SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An Analysis of the Ex Ante Probabilities of Mortgage Prepayment and Default
9 references·0 citing·32 second hop
An Analysis of the Ex Ante Probabilities of Mortgage Prepayment and Default (1998)An Analysis of the Ex Ante Probabilities …Credit Risk, Credit Scoring, and the Performance of Home Mortgages (1996)Credit Risk, Credit Scoring, …The valuation at origination of fixed-rate mortgages with default and prepayment (1995)The valuation at origination …Rational Prepayments and the Valuation of Collateralized Mortgage Obligations (1994)Rational Prepayments and the …Default Probabilities for Mortgages (1994)Default Probabilities for Mor…Borrowing Constraints, Household Debt, and Racial Discrimination in Loan Markets (1993)Borrowing Constraints, Househ…The Impacts of Borrowing Constraints on Homeownership (1989)The Impacts of Borrowing Cons…Optimal Mortgage Refinancing with Stochastic Interest Rates (1989)Optimal Mortgage Refinancing …Pricing Default Risk in Mortgages (1985)Pricing Default Risk in Mortg…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Commercial Mortgage-Backed Securities: Prepayment and Default (2003)Household Finance (2006)Deep Learning for Mortgage Risk (2018)Theory of Rational Option Pricing (1973)Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure (1997)Theory of rational option pricing (2005)The psychological costs of unsustainable housing commitments (2007)Systemic risk and the refinancing ratchet effect (2012)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Option pricing: A simplified approach (1979)Term Structure Movements and Pricing Interest Rate Contingent Claims (1986)Why Do Borrowers Make Mortgage Refinancing Mistakes? (2014)Household Finance (2021)The Winner's Curse in Banking (1998)Does credit quality matter for homeownership? (2003)Financial regulation and securitization: Evidence from subprime loans (2009)Subprime Outcomes: Risky Mortgages, Homeownership Experiences, and Foreclosures (2007)Household Finance: An Emerging Field (2013)Availability and cost of credit for small businesses: Customer relationships and credit cooperatives (1998)The importance of relationships to the availability of credit (1998)On the Evolution of Firm Size Distributions (2008)Homeownership and neighborhood stability (1996)Islands of decay in seas of renewal: Housing policy and the resurgence of gentrification (1999)Housing taxation and capital accumulation (2002)Estimation of Mortgage Defaults Using Disaggregate Loan History Data (1985)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (1999)
this work references cited by second hop

References

  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1989The Impacts of Borrowing Constraints on Homeownership346 cited
  • 1993Borrowing Constraints, Household Debt, and Racial Discrimination in Loan Markets237 cited
  • 1994Default Probabilities for Mortgages235 cited
  • 1995The valuation at origination of fixed-rate mortgages with default and prepayment179 cited
  • 1996Credit Risk, Credit Scoring, and the Performance of Home Mortgages168 cited
  • 1985Pricing Default Risk in Mortgages132 cited
  • 1994Rational Prepayments and the Valuation of Collateralized Mortgage Obligations69 cited
  • 1989Optimal Mortgage Refinancing with Stochastic Interest Rates60 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work