Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions
- 22 September 1998
- journal article
- Published by Wiley in Real Estate Economics
- Vol. 26 (3) , 391-429
- https://doi.org/10.1111/1540-6229.00751
Abstract
No abstract availableKeywords
This publication has 12 references indexed in Scilit:
- Pricing Mortgage Default and Foreclosure DelayJournal of Money, Credit and Banking, 1997
- Differentiated Contracts, Heterogeneous Borrowers, and the Mortgage Choice DecisionJournal of Money, Credit and Banking, 1995
- Transaction Costs, Suboptimal Termination and Default ProbabilitiesReal Estate Economics, 1993
- A Generalized Valuation Model for Fixed-Rate Residential MortgagesJournal of Money, Credit and Banking, 1992
- Prepayment, Default, and the Valuation of Mortgage Pass-Through SecuritiesThe Journal of Business, 1992
- The Relative Termination Experience of Adjustable to Fixed‐Rate MortgagesThe Journal of Finance, 1990
- Evaluating the Likelihood of Default on Delinquent LoansFinancial Management, 1989
- Estimation of Mortgage Defaults Using Disaggregate Loan History DataReal Estate Economics, 1985
- An Intertemporal General Equilibrium Model of Asset PricesEconometrica, 1985
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973