Quantifying the impact of farmer mac prepayment penalties

Brian M. Brinch and Jeffrey Stokes

Agricultural Finance Review, 2001, vol. 61, issue 2, 141-159

Abstract: Keywords: Agricultural mortgage‐backed securities, Credit risk, Dynamic programming, Pathwise simulation, Prepayment risk

Date: 2001
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (text/html)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (application/pdf)
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eme:afrpps:00214800180001121

DOI: 10.1108/00214800180001121

Access Statistics for this article

Agricultural Finance Review is currently edited by Valentina Hartarska and Denis Nadolnyak

More articles in Agricultural Finance Review from Emerald Group Publishing Limited
Bibliographic data for series maintained by Emerald Support ().