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Optimal Sharing of Interest-Rate Risk in Mortgage Contracts: The Effects of Potential Prepayment and Default

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  • Jan K. Brueckner
  • Kangoh Lee

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  • Jan K. Brueckner & Kangoh Lee, 2017. "Optimal Sharing of Interest-Rate Risk in Mortgage Contracts: The Effects of Potential Prepayment and Default," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 45(3), pages 761-784, July.
    • Handle: RePEc:bla:reesec:v:45:y:2017:i:3:p:761-784
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    File URL: http://hdl.handle.net/10.1111/reec.2017.45.issue-3
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    Cited by:

    1. Weida Kuang & Chunlin Liu & Qun Wu & Hongchao Zeng, 2021. "How do Interest Rate Changes Affect Mortgage Curtailments? Evidence from China," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S2), pages 395-427, September.
    2. Wayne Passmore & Alexander H. von Hafften, 2018. "Financing Affordable and Sustainable Homeownership with Fixed-COFI Mortgages," Finance and Economics Discussion Series 2018-009, Board of Governors of the Federal Reserve System (U.S.).
    3. Adam M. Guren & Arvind Krishnamurthy & Timothy J. Mcquade, 2021. "Mortgage Design in an Equilibrium Model of the Housing Market," Journal of Finance, American Finance Association, vol. 76(1), pages 113-168, February.
    4. Wayne Passmore & Alexander H. von Hafften, 2017. "Improving the 30-Year Fixed-Rate Mortgage," Finance and Economics Discussion Series 2017-090, Board of Governors of the Federal Reserve System (U.S.).
    5. Geoffrey Poitras & Giovanna Zanotti, 2018. "Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households," JRFM, MDPI, vol. 11(3), pages 1-18, July.

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