Transaction Costs, Suboptimal Termination and Default Probabilities
- 1 September 1993
- journal article
- Published by Wiley in Real Estate Economics
- Vol. 21 (3) , 247-263
- https://doi.org/10.1111/1540-6229.00610
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- The valuation and securitization of commercial and multifamily mortgagesJournal of Banking & Finance, 1987
- Estimation of Mortgage Defaults Using Disaggregate Loan History DataReal Estate Economics, 1985
- FHA Terminations: A Prelude to Rational Mortgage PricingReal Estate Economics, 1985
- Determinants of GNMA Mortgage PricesReal Estate Economics, 1985
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- An Intertemporal General Equilibrium Model of Asset PricesEconometrica, 1985
- The Determinants of Default on Insured Conventional Residential Mortgage LoansThe Journal of Finance, 1983
- A Re‐examination of Traditional Hypotheses about the Term Structure of Interest RatesThe Journal of Finance, 1981
- A Comparison of Alternative Models for Pricing GNMA Mortgage‐Backed SecuritiesThe Journal of Finance, 1981
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973