Mortgage Prepayment and Default Decisions: A Poisson Regression Approach
- 1 December 1993
- journal article
- Published by Wiley in Real Estate Economics
- Vol. 21 (4), 431-449
- https://doi.org/10.1111/1540-6229.00619
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- Prepayment, Default, and the Valuation of Mortgage Pass-Through SecuritiesThe Journal of Business, 1992
- New Evidence on Home Prices from Freddie Mac Repeat SalesReal Estate Economics, 1991
- Prepayment and the Valuation of Mortgage‐Backed SecuritiesThe Journal of Finance, 1989
- The Effects of Interest Rates on Mortgage PrepaymentsJournal of Money, Credit and Banking, 1986
- Estimation of Mortgage Defaults Using Disaggregate Loan History DataReal Estate Economics, 1985
- FHA Terminations: A Prelude to Rational Mortgage PricingReal Estate Economics, 1985
- Multiplicative Models and Cohort AnalysisJournal of the American Statistical Association, 1983