9
Views
0
CrossRef citations to date
0
Altmetric
Research Articles

Prepayment Risk of Public Housing Mortgages

&
Pages 251-264 | Published online: 18 Jun 2020

  • Abrahams, S. W., The New View in Mortgage Prepayments: Insight from Analysis at the Loan-by-Loan Level, Journal of Fixed Income, 1997, June, 8-12. The New View in Mortgage Prepayments: Insight from Analysis at the Loan-by-Loan Level Journal of Fixed Income 8 12
  • Archer, W. R., D. Ling and G. McGill, The Effect of Income and Collateral Constraints on Residential Mortgage Termination, Regional Science and Urban Economics, 1996, 26, 235-61. The Effect of Income and Collateral Constraints on Residential Mortgage Termination Regional Science and Urban Economics 26 235 61
  • Brennan, M. J. and E. S. Schwartz, Determinants of GNMA Mortgage Prices, Journal of American Real Estate and Urban Economics Association, 1985, 13, 209-28. Determinants of GNMA Mortgage Prices Journal of American Real Estate and Urban Economics Association 13 209 28
  • Buser, S. A. and P. H. Hendershott, Pricing Default Free Mortgages, Housing Finance Review, 1984, 3, 404-29. Pricing Default Free Mortgages Housing Finance Review 3 404 29
  • Canner, G. B. and C. A. Luckett, Mortgage Refinancing, Federal Reserve Bulletin, 1990, 76:8, 604-12. Mortgage Refinancing Federal Reserve Bulletin 76 604 12
  • Y. F. Chow, C. Huang and L. Ming, Valuation of Adjustable Rate Mortgages with Automatic Stretching Maturity, Journal of Banking and Finance, 2000, 24, 1809-29. Valuation of Adjustable Rate Mortgages with Automatic Stretching Maturity Journal of Banking and Finance 24 1809 29
  • Cunningham, D. F. and C. A. Capone, The Relative Termination Experience of Adjustable to Fixed Rate Loans, Journal of Finance, 1990, 45:5, 1687-1703. The Relative Termination Experience of Adjustable to Fixed Rate Loans Journal of Finance 45 1687 1703
  • Curley, A. J. and J. M. Guttentag, The Yield on Insured Residential Mortgages, Explorations in Economic Research, National Bureau of Economic Research, 1974, 1, 114-61. The Yield on Insured Residential Mortgages Explorations in Economic Research
  • Deng, Y. H., Mortgage Termination: An Empirical hazard Model with a Stochastic Term Structure, Journal of Real Estate Finance and Economics, 1997, 14:3, 310-31. Mortgage Termination: An Empirical hazard Model with a Stochastic Term Structure Journal of Real Estate Finance and Economics 14 310 31
  • Dickenson, A. and A. J. Heuson, A Generalized Approach to Mortgage Refinancing, Unpublished working paper, University of Miami, 1992.
  • Dickenson, A. and A. J. Heuson, Mortgage Prepayments: Past and Present, Journal of Real Estate Literature, 1994, 2, 11-33. Mortgage Prepayments: Past and Present Journal of Real Estate Literature 2 11 33
  • Dunn, K. B. and J. J. McConnel, Valuation of GNMA Mortgage, Journal of Finance, 1981, 6:3, 599-616. Valuation of GNMA Mortgage Journal of Finance 6 599 616
  • Giliberto, S. M. and T. G. Thibodeau, Modeling Conventional Mortgage Refinancings, Journal of Real Estate Finance and Economics, 1989, 285-99. Modeling Conventional Mortgage Refinancings Journal of Real Estate Finance and Economics 285 99
  • Green, J. and J. B. Shoven, The Effects of Interest Rates on Mortgage Prepayments, Journal of Money, Credit and Banking, 1986, 18, 41-59. The Effects of Interest Rates on Mortgage Prepayments Journal of Money, Credit and Banking 18 41 59
  • Hakim, S. R., Autonomous and Financial Mortgage Prepayment, Journal of Real Estate Research, 1994, 13:1, 1-16. Autonomous and Financial Mortgage Prepayment Journal of Real Estate Research 13 1 16
  • Harding, J. P., Rational Mortgage Valuation with Heterogeneous Borrowers, Working paper, University of California at Berkeley, 1994.
  • HDB Annual Report, 1998/1999.
  • Hendershott, P. H., J. D. Shilling and K. E. Villani, Measurement of Spread between Yields on Various Mortgage Contracts and Treasury Securities, Journal of the American Real Estate and Urban Economics Association, 1983, 11:4, 476-90. Measurement of Spread between Yields on Various Mortgage Contracts and Treasury Securities Journal of the American Real Estate and Urban Economics Association 11 476 90
  • Kau, J. B., D. C. Keenan, W. J. Muller, II and J. F. Epperson, A Generalised Valuation Model For Fixed Rate Residential Mortgages, Journal of Money, Credit and Banking, 24, 1992, 279-99. A Generalised Valuation Model For Fixed Rate Residential Mortgages Journal of Money, Credit and Banking 24 279 99
  • Kau, J. B., D. C. Keenan, W. J. Muller, II and J. F. Epperson, The Valuation of Origination of Fixed Rate Mortgage with Default and Prepayment, Journal of Real Estate Finance and Economics, 1995, 11:1, 5-36. The Valuation of Origination of Fixed Rate Mortgage with Default and Prepayment Journal of Real Estate Finance and Economics 11 5 36
  • LaCour-Little, M., Another Look at the Role of Borrower Characteristics in Predicting Mortgage prepayments, Journal of Housing Research, 1999, 10:1, 45-60. Another Look at the Role of Borrower Characteristics in Predicting Mortgage prepayments Journal of Housing Research 10 45 60
  • Milonas, N. T., The Prepayment Option in the GNMA Treasury Bond Spread, Housing Finance Review, 1987, 6:14, 261-78. The Prepayment Option in the GNMA Treasury Bond Spread Housing Finance Review 6 261 78
  • Mindset Change Key to Future, Business Times, April 4, 2000, 4. Business Times
  • Ong, S. E., Prepayment Risk and Holding Period for Residential Mortgages in Singapore, Journal of Property Investment & Finance, 2000, 18:6, 586-601. Prepayment Risk and Holding Period for Residential Mortgages in Singapore Journal of Property Investment & Finance 18 586 601
  • Ong, S. E., D. Thang and C. Maxam, Mortgagor Motivations in Prepayments for Adjustable Rate Mortgages, Review of Urban and Regional Development Studies, 2002, 14:2, 97-116. Mortgagor Motivations in Prepayments for Adjustable Rate Mortgages Review of Urban and Regional Development Studies 14 97 116
  • Ong, S. E. and T. F. Sing, Price Discovery between Private and Public Housing Markets, Urban Studies, 2002, 34:11, 57-67. Price Discovery between Private and Public Housing Markets Urban Studies 34 57 67
  • Peters, H. F., S. M. Pinkus and D. J. Askin, Figuring the Odds: A Model of Mortgage Prepayments, Secondary Mortgage Markets, 1984, 19-23. Figuring the Odds: A Model of Mortgage Prepayments Secondary Mortgage Markets
  • Phillips, R. A., E. Rosenblatt and J. H. Vanderhoff, The Probability of Fixed- and Adjustable-Rate Mortgage Termination, Journal of Real Estate Finance and Economics, 1996, 13, 95-104. The Probability of Fixed- and Adjustable-Rate Mortgage Termination Journal of Real Estate Finance and Economics 13 95 104
  • Quigley, J. M., Interest Rate Variation, Mortgage Prepayments and Household Mobility, Review of Economics and Statistics, 1987, 69:4, 636-43. Interest Rate Variation, Mortgage Prepayments and Household Mobility Review of Economics and Statistics 69 636 43
  • Quigley, J. M. and R. Van Order, Explicit Tests of Contingent Claims Model of Mortgage Default, Journal of Real Estate Finance and Economics, 1995, 11:2, 99-117. Explicit Tests of Contingent Claims Model of Mortgage Default Journal of Real Estate Finance and Economics 11 99 117
  • Rashiwala, K., Government Changes Property Financing Rules, Business Times, 2002.
  • Y, Tu., The Impacts of Public Dwellings on the Private Housing Prices: Singapore Experiences, Working paper, National University of Singapore, 2002.
  • Vanderhoff, J., Adjustable and Fixed Rate Mortgage Termination Option Values and Local Market Condition: An Empirical Analysis, Journal of Real Estate Economics, 1996, 24:3, 379-406. Adjustable and Fixed Rate Mortgage Termination Option Values and Local Market Condition: An Empirical Analysis Journal of Real Estate Economics 24 379 406
  • Wong, W. K., HDB Mortgage-backed Issue a Boost for Securitization Market, Business Times, August 15, 1998, 9. HDB Mortgage-backed Issue a Boost for Securitization Market Business Times
  • Zorn, P. M. and H. J. Lea, Mortgage Borrower Repayment Behavior: A Microeconomic Analysis with Canadian Adjustable Rate Mortgage Data, Journal of the American Real Estate and Urban Economics Association, 1989, 17:1, 118-36. Mortgage Borrower Repayment Behavior: A Microeconomic Analysis with Canadian Adjustable Rate Mortgage Data Journal of the American Real Estate and Urban Economics Association 17 118 36

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.