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Mortgage Rate Insurance and the Canadian Mortgage Market

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  • Dennis R. Capozza
  • George W. Gau

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  • Dennis R. Capozza & George W. Gau, 1984. "Mortgage Rate Insurance and the Canadian Mortgage Market," Canadian Public Policy, University of Toronto Press, vol. 10(3), pages 296-304, September.
    • Handle: RePEc:cpp:issued:v:10:y:1984:i:3:p:296-304
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    References listed on IDEAS

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    1. Brennan, M.J. & Solanki, R., 1981. "Optimal Portfolio Insurance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(3), pages 279-300, September.
    2. Dougherty, Ann & Van Order, Robert, 1982. "Inflation, Housing Costs, and the Consumer Price Index," American Economic Review, American Economic Association, vol. 72(1), pages 154-164, March.
    3. Paul A. Samuelson, 2011. "Lifetime Portfolio Selection by Dynamic Stochastic Programming," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 31, pages 465-472, World Scientific Publishing Co. Pte. Ltd..
    4. Hakansson, Nils H, 1970. "Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions," Econometrica, Econometric Society, vol. 38(5), pages 587-607, September.
    5. Findlay, M Chapman, III & Capozza, Dennis R, 1977. "The Variable-Rate Mortgage and Risk in the Mortgage Market: An Option Theory Perspective: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 9(2), pages 356-364, May.
    6. Fama, Eugene F. & Schwert, G. William, 1977. "Asset returns and inflation," Journal of Financial Economics, Elsevier, vol. 5(2), pages 115-146, November.
    7. Bierwag, G. O., 1977. "Immunization, Duration, and the Term Structure of Interest Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(5), pages 725-742, December.
    8. M.A. Grove, 1974. "On "Duration" and the Optimal Maturity Structure of the Balance Sheet," Bell Journal of Economics, The RAND Corporation, vol. 5(2), pages 696-709, Autumn.
    9. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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    Cited by:

    1. James E. Pesando & Stuart M. Turnbull, 1985. "Mortgage Rate Insurance and the Canadian Mortgage Market: Some Further Reflections," Canadian Public Policy, University of Toronto Press, vol. 11(1), pages 115-117, March.
    2. Keith P. Sharp, 1986. "Mortgage Rate Insurance in Canada," Canadian Public Policy, University of Toronto Press, vol. 12(3), pages 432-437, September.
    3. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

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