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Original Articles

Pricing delinquent mortgages

Pages 1313-1317 | Published online: 21 Sep 2009

References

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  • Johnson , K. 2002 . “ Consumer loan securitization ” . In The Impact of Credit Policy on Consumer Credit , Edited by: Durkin , T. and Staten , M. 287 – 306 . Massachusetts : Kluwer .
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  • Sarmiento , C. 2006 . Statistical analysis of municipal bond ratings under spatial correlation . Applied Financial Economics Letters , 2 : 233 – 7 .
  • Sarmiento , C. 2009 . Regime changes in subprime margins under the US housing bubble . Applied Financial Economics , forthcoming
  • White , A. M . 2004 . Risk based mortgage pricing: present and future research . Housing Policy Debate , 15 : 503 – 33 .

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