A fixed-rate loan prepayment model for Australian mortgages
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DOI: 10.1177/0312896209358261
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References listed on IDEAS
- Stanton, Richard Henry, 1996. "Unobservable Heterogeneity and Rational Learning: Pool-Specific versus Generic Mortgage-Backed Security Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 12(3), pages 243-263, May.
- Stanton, Richard, 1995. "Rational Prepayment and the Valuation Mortgage-Backed Securities," The Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 677-708.
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- Robert E. Marks, 2010. "Welcome to SAGE Publications," Australian Journal of Management, Australian School of Business, vol. 35(1), pages 3-5, April.
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More about this item
Keywords
Australian and US mortgage markets; fixed-rate loans; investments; mortgage rates; mortgage-backed securities; partial prepayment; prepayment modelling; variable-rate loans;All these keywords.
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