Explicit Tests of Contingent Claims Models of Mortgage Defaults

John Quigley

Department of Economics, Working Paper Series from Department of Economics, Institute for Business and Economic Research, UC Berkeley

Keywords: contingent claims; homeowner equity; mortgage default; options models; Social and Behavioral Sciences; Business (search for similar items in EconPapers)
Date: 1993-11-01
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Related works:
Journal Article: Explicit Tests of Contingent Claims Models of Mortgage Default (1995)
Working Paper: Explicit Tests of Contingent Claims Models of Mortgage Defaults (1993)
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