A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations

• 1 January 2002
• journal article
• Published by Springer Nature in The Journal of Real Estate Finance and Economics
• Vol. 24  (1/2) , 9-33
• https://doi.org/10.1023/a:1013926103824

Abstract

Keywords

• LOAN
• MODELS
• MORTGAGE
• TERMINATIONS
• PROBABILITIES
• SIDE
• ADJUSTABLE RATE
• PREPAYMENT AND DEFAULT