Continuous Workout Mortgages: Efficient pricing and systemic implications-Reference-Cited by-同舟云学术

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Continuous Workout Mortgages: Efficient pricing and systemic implications

Published:2019-01 Issue: Volume:157 Page:244-274
ISSN:0167-2681
Container-title:Journal of Economic Behavior & Organization
language:en
Short-container-title:Journal of Economic Behavior & Organization

Author:

Shiller Robert J.,Wojakowski Rafal M.,Ebrahim M. Shahid,Shackleton Mark B.

Publisher

Elsevier BV

Subject

Organizational Behavior and Human Resource Management,Economics and Econometrics

Reference55 articles.

1. The adjustable balance mortgage: reducing the value of the put;Ambrose;Real Estate Econ.,2012

2. Fixed-rate endowment mortgage and mortgage indemnity valuation;Azevedo-Pereira;J. Real Estate Finance Econ.,2003

3. Efficient analytic approximation of American option values;Barone-Adesi;J. Finance,1987

4. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973

5. Unit roots and structural change: an application to US house price indices;Canarella;Urban Stud.,2012

Cited by 5 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 Contracts and Underwater Default;SIAM Journal on Financial Mathematics;2024-04-11

2. Bayesian Inference in a Structural Model of Family Home Prices;Italian Economic Journal;2024-01-12

3. Mental and general health at the edges of owner occupation;International Journal of Housing Markets and Analysis;2023-03-28

4. Real Estate Market;Financial Markets Efficiency and Economic Behaviour;2023

5. Mortgage Contracts and Underwater Default;SSRN Electronic Journal;2021

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