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Interest Rate Variations, Mortgage Prepayments and Household Mobility
2 references·16 citing·55 second hopsampled
Interest Rate Variations, Mortgage Prepayments and Household Mobility (1987)Interest Rate Variations, Mortgage Prepay…Econometric duration analysis (1984)Econometric duration analysisNew methods for analyzing structural models of labor force dynamics (1982)New methods for analyzing str…Do Shocks to Personal Wealth Affect Risk-taking in Delegated Portfolios? (2018)Do Shocks to Personal Wealth …Optimal Mortgage Refinancing: A Closed‐Form Solution (2013)Optimal Mortgage Refinancing:…Migration, housing market, and labor market responses to employment shocks (2012)Migration, housing market, an…Are American homeowners locked into their houses? The impact of housing market conditions on state-to-state migration (2012)Are American homeowners locke…Housing Busts and Household Mobility: An Update (2011)Housing Busts and Household M…You can take it with you: Proposition 13 tax benefits, residential mobility, and willingness to pay for housing amenities (2010)You can take it with you: Pro…Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks (2006)Unobserved Heterogeneity in M…Timing and the Holding Periods of Institutional Real Estate (2003)Timing and the Holding Period…The Impact of Transaction Costs and the Expected Length of Stay on Homeownership (2002)The Impact of Transaction Cos…New Evidence of the Effect of Transaction Costs on Residential Mobility (2002)New Evidence of the Effect of…Movers and Shuckers: Interdependent Prepayment Decisions (2001)Movers and Shuckers: Interdep…Home-ownership and Unemployment in the US (2001)Home-ownership and Unemployme…The Effect of Income and Collateral Constraints on Residential Mortgage Terminations (1995)The Effect of Income and Coll…Explicit tests of contingent claims models of mortgage default (1995)Explicit tests of contingent …Commercial Mortgage Defaults: Proportional Hazards Estimation Using Individual Loan Histories (1993)Commercial Mortgage Defaults:…Second mortgages and household saving (1989)Second mortgages and househol…The Cost of Transacting (1968)Asset pricing and the bid-ask spread (1986)Capital Market Equilibrium with Transaction Costs (1986)Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market (2007)Real Estate Returns and Risk with Heterogeneous Investors (2008)RATING METHODOLOGY FOR REAL ESTATE MARKETS – POLAND CASE STUDY (2014)Conditional logit analysis of qualitative choice behavior (1972)Job Matching and the Theory of Turnover (1979)A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data (1984)Limited Dependent Variable Models Using Panel Data (1987)Do innovations diffuse faster within geographical clusters? 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References

  • 1984Econometric duration analysis618 cited
  • 1982New methods for analyzing structural models of labor force dynamics536 cited

Cited by

  • 2013Optimal Mortgage Refinancing: A Closed‐Form Solution185 cited
  • 2001Home-ownership and Unemployment in the US151 cited
  • 2002The Impact of Transaction Costs and the Expected Length of Stay on Homeownership148 cited
  • 2010You can take it with you: Proposition 13 tax benefits, residential mobility, and willingness to pay for housing amenities148 cited
  • 1995The Effect of Income and Collateral Constraints on Residential Mortgage Terminations140 cited
  • 1995Explicit tests of contingent claims models of mortgage default137 cited
  • 2012Migration, housing market, and labor market responses to employment shocks127 cited
  • 2003Timing and the Holding Periods of Institutional Real Estate117 cited
  • 2002New Evidence of the Effect of Transaction Costs on Residential Mobility116 cited
  • 1989Second mortgages and household saving98 cited
  • 1993Commercial Mortgage Defaults: Proportional Hazards Estimation Using Individual Loan Histories95 cited
  • 2018Do Shocks to Personal Wealth Affect Risk-taking in Delegated Portfolios?94 cited
  • 2011

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Housing Busts and Household Mobility: An Update
92 cited
  • 2001Movers and Shuckers: Interdependent Prepayment Decisions89 cited
  • 2006Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks83 cited
  • 2012Are American homeowners locked into their houses? The impact of housing market conditions on state-to-state migration82 cited