Mortgage Terminations and Pool Characteristics: Some Additional Evidence
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References listed on IDEAS
- Dunn, Kenneth B & McConnell, John J, 1981. "A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities," Journal of Finance, American Finance Association, vol. 36(2), pages 471-484, May.
- Frank J. Navratil, 1985. "The Estimation Of Mortgage Prepayment Rates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 107-117, June.
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- Austin Murphy, 2000. "A comparative analysis of the price‐process model of mortgage valuation," Review of Financial Economics, John Wiley & Sons, vol. 9(2), pages 65-82, December.
- Murphy, Austin, 2000. "A comparative analysis of the price-process model of mortgage valuation," Review of Financial Economics, Elsevier, vol. 9(2), pages 65-82, December.
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