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題名：建構房貸提前償還預測模型之研究
書刊名：臺灣銀行季刊
作者：李沃牆 引用關係／彭敏瑜
出版日期：2007
卷期：58:3
頁次：頁1-32
主題關鍵詞：房貸；提前償還；放款
原始連結：連回原系統網址new window
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  • 共同引用共同引用:15
  • 點閱點閱:10
期刊論文
1.LaCour-Little, M.(1999)。Another Look at the Role of Borrower Characteristics in Predicting Mortgage Prepayments。Journal of Housing Research，10(1)，45-60。  new window
2.Ambrose, B. W.、LaCour-Little, M.(2001)。Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence。Real Estate Economics，29(2)，305-327。  new window
3.Campbell, T. S.、Dietrich, J. K.(1983)。The Determinants of Default on Insured Conventional Residential Mortgage Loans。Journal of Finance，38(5)，1569-1581。  new window
4.Kau, J. B.、Keenan, D. C.、Muller, W. J. III、Epperson, J. F.(1993)。Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages。Journal of Business，66(4)，595-618。  new window
5.Quingley, John M.(1987)。Interest Rate Variations, Mortgage Prepayments and Household Mobility。The Review of Economics and Statistics，69(4)，636-643。  new window
6.羅靖霖、陳俊佑(20050900)。評等制度的效力驗證。貨幣觀測與信用評等，55，100-111。  延伸查詢new window
7.Torous, Walter N.、Schwartz, Eduardo S.(1992)。Prepayment, Default, and the Valuation of Mortgage Pass-through Securities。Journal of Business，65(2)，221-239。  new window
8.李桐豪、呂美慧(20000900)。金融機構房貸客戶授信評量模式分析--Logistic迴歸之應用。臺灣金融財務季刊，1(1)，1-20。new window  延伸查詢new window
9.Green, Jerry、Shoven, John B.(1986)。The Effects of Interest Rates on Mortgage Prepayments。The Journal of Money, Credit, and Banking，18(1)，41-59。  new window
10.Lawrence, Edward C.、Smith, L. Douglas、Rhoades, Malcolm(1992)。An Analysis of Default Risk in Mobile Home Credit。Journal of Banking & Finance，16(2)，299-312。  new window
11.施孟隆、游清芳、李佳珍(19991000)。Logit模式應用於信用卡信用風險審核系統之研究--以國內某銀行信用卡中心為例。金融財務，4，85-104。  延伸查詢new window
12.Giliberto, S. M.、Thibodeau, Thomas G.(1989)。Modeling Conventional Residential Mortgage Refinances。The Journal of Real Estate Finance and Economics，2(4)，285-299。  new window
13.McConnell, J. J.、Singh, M.(1994)。Rational Prepayments and the Valuation of Collateralized Mortgage Obligations。The Journal of Finance，49(3)，891-921。  new window
14.Schwartz, E. S.、Torous, W. N.(1989)。Prepayment and the Valuation of Mortgage Backed Securities。The Journal of Finance，44(2)，375-392。  new window
15.Navratil, Frank J.(1985)。The Estimation of Mortgage Prepayment Rates。Journal of Financial Research，8(2)，107-117。  new window
16.Barry, C. B.、Brown, S. J.(1984)。Differential information and the small firm effect。Journal of Financial Economics，13(2)，283-294。  new window
17.Hall, Arden R.(1985)。Valuing the Mortgage Borrower's Prepayment Option。Journal of the American Real Estate and Urban Economics，13(3)，229-247。  new window
18.Ciochetti, B. A.、Yongheng, D.、Gao, B.、Yao, R.(2002)。The Termination of Commercial Mortgage Contracts through Prepayment and Default: A Proportional Hazard Approach with Competing Risks。Real Estate Economics，30，595-633。  new window
19.Carlson, S. J.、Singh, N.(1999)。Mortgage Refinancing。Secondary Mortgage Markets，4，11-15。  new window
20.Chinloy, P.(1995)。Public and Conventional Mortgages and Mortgage-Backed Securities。Journal of Housing Research，6(2)，173-196。  new window
21.Davidson, A. S.、Herskovitz, M. D.、Van Drunen, L. D.(1988)。The Refinancing Threshold Pricing Model : An Economic Approach to Valuing MBS。Journal of Real Estate Finance and Economics，1，117-130。  new window
22.Dunn, K. B.、McConnell, J. J.(1981)。A Comparison of Alterative Model for Pricing GNMA Mortgage-Backed Securities。The Journal of Finance，36(2)，471-487。  new window
23.Foster, C.、Order, R. V.(1984)。An Opiton-Based Model of Mortgage Default。Housing Finance Review，3(4)，351-372。  new window
24.Harding, J.P.、Sirmans, C. F.(1997)。Commercial Mortgage-Backed Securities: An Introduction For Professional Investors。Real Estate Finance，14(1)，43-51。  new window
25.Hawley, D. D.、Johnson, J. D.、Raina, D.(1990)。Artificial Neural System: A New Tool for Financial Decision-Making。Financial Analysts Journal，46(6)，63-72。  new window
26.Hsu, H.(1996)。The Valuation of CBOT Mortgage-Backed Options。Journal of Financial Studies，4(1)，83-114。  new window
27.Harding, J. P.、Sirmans, C. F.(1997)。Commercial Mortgage-Backed Securites: An Introduction for Professional Investors。Real Estate Finance，14(1)，43-51。  new window
28.Kau, J. B.、Keenan, D. C.、Muller, W. J. III、Epperson, J. F.(1990)。Pricing Commercial Mortgage and Their Mortgage-Backed Securities。Journal of Real Estate Finance and Economics，3(4)，333-356。  new window
29.Leung, W. K.、Sirmans, C. F.(1990)。A Lattice Approach to Pricing Fixed-Rate Mortgages with Default and Prepayment Option。AREUEA Journal，18(1)，91-104。  new window
30.McConnel, J. J.、Singh, M. K.(1993)。Valuation and Analysis of Valuation of Collateralized Mortgage Obligations。Management Science，39(6)，692-708。  new window
31.Medsker, L.、Turban, E.、Trippi, R.(1993)。Neural Network Fundamentals for Financial Analysts。The Journal of Investing，2(1)，59-68。  new window
32.Myers, S. C.、Majluf, N. S.(1984)。Corporate Financing and In- vestment Decisions when Firms have Information that Investors do not have。Journal of Financial Economics，13(2)，187-221。  new window
33.Rumelhart, D. E.、Williams, R. J.、Hinton, G. E.(1986)。Learning Representations by Back-Propagat ing Errors。Nature，323，533-536。  new window
34.Sirmans, C. F.、Benjamin, J. D.(1990)。Pricing Fixed Rate Mortgage: Some Empirical Evidence。Journal of Financial Services Research，4(3)，191-202。  new window
35.Smith, L. D.、Sanchez, S. M.、Lawrence, E. C.(1996)。A Comprehensive Model for Managing Credit Risk on Home Mortgage Porfolios。Decision Sciences，27(2)，291-317。  new window
36.Kau, J. B.、Keenan, D. C.、Muller, Walter J. III、Epperson, J. F.(1992)。A Generalized Valuation Model for Fixed-Rate Residential Mortgages。Journal of Money, Credit and Banking，24(3)，279-299。  new window
37.McCulloch, W. S.、Pitts, W.(1943)。A Logical Calculus of the Ideas Immanent in Nervous Activity。Bulletin of Mathematical Biophysics，5(4)，115-133。  new window
38.Zhang, Guo-Qiang、Hu, Michael Y.、Patuwo, B. Eddy、Indro, Daniel C.(1999)。Artificial Neural Networks in Bankruptcy Prediction: General Framework and Cross-validation Analysis。European Journal of Operational Research，116(1)，16-32。  new window
39.Bartholomew, L.、Berk, Jonathan、Roll, R.(1988)。Mortgage Securities Research Adjustable Rate Mortgages: Prepayment Behavior。Housing Finance Review，7，31-46。  new window
40.Dickinson, A.、Heuson, A. J.(1994)。Mortgage Prepayments: Past and Present。Journal of Real Estate Literature，2(1)，11-33。  new window
41.Austin, K.(1995)。Racial and Ethnic Disparities in Mortgage Prepayment。Journal of Housing Economics，4，350-372。  new window
42.Peter, H. F.、Pinkus, S. M.、Askin, D. J.(1984)。Figuring the Odds: A Model of Mortgage Prepayments。Secondary Mortgage Markets，19-23。  new window
43.Phillips, R. A.、Rosenblatt, E.、Vanderhoff, J. H.(1996)。The Probability of Fixed-Rate and Adjustable-Rate Mortgage Termination。The Journal of Real Estate Finance and Economics，3(4)，95-104。  new window
44.Zorn, P. M.、Lea, M. J.(1989)。Mortgage Borrower Repayment Behavior: A Microeconomics Analysis with Canadian Adjustable Rate Mortgage Data。AREUEA Journal，17(1)，118-136。  new window
45.Hilliard, E. J.、Kau, J. B.、Slawson, C.、Slawson, V. C.、Hilliard, J. E.(1998)。Valuing Prepayment and Default in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique。Real Estate Economics，26(3)，431-468。  new window
46.Archer, W. R.、Ling, D. C.(1993)。Pricing Mortgage-Backed Securities: Integrating Optimal Call and Empirical Models of Prepayment。Journal of the American Real Estate and Urban Economics Association，21(4)，373-404。  new window
47.Curley, A. J.、Guttentag, J. M.(1974)。The Yield on Insured Residential Mortgages。Explorations in Economic Research，11(1)，114-161。  new window
48.Muller, W. J.、Keenan, D. C.、Kau, J. B.、Epperson, J. E.(1990)。The Valuation and Analysis of Adjustable Rate Mortgages。Management Science，36(12)，1417-1431。  new window
會議論文
1.劉展宏(2002)。我國購屋貸款提前清償機率之研究。2002年中華民國住宅學會第十一屆年會，46-60。  延伸查詢new window
2.沈大白、張大成、楊佳寧、陳漢沖(2003)。金融業風險管理實證研究論文集。台北：數位財經公司：台灣經濟新報社。  延伸查詢new window
3.劉展宏、張金鶚(1999)。一般購屋貸款與首次購屋貸款提前清償之比較研究。1999年中華民國住宅學會第八屆年會。  延伸查詢new window
學位論文
1.陳寶清(2004)。新巴賽爾資本協定對本國銀行授信業務之影響研究以--T銀行為例(碩士論文)。長榮大學。  延伸查詢new window
2.黃文啟(2002)。以LOGIT模型研究借款人特性與不動產抵押貸款提前償還之關係(碩士論文)。國立政治大學。  延伸查詢new window
3.程博平(2003)。影響企業提前償還率因素之探討(碩士論文)。中國文化大學。  延伸查詢new window
4.郭姿伶(2000)。住宅貸款之提前清償與逾期還款(碩士論文)。國立中正大學。  延伸查詢new window
5.范志仁(2001)。住宅抵押貸款之債權證券化評價--二因子之Hull-White模型(碩士論文)。高雄第一科技大學。  延伸查詢new window
6.廖柏媛(2001)。不動產抵押貸款證券化之分析與評價(碩士論文)。國立政治大學。  延伸查詢new window
7.李桂榮(2003)。自用住宅購屋貸款特性與逾期還款關係之研究(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
8.黃建智(2004)。以卜瓦松迴歸方法探討房屋抵押貸款提前清償及違約決策(碩士論文)。國立政治大學。  延伸查詢new window
9.施恩(1994)。房屋貸款還款速度之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
10.陸文傑(2000)。抵押貸款證券之評價--ImpliedPrepayment之應用(碩士論文)。國立臺灣大學。  延伸查詢new window
11.盧嘉梧(1995)。房屋抵押貸款評價之選擇權分析(碩士論文)。國立中央大學。  延伸查詢new window
12.盧俊益(2003)。以SOM應用於壽險業不動產抵押貸款風險之研究(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
13.何澤蘭(1999)。台灣不動產抵押債權證券化之推行及評價(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.Hartigan, J. A.(1975)。Clustering algorithms。New York, NY：John Wiley & Sons。  new window
2.Brueggeman, W. B.、Fisher, J. D.(1997)。Real Estate Finance and Investments。Richard D. Irwin, Inc.。  new window
3.Gujarati, Damodar N.(1995)。Basic Econometrics。McGraw-Hill, Inc.。  new window
4.Hastie, T.、Friedman, J.、Tibshirani, R.(2001)。The Element of Statistical Learning。New York：Springer-Verlag。  new window
5.Skapura, D. M.(1995)。Building Neural Networks。Addison-Wesley Publishing Company。  new window
6.Van Deventer, D. R.、Imai, K.(2003)。Risk Models and the Basel Accords。John Wiley & Sons (Asia) Pte. Ltd.。  new window
7.Basel Committee on Banking Supervision。October 2002: QIS Frequently Asked Questions。  new window
8.Basel Committee on Banking Supervision。October 2002: Quantitative Impact Study 3 Frequently Asked Questions。  new window
9.葉怡成(2003)。類神經網路模式應用與實作。台北：儒林圖書公司。  延伸查詢new window
10.Agresti, Alan(1990)。Categorical Data Analysis。John Wiley & Sons, Inc.。  new window
其他
1.Ambrose, B. W.，Sanders, A. B.(2001)。Commercial Mort-Gage-Backed Securities: Prepayment and Default，http://www.landecon.cam.ac.uk/news/Ambr&Sand2.pdf。  new window
圖書論文
1.Quinlan, J. R.(1983)。Learning Efficient Classification Procedures and Their Application to Chess end Games。Machine Learning: An Artificial Intelligence Approach。Palo Alto, CA：Tioga Press。  new window
 
 
 
 
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