National Tsing Hua University Institutional Repository:Mortgage Curtailment and Default
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 54367/62174 (87%)
造访人次 : 15037237      在线人数 : 56
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTHU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻


    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/62002


    题名: Mortgage Curtailment and Default
    作者: Che-Chun Lin;Ting-Heng Chu;Larry J. Prather;Perry Wang
    教師: 林哲群
    日期: 2004
    出版者: Asian Real Estate Society
    關聯: The 9th AsRES Annual Conference,Asian Real Estate Society, New Delhi, India
    关键词: Mortgage
    Curtailment
    default probabilities
    摘要: We explore the effect of mortgage curtailment payments on subsequent default probabilities. Although curtailment is not popular in western countries, it is the dominant form of prepayment in Asia. Using more than 6 years of mortgage performance records from an Asian bank, we investigate the impact of curtailment payments on mortgage default risk. The results of logistic regressions reveal that the cumulative curtailment is the most significant factor in predicting the future default probabilities of a seasoned mortgage pool. Thus, mortgage modeling for Asian countries should be different from mortgage modeling for western countries.
    URI: http://ideas.repec.org/a/ire/issued/v08n012005p95-109.html
    http://www.asres.org/
    http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/62002
    显示于类别:[計量財務金融學系] 會議論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    index.html0KbHTML992检视/开启


    在NTHUR中所有的資料項目都受到原著作權保護,僅提供學術研究及教育使用,敬請尊重著作權人之權益。若須利用於商業或營利,請先取得著作權人授權。
    若發現本網站收錄之內容有侵害著作權人權益之情事,請權利人通知本網站管理者(smluo@lib.nthu.edu.tw),管理者將立即採取移除該內容等補救措施。

    SFX Query

    與系統管理員聯絡

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回馈