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/10835547.1995.12090809

Reference25 articles.

1. Ambrose, B. W., R. J. Buttimer, Jr. and C. A. Capone, The Impact of the Delay Between Default and Foreclosure on the Value of Mortgage Default, manuscript, March 1995.

2. The Pricing of Options and Corporate Liabilities

3. A Note on Mortgage Risk: Default vs. Loss Rates

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