An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects

James Kau (), Donald Keenan and Xiaowei Li ()

The Journal of Real Estate Finance and Economics, 2011, vol. 42, issue 1, 67 pages

Keywords: Mortgage termination; MSA; Shared-frailty effect (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11146-009-9179-x

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The Journal of Real Estate Finance and Economics is currently edited by Steven R. Grenadier, James B. Kau and C.F. Sirmans

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