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題名:房屋修繕貸款群組的提前清償率比較--指數迴歸法
書刊名:臺灣金融財務季刊
作者:楊顯爵王昭文劉君德
作者(外文):Yang, Peter Hsien-chuehWang, Chou-wenLiu, Chun-te
出版日期:2006
卷期:7:3
頁次:頁1-33
主題關鍵詞:提前清償率房屋修繕貸款分段指數迴歸清償疲乏Prepayment rateHome equity loanPiecewise exponential regressionBurnout effect
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:7
  • 點閱點閱:14
期刊論文
1.Dunn, K.、McConnell, J.(1981)。Valuation of GNMA Mortgage-Backed Securities。The Journal of Finance,36,599-616。  new window
2.Cox, David R.(1972)。Regression Models and Life-Tables。Journal of the Royal Statistical Society, Series B (Methodological),34(2),187-220。  new window
3.Chinloy, P.(1993)。Elective Mortgage Prepayment: Termination and Curtailment。Journal of the American Real Estate and Urban Economics Association,313-332。  new window
4.Schwartz, E. S.、Torous, W. N.(1989)。Prepayment and the Valuation of Mortgage-Backed Securities。Journal of Finance,44(2),375-392。  new window
5.林左裕(20041200)。A Study on the Termination Behaviors of Residential Mortgages in Taiwan。農業經濟半年刊,76,169-195。new window  new window
圖書
1.Lancaster, T.(1990)。The Econometric Analysis of Transition Data。Cambridge。  new window
2.Fabozzi, F. J.(1998)。Handbook of Structured Financial Products。Pennsylvania:Frank J. Fabozzi Associates。  new window
3.Klein, J. P.、Moeschberger, M. L.(2003)。Survival Analysis Techniques for Censored and Truncated Data。New York, NY:Springer。  new window
4.Clauretie, T. M.、Sirmans, G. Stacy(1996)。Real Estate Finance, Theory and Practice。Upper Saddle River, NJ:Prentice Hall。  new window
其他
1.Brueckner, K. J.(1994)。The Demand for Mortgage Debt : Some Basic Results。  new window
2.Brueckner, K. J.(1997)。Consumption and Investment Motives and the Portfolio Choices of Homeowners。  new window
3.Brennan, M. J.(1985)。Determinants of GNMA Mortgage Prices。  new window
4.Buser S.(1984)。Pricing Default-Free Fixed-Rate Mortgage。  new window
5.Calhoun, C. A.(2002)。A Dynamic Analysis of Fixed- and Adjustable-rate Mortgage Terminations。  new window
6.Che-Chun Lin(2005)。Curtailment as a Mortgage Performance Indicator。  new window
7.Deng, Y.(1997)。Mortgage Termination : An Empirical Hazard Model with a Stochastic Term Structure。  new window
8.Fu, Qiang(1998)。Mortgage Curtailment and its Roles in Mortgage Pricing: Theory and Estimates。  new window
9.Hall, A.(2000)。Controlling for Burnout in Estimating Mortgage Prepayments Models。  new window
10.Hayre, L. S.(2000)。Anatomy of Prepayments。  new window
11.Jegadeesh, N.(2000)。A Non-Parametric Prepayment Model and Valuation of Mortgage-Backed Securities。  new window
12.Ioannides, Y.(1989)。Housing, Other Real Estate, and Wealth Portfolios。  new window
13.Jones, D. L.(1994)。Home Mortgage Debt Financing of Non-housing Investments。  new window
14.Jones, D. L.(1993)。The Demand for Home Mortgage Debt。  new window
15.McCALL, B. P.(1994)。Testing The Proportional Hazards Assumption in The Presence of Unmeasured Heterogeneity。  new window
16.Schwartz, E. S.(1993)。Mortgage Prepayment and Default Decisions: A Poisson Regression Approach。  new window
17.Sueyoshi, G. T.(1995)。A Class of Binary Response Models For Grouped Duration Data。  new window
18.Sugimura, T.(2002)。A Prepayment Model for the Japanese Mortgage Loan Market: Prepayment - Type-Specific Parametric Model Approach。  new window
 
 
 
 
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