AN OPTION-BASED MODEL OF MORTGAGE DEFAULT

被引：0
|
作者：
FOSTER, C
VANORDER, R
机构：
来源：
HOUSING FINANCE REVIEW | 1984年 / 3卷 / 04期
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：351 / 372
页数：22
相关论文
共 50 条
  • [31] RELIABILITY OF SOYBEAN AND CORN OPTION-BASED PROBABILITY ASSESSMENTS
    SILVA, EMD
    KAHL, KH
    JOURNAL OF FUTURES MARKETS, 1993, 13 (07) : 765 - 779
  • [32] The Profitability of Option-Based Contrarian Strategies: An Empirical Analysis
    Mugwagwa, Tafadzwa
    Ramiah, Vikash
    Moosa, Imad
    INTERNATIONAL REVIEW OF FINANCE, 2015, 15 (01) : 1 - 26
  • [33] Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk
    Christoffersen, Peter
    Fournier, Mathieu
    Jacobs, Kris
    Karoui, Mehdi
    JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 2021, 56 (01) : 65 - 91
  • [34] Information content of option prices: Comparing analyst forecasts to option-based forecasts
    Sanford, Anthony
    NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2024, 73
  • [35] RELIABILITY OF SOYBEAN AND CORN OPTION-BASED PROBABILITY ASSESSMENTS AS OPTION MARKETS MATURE
    SILVA, E
    KAHL, KH
    AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1991, 73 (05) : 1532 - 1532
  • [36] Technical note: Option-based costing and the volatility portfolio
    de Treville, Suzanne
    Cattani, Kyle
    Saarinen, Lauri
    JOURNAL OF OPERATIONS MANAGEMENT, 2017, 49-51 : 77 - 81
  • [37] Abstract: An Option-Based Partial Credit IRT Model for Multiple-Choice Tests
    Bo, Yuan-chao
    Lewis, Charles
    Budescu, David V.
    MULTIVARIATE BEHAVIORAL RESEARCH, 2013, 48 (01) : 146 - 147
  • [38] Mortgage default in an estimated model of the US housing market
    Lambertini, Luisa
    Nuguer, Victoria
    Uysal, Pinar
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2017, 76 : 171 - 201
  • [39] Securitization and Mortgage Default
    Elul, Ronel
    JOURNAL OF FINANCIAL SERVICES RESEARCH, 2016, 49 (2-3) : 281 - 309
  • [40] Securitization and Mortgage Default
    Ronel Elul
    Journal of Financial Services Research, 2016, 49 : 281 - 309
12345