Mortgage Loan Characteristics, Unobserved Heterogeneity and the Performance of United Kingdom Securitized Subprime Loans
Author:
Affiliation:
1. Department of Economics, Umeå School of Business and Economics, Umeå University; Umeå University; SE-901 87 Umeå Sweden
2. Keele Management School; Keele University; Keele Staffordshire ST5 5BG United Kingdom
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference48 articles.
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5. Pricing Mortgage-Backed Securities: Integrating Optimal Call and Empirical Models of Prepayment;Archer;AREUEA Journal,1993
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