Subprime mortgage lending and the capital markets
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Cited by:
- Longstaff, Francis A., 2002. "Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities," University of California at Los Angeles, Anderson Graduate School of Management qt19k7479t, Anderson Graduate School of Management, UCLA.
- Eric Doviak & Sean MacDonald, 2012.
"Who Defaults on their Home Mortgage?,"
New York Economic Review, New York State Economics Association (NYSEA), vol. 43(1), pages 75-98.
- Doviak, Eric & MacDonald, Sean, 2011. "Who defaults on their home mortgage?," MPRA Paper 34275, University Library of Munich, Germany.
- Francis A. Longstaff, 2004. "Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities," NBER Working Papers 10422, National Bureau of Economic Research, Inc.
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Keywords
Mortgages; Capital market; Credit; Risk;All these keywords.
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