An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?-Reference-Cited by-同舟云学术

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An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Downing Chris T.,Stanton Richard H.,Wallace Nancy E.

Publisher

Elsevier BV

Reference45 articles.

1. A comparative study of structural models of corporate bond yields: An exploratory investigation;R Anderson;Journal of Banking and Finance,2000

2. The effect of income and collateral constraints on residential mortgage terminations;W R Archer;Regional Science and Urban Economics,1996

3. A new strategy for dynamically hedging mortgage-backed securities;J Boudoukh;Journal of Derivatives,1995

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Mortgage valuation: a quasi-closed-form solution;Quantitative Finance;2012-07

2. Prepayment Risk Modeling for Residential Mortgage Backed Securities;International Journal of Information Systems in the Service Sector;2012-04

3. Pricing Mortgage-Backed Security: An Empirical Analysis;Systems Engineering - Theory & Practice;2009-12

4. Prepayment Analysis of Residential Mortgage Backed Securities for Indian Securitization Market;SSRN Electronic Journal;2008

5. Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks;Real Estate Economics;2006-06

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