Borrower mobility, self-selection, and the relative prices of fixed- and adjustable-rate mortgages

Author:

Brueckner Jan K

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference18 articles.

1. Consumer demand for adjustable rate mortgages;Alm;Housing Finance Rev.,1987

2. Efficient contracts in credit markets subject to interest-rate risk: An application of Raviv's insurance model;Arvan;Amer. Econ. Rev.,1986

3. The allocation of risk: Some implications of fixed versus index-linked mortgages;Baesel;J. Finan. Quant. Anal.,1980

4. The pricing of interest rate caps and consumer choice in the market for adjustable-rate mortgages;Brueckner;Housing Finance Rev.,1986

5. The rise and fall of the ARM: An econometric analysis of mortgage choice;Brueckner;Rev. Econ. Statist.,1988

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1. Using multiple correspondence analysis for finance: A tool for assessing financial inclusion;International Review of Financial Analysis;2018-10

2. Fixed-Rate Mortgages, Labor Markets, and Efficiency;Journal of Money, Credit and Banking;2018-06-07

3. Portfolio Optimization and Mortgage Choice;Journal of Risk and Financial Management;2017-01-03

4. Financial literacy, risky mortgages, and delinquency in the US during the financial crisis;International Journal of Housing Markets and Analysis;2016-06-06

5. Optimal Sharing of Interest-Rate Risk in Mortgage Contracts: The Effects of Potential Prepayment and Default;Real Estate Economics;2016-01-28

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