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There are 5275 results for: content related to: Parameter Stability and the Valuation of Mortgages and Mortgage-Backed Securities

  1. Fixed Come Hell or High Water? Selection and Prepayment of Fixed-Rate Mortgages Outside the United States

    Real Estate Economics

    Volume 40, Issue 4, Winter 2012, Pages: 709–743, Toby Daglish and Nimesh Patel

    Article first published online : 5 JUL 2012, DOI: 10.1111/j.1540-6229.2012.00334.x

  2. Refinancing Trends among Lower Income and Minority Homeowners during the Housing Boom and Bust

    Real Estate Economics

    Volume 42, Issue 3, Fall 2014, Pages: 690–723, Ryan M. Goodstein

    Article first published online : 30 AUG 2013, DOI: 10.1111/1540-6229.12032

  3. Origination Channel, Prepayment Penalties and Default

    Real Estate Economics

    Volume 40, Issue 4, Winter 2012, Pages: 663–708, Morgan J. Rose

    Article first published online : 18 JAN 2012, DOI: 10.1111/j.1540-6229.2011.00328.x

  4. Understanding Prepayment Risk in Asset-backed Securities

    Securitization: The Financial Instrument of the Future

    Vinod Kothari, Pages: 235–260, 2012

    Published Online : 20 MAR 2012, DOI: 10.1002/9781118390429.ch6

  5. You have full text access to this OnlineOpen article
    Strategies for expanding health insurance coverage in vulnerable populations

    Intervention Review

    The Cochrane Library

    Liying Jia, Beibei Yuan, Fei Huang, Ying Lu, Paul Garner and Qingyue Meng

    Published Online : 26 NOV 2014, DOI: 10.1002/14651858.CD008194.pub3

  6. Subprime Refinancing: Equity Extraction and Mortgage Termination

    Real Estate Economics

    Volume 35, Issue 2, Summer 2007, Pages: 233–263, Anthony Pennington-Cross and Souphala Chomsisengphet

    Article first published online : 19 MAY 2007, DOI: 10.1111/j.1540-6229.2007.00189.x

  7. The Performance of Low-Income and Minority Mortgages

    Real Estate Economics

    Volume 35, Issue 4, Winter 2007, Pages: 479–504, Simon Firestone, Robert Van Order and Peter Zorn

    Article first published online : 16 NOV 2007, DOI: 10.1111/j.1540-6229.2007.00198.x

  8. Prepayment Penalty as a Screening Mechanism for Default and Prepayment Risks

    Real Estate Economics

    Volume 41, Issue 1, Spring 2013, Pages: 193–224, Xun Bian and Abdullah Yavas

    Article first published online : 29 JUL 2012, DOI: 10.1111/j.1540-6229.2012.00336.x

  9. INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL

    Mathematical Finance

    Volume 17, Issue 4, October 2007, Pages: 541–573, Vyacheslav Gorovoy and Vadim Linetsky

    Article first published online : 14 SEP 2007, DOI: 10.1111/j.1467-9965.2007.00315.x

  10. Financial incentive to prepay in fixed-rate mortgages

    Briefings in Real Estate Finance

    Volume 3, Issue 4, March 2004, Pages: 320–339, Román Ferrer, Cristóbal González and Maria Paz Jordá

    Article first published online : 10 JUL 2006, DOI: 10.1002/bref.112

  11. A Model of Mortgage Default

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1495–1554, JOHN Y. CAMPBELL and JOÃO F. COCCO

    Article first published online : 23 JUL 2015, DOI: 10.1111/jofi.12252

  12. Do Borrowers Make Rational Choices on Points and Refinancing?

    Real Estate Economics

    Volume 37, Issue 4, Winter 2009, Pages: 635–658, Yan Chang and Abdullah Yavas

    Article first published online : 17 DEC 2009, DOI: 10.1111/j.1540-6229.2009.00258.x

  13. The Termination of Subprime Hybrid and Fixed-Rate Mortgages

    Real Estate Economics

    Volume 38, Issue 3, Fall 2010, Pages: 399–426, Anthony Pennington-Cross and Giang Ho

    Article first published online : 11 JUN 2010, DOI: 10.1111/j.1540-6229.2010.00271.x

  14. ON THE EXISTENCE OF THE ENDOGENOUS MORTGAGE RATE PROCESS

    Mathematical Finance

    Volume 22, Issue 3, July 2012, Pages: 475–487, Yevgeny Goncharov

    Article first published online : 5 DEC 2010, DOI: 10.1111/j.1467-9965.2010.00470.x

  15. Measurement of Prepayments for Residential Mortgage-Backed Securities

    Chapter

    Encyclopedia of Financial Models

    William S. Berliner, Frank J. Fabozzi, PhD, CFA, CPA and Anand K. Bhattacharya, PhD

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0089

  16. Residential Mortgages and Mortgage-Backed Securities

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 343–389, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch11

  17. Rational Prepayments and the Valuation of Collateralized Mortgage Obligations

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 891–921, JOHN J. MCCONNELL and MANOJ SINGH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00082.x

  18. Prepayment and the Valuation of Mortgage-Backed Securities

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 375–392, EDUARDO S. SCHWARTZ and WALTER N. TOROUS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05062.x

  19. Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market

    The Journal of Finance

    Volume 62, Issue 2, April 2007, Pages: 557–595, XAVIER GABAIX, ARVIND KRISHNAMURTHY and OLIVIER VIGNERON

    Article first published online : 20 MAR 2007, DOI: 10.1111/j.1540-6261.2007.01217.x

  20. INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK

    Mathematical Finance

    Volume 20, Issue 3, July 2010, Pages: 479–507, Ti Zhou

    Article first published online : 7 JUN 2010, DOI: 10.1111/j.1467-9965.2010.00407.x