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A Simple Prepayment Model of Commercial Mortgages

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  • Abraham, Jesse M.
  • Theobald, H. Scott

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  • Abraham, Jesse M. & Theobald, H. Scott, 1997. "A Simple Prepayment Model of Commercial Mortgages," Journal of Housing Economics, Elsevier, vol. 6(1), pages 31-59, March.
    • Handle: RePEc:eee:jhouse:v:6:y:1997:i:1:p:31-59
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    References listed on IDEAS

    as
    1. Patric H. Hendershott & Robert Van Order, 1987. "Pricing Mortgages: An Interpretation of the Models and Results," NBER Working Papers 2290, National Bureau of Economic Research, Inc.
    2. Kau, James B & Keenan, Donald C. & Muller III, Walter J. & Epperson, James F., 1990. "Pricing Commercial Mortgages and Their Mortgage-Backed Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 3(4), pages 333-356, December.
    3. Kerry D. Vandell & Walter Barnes & James D. Shilling & Richard K. Green, 1992. "Toward a Secondary Commercial Mortgage Market: Standardization and Credit Risk Evaluation Issues," Wisconsin-Madison CULER working papers 92-06, University of Wisconsin Center for Urban Land Economic Research.
    4. repec:bla:jfinan:v:44:y:1989:i:2:p:345-73 is not listed on IDEAS
    5. Chester Foster & Robert Van Order, 1985. "FHA Terminations: A Prelude to Rational Mortgage Pricing," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 13(3), pages 273-291, September.
    6. Jesse M. Abraham, 1996. "On the Use of a Cash Flow Time-Series to Measure Property Performance," Journal of Real Estate Research, American Real Estate Society, vol. 11(3), pages 291-308.
    7. repec:bla:jfinan:v:44:y:1989:i:2:p:375-92 is not listed on IDEAS
    8. Schwartz, Eduardo S & Torous, Walter N, 1992. "Prepayment, Default, and the Valuation of Mortgage Pass-through Securities," The Journal of Business, University of Chicago Press, vol. 65(2), pages 221-239, April.
    9. Follain, James R & Scott, Louis O & Yang, T L Tyler, 1992. "Microfoundations of a Mortgage Prepayment Function," The Journal of Real Estate Finance and Economics, Springer, vol. 5(2), pages 197-217, June.
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    Cited by:

    1. Anthony Pennington‐Cross & Brent C Smith, 2020. "Early Termination of Small Loans in the Multifamily Mortgage Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(4), pages 1198-1233, December.
    2. Brown, Scott & Powers, Eric, 2020. "The life cycle of make-whole call provisions," Journal of Corporate Finance, Elsevier, vol. 65(C).

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