Residential Mortgage Default: A Review of the Literature*

[1]  George M. von Furstenberg,et al.  Default risk on FHA-insured home mortgages as a function of the terms of financing : a quantitative analysis , 1969 .

[2]  Donald C. Keenan,et al.  Default Probabilities for Mortgages , 1994 .

[3]  J. Jackson,et al.  Default Risk on Home Mortgage Loans: A Test of Competing Hypotheses , 1980 .

[4]  D. McFadden.  Conditional logit analysis of qualitative choice behavior , 1972 .

[5]  J. Beránek,et al.  Default Risk in Urban Mortgages: A Pittsburgh Prototype Analysis , 1974 .

[6]  J. Quigley.  Interest Rate Variations, Mortgage Prepayments and Household Mobility , 1987 .

[7]  Jerry R. Green,et al.  The Effects of Interest Rates on Mortgage Prepayments , 1983 .

[8]  John M. Quigley,et al.  Defaults on mortgage obligations and capital requirements for U.S. savings institutions: A policy perspective , 1991 .

[9]  Charles A. Capone,et al.  The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages , 1990 .

[10]  J. Quigley,et al.  More on the Efficiency of the Market for Single Family Homes: Default , 1992 .

[11]  Richard L. Sandor,et al.  The Determinants of Mortgage Risk Premiums: A Case Study of the Portfolio of a Savings and Loan Association , 1975 .

[12]  Kerry D. Vandell.  DEFAULT RISK UNDER ALTERNATIVE MORTGAGE INSTRUMENTS , 1978 .

[13]  G. M. Furstenberg.  The Investment Quality of Home Mortgages , 1970 .

[14]  Terrence M. Clauretie.  The Impact of Interstate Foreclosure Cost Differences and the Value of Mortgages on Default Rates , 1987 .

[15]  Kerry D. Vandell,et al.  Estimation of Mortgage Defaults Using Disaggregate Loan History Data , 1985 .

[16]  Allen F. Jung.  TERMS ON CONVENTIONAL MORTGAGE LOANS ON EXISTING HOUSES , 1962 .

[17]  A. N. Page.  The Variation of Mortgage Interest Rates , 1964 .

[18]  T. G. Morton.  A Discriminant Function Analysis of Residential Mortgage Delinquency and Foreclosure , 1975 .

[19]  Robert A. Simons.  Borrower net equity as a decision variable in industrial mortgage default : the experience of subsidized borrowers in New York State , 1990 .

[20]  S. Giliberto,et al.  Relocation Opportunities and Mortgage Default , 1989 .

[21]  Donald C. Keenan,et al.  Pricing Default Risk in Mortgages , 1985 .

[22]  Bruce G. Webb.  Borrower Risk under Alternative Mortgage Instruments , 1982 .

[23]  M. Lea,et al.  Mortgage Borrower Repayment Behavior: A Microeconomic Analysis with Canadian Adjustable Rate Mortgage Data , 1989 .

[24]  John P. Herzog,et al.  Home mortgage delinquency and foreclosure , 1970 .