Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure

• 1 January 1997
• journal article
• Published by Springer Nature in The Journal of Real Estate Finance and Economics
• Vol. 14  (3) , 309-331
• https://doi.org/10.1023/a:1007758412993

Abstract

Keywords

• BEHAVIOR
• FUNCTION
• STOCHASTIC
• MODEL
• MORTGAGE
• DEFAULT
• HAZARD
• TERM STRUCTURE
• PREPAYMENT

All Related Versions

• Version 1, RePEc (Unconfirmed version)