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Valuing prepayment and default in a fixed-rate mortgage : a bivariate binominal options pricing technique
Hilliard, Jimmy E. - In: Real estate economics : journal of the American Real … 26 (1998) 3, pp. 431-468
Persistent link: https://www.econbiz.de/10001249229
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Collateral value and strategic default : evidence from auto loans
Ratnadiwakara, Dimuthu - In: Journal of financial services research 59 (2021) 3, pp. 209-240
Persistent link: https://www.econbiz.de/10012547118
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Imputing borrower heterogeneity and dynamics in mortgage default models
Dombrowski, Timothy; Pace, R. Kelley; Wang, Junbo - In: The journal of real estate finance and economics 68 (2024) 3, pp. 462-487
Persistent link: https://www.econbiz.de/10014494267
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Collateral Value and Strategic Default : Evidence from Auto Loans
Ratnadiwakara, Dimuthu - 2018
I analyze the impact of changes to collateral value on borrowers' default decision on auto loans using two types of natural experiments in Sri Lanka. Changes in vehicle import tax rates and loan-to-value ratio caps on auto loans generated plausibly exogenous variation in the resale value of...
Persistent link: https://www.econbiz.de/10012914206
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Collateral Value and Strategic Default : Evidence From Auto Loans
Ratnadiwakara, Dimuthu - 2018
I analyze the impact of changes to collateral value on borrowers' default decision on auto loans using two types of natural experiments in Sri Lanka. Changes in vehicle import tax rates and loan-to-value ratio caps on auto loans generated plausibly exogenous variation in the resale value of...
Persistent link: https://www.econbiz.de/10012918349