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Mortgage timing · Study

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ArticleMortgage timing

Ralph S. J. Koijen2009

Article2009

Mortgage timing

Ralph S. J. Koijen · Otto Van Hemert · Stijn Van Nieuwerburgh

172 citations·0/0 files stored·Journal of Financial Economics

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Housing Market and Economics Financial Markets and Investment Strategies Credit Risk and Financial Regulations

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References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1989Business conditions and expected returns on stocks and bonds 2006Household Finance 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View 2000Specification Analysis of Affine Term Structure Models 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Cited by

2015Housing, Finance, and the Macroeconomy 2017Payment Size, Negative Equity, and Mortgage Default 2021The cost of steering in financial markets: Evidence from the mortgage market 2019Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty 2014Securitization and the Fixed-Rate Mortgage 2013Evidence on the Benefits of Alternative Mortgage Products

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Details

Year2009

Typearticle

Published2009-05-08

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations172

Files0 public / 0

ShelfHousing Market and Economics

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doi10.1016/j.jfineco.2008.09.005

openalex_workW4244514770

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2016HOUSING DYNAMICS OVER THE BUSINESS CYCLE

2010International Comparison of Mortgage Product Offerings