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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Schwartz, E. S.、Torous, W. N.(1989)。Prepayment and the Valuation of Mortgage Backed Securities。The Journal of Finance,44(2),375-392。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Dunn, Kenneth B.、McConnell, John J.(1981)。Valuation of GNMA Mortgage-Backed Securities。The Journal of Finance,36(3),599-616。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 延伸查詢![new window](/gs32/images/newin.png) |
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。 延伸查詢![new window](/gs32/images/newin.png) |
14. | Foster, Chester、Van Order, Robert(1984)。An Option-Based Model of Mortgage Default。Housing Finance Review,3(4),351-372。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 延伸查詢![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Vendell, K. D.、Thibodeau, T.(1985)。Estimation of Mortgage Default Using Disaggregate Loan History Data。AREUEA Journal,15(3),292-317。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |