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題名:應用競爭風險方法分析不動產抵押貸款債權證券評價之研究
書刊名:臺灣銀行季刊
作者:柯伯昇 引用關係吳政仲
出版日期:2007
卷期:58:3
頁次:頁67-88
主題關鍵詞:不動產抵押貸款債權證券化提前償還利率
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 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:0
  • 共同引用共同引用:5
  • 點閱點閱:3
期刊論文
1.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
2.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
3.Dunn, K. B.、McConnell, J. J.(1981)。A Compare of Alternative Models for Pricing GNMA Mortgage-Back Securities。Journal of Finance,36,471-484。  new window
4.Deng, Y. H.、Quigley, J. M.、Van Order, R.(1996)。Mortgage Default and Low Downpayment Loans: The Costs of Public Subsidy。Regional Science and Urban Economics,26,263-285。  new window
5.Deng, Y. H.(1997)。Mortgage Termination: An Empirical Hazard Model with Stochastic Term Structure。Journal of Real Estate Finance and Economics,14(3),309-331。  new window
6.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
7.Kau, J. B.、Keenan, D. C.、Muller, Walter J. III、Epperson, J. F.(1995)。The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment。The Journal of Real Estate Finance and Economics,11(1),5-39。  new window
8.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
9.Smith, L. D.、Sanchez, S. M.、Lawrence, E. C.(1996)。A Comprehensive Model for Managing Credit Risk on Home Mortgage Portfolios。Decision Sciences,27(2),291-317。  new window
10.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
11.Dunn, Kenneth B.、McConnell, John J.(1981)。Valuation of GNMA Mortgage-Backed Securities。The Journal of Finance,36(3),599-616。  new window
12.儲蓉(20010900)。金融資產證券化之探討。臺灣金融財務季刊,2(3),71-97。new window  延伸查詢new window
13.儲蓉(20011200)。金融資產證券化之探討。臺灣金融財務季刊,2(4),47-62。new window  延伸查詢new window
14.Foster, Chester、Van Order, Robert(1984)。An Option-Based Model of Mortgage Default。Housing Finance Review,3(4),351-372。  new window
15.賀蘭芝(19920600)。臺灣地區金融證券化訂價模型--不動產抵押擔保證券之研究。臺灣銀行季刊,43(2),197-241。new window  延伸查詢new window
16.Kau, J. B.、Keenan, D. C.、Muller, W. J.、Epperson, J. F.(1992)。A Generalized Valuation Model for Fixed-Rate Residential Mortgage。Journal of Money, Credit, and Banking,24(3),279-298。  new window
17.林左裕(19970900)。房貨抵押債權證券化之前瞻--由美國之經驗看臺灣。臺灣土地金融季刊,34(3)=133,95-109。  延伸查詢new window
18.Kau, J. B.、Hilliard, J. E.、Slawson, V. C.(1998)。Valuing Prepaymentand Default in a Fixed-Rate Mortgage: A Binomial Options Pricing Technology。Real Estate Economics,26(3),431-468。  new window
19.Cox, John C.、Ingersoll, Jonathan E. Jr.、Ross, Stephen A.(1985)。A Theory of the Term Structure of Interest Rates。Econometrica,53(2),385-407。  new window
20.Vendell, K. D.、Thibodeau, T.(1985)。Estimation of Mortgage Default Using Disaggregate Loan History Data。AREUEA Journal,15(3),292-317。  new window
21.Zorn, P. M.、Lea, M.(1989)。Mortgage Borrower Repayment Behavior: A Microeconomic Analysis with Canadian Adjustable-Rate Mortgage Data。AREUEA Journal,17(1),118-136。  new window
會議論文
1.劉展宏(2001)。我國一般購屋貸款提前清償之實證分析。2001年中華民國住宅學會第十屆年會,393-415。  延伸查詢new window
2.劉展宏(2002)。我國一般購屋貸款提前清償之實證分析。2002年中華民國住宅學會第十一屆年會,393-415。  延伸查詢new window
學位論文
1.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
2.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
3.林宗漢(2004)。應用存活分析於不動產抵押債權證券評價之研究(碩士論文)。朝陽科技大學。  延伸查詢new window
4.陳詩晴(2002)。台灣票券投資組合風險值之評估(碩士論文)。輔仁大學。  延伸查詢new window
圖書
1.林左裕(2000)。不動產投資管理。臺北:智勝文化事業有限公司。  延伸查詢new window
2.陳文達、李阿乙、廖咸興(2002)。資產證券化理論與實務。台北:智勝文化事業有限公司。  延伸查詢new window
3.黃俊英、林震岩(1993)。SAS精析與實例。台北:華泰書局。  延伸查詢new window
4.林哲群(2005)。住宅抵押貸款證券化。財團法人中華民國證券暨期貨市場發展基金會。  延伸查詢new window
 
 
 
 
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