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題名:Simplifying the Valuation of Reverse Annuity Mortgages
書刊名:Corporate Management Review
作者:張焯然蔡錦堂林哲群Tsay, Jing-tangLin, Che-chunChang, Jow-ran
作者(外文):Chang, Jow-ranTsay, Jing-tangLin, Che-chun
出版日期:2016
卷期:36:1
頁次:頁97-123
主題關鍵詞:Reverse mortgageAnnuityOption pricing
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(3) 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:3
  • 共同引用共同引用:9
  • 點閱點閱:16
期刊論文
1.Peiser, R. B.、Smith, L. B.(1985)。Home Ownership Returns, Tenure Choice and Inflation。Journal of the American Real Estate and Urban Economics Association,13(4),343-360。  new window
2.Harris, Jack C.(1989)。The effect of Real Rates of Interest on Housing Prices。The Journal of Real Estate Finance and Economics,2(1),47-60。  new window
3.Reichert, Alan K.(1990)。The Impact of Interest Rates, Income and Employment upon Regional Housing Prices。The Journal of Real Estate Finance and Economics,3(4),373-391。  new window
4.張志向、蔡佳靜、黃一祥、黃旭輝(20120600)。Intraday Evidence on Relationships among Great Events, Herding Behavior, and Investors' Sentiments。交大管理學報,32(1),61-106。new window  延伸查詢new window
5.紀麗秋(20130600)。Inter-Industry Financial Contagion and Reorganization Filings。交大管理學報,33(1),37-63。new window  new window
6.紀麗秋(20150600)。Does Banking Relationship Matter in Financial Distress Spillover?。交大管理學報,35(1),73-97。new window  new window
7.Boehm, T. P.、Ehrhardt, M. C.(1994)。Reverse mortgages and interest rate risk。Journal of the American Real Estate and Urban Economics Association,22(2),387-408。  new window
8.Chen, W.(2011)。Market valuation of banks' loan securitizations disclosures。Chiao Da Management Review,31(1),59-92。  new window
9.Lin, C. G.、Chang, C. C.、Yu, M.、Huang, Y. J.(2006)。Valuation of Euro-convertible bonds with embedded options。Journal of Financial Studies,14(3),35-68。  new window
10.Stephen, W.、Li, Y.、Lekkas, V.、Abraham, J.、Calhoun, C.、Kimner, T.(1995)。Conventional mortgage home price index。Journal of Housing Research,6(3),389-418。  new window
11.Tsay, Jing-Tang、Lin, Che-Chun、Prather, Larry J.、Buttimer, Richard J.(2014)。An approximation approach for valuing reverse mortgages。Journal of Housing Economics,25,39-52。  new window
12.Yang, T. T.、Lin, C. C.、Cho, M.(2011)。Collateral risk in residential mortgage defaults。Journal of Real Estate Finance and Economics,42(2),115-142。  new window
13.葉金成、游輝城(20141200)。The Value Relevance of Fair Value Accounting Information during Financial Crisis。交大管理學報,34(2),1-26。new window  new window
14.Buist, H.、Yang, T. T.(1998)。Pricing the competing risks of mortgage default and prepayment in metropolitan economies。Managerial Finance,28(9/10),110-128。  new window
15.Jud, G. Donald、Winkler, Daniel T.(2002)。The Dynamics of Metropolitan Housing Prices。Journal of Real Estate Research,23(1/2),29-46。  new window
16.Kau, J. B.、Keenan, D. C.(1981)。On the Theory of Interest Rates, Consumer Durables, and the Demand for Housing。Journal of Urban Economics,10(2),183-200。  new window
17.Klein, L. S.、Sirmans, C. F.(1994)。Reverse mortgages and prepayment risk。Journal of the American Real Estate and Urban Economics Association,22(2),409-431。  new window
18.Meen, G.(2000)。Housing cycles and efficiency。Scottish Journal of Political Economy,47(2),114-140。  new window
19.Summers, L. H.(1981)。Inflation, the stock market, and owner-occupied housing。American Economic Review, Papers and Proceedings,71(2),429-434。  new window
20.Chan, Kalok C.、Karolyi, George Andrew、Longstaff, Francis A.、Sanders, Anthony B.(1992)。An Empirical Comparison of Alternative Models of the Short-term Interest Rate。Journal of Finance,47(3),1209-1227。  new window
21.Vasicek, Oldrich Alfonso(1977)。An Equilibrium Characterization of the Term Structure。Journal of Financial Economics,5(2),177-188。  new window
 
 
 
 
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