Review of Financial Studies · 1995 · 413 citations · 21 references
BusinessEconomicsFinanceFinancial EconomicsReal Estate EconomicsReal Estate FinanceAsset Pricing EmpiricsAsset Return ModelingMortgage LendingMortgage MarketsMortgage TransactionsMortgage-backed SecuritiesMortgage Loan PricingMortgage Prepayment ModelsMortgage Prepayment RiskMortgage ValuationPrepayment Risk ModelingPrepayment TermsPricing Of Mortgage-backed SecuritiesRefinancing Valuation
Journal Article Rational Prepayment and the Valuation of Mortgage-Backed Securities Get access Richard Stanton Richard Stanton University of California, Berkeley Address correspondence to Richard Stanton, Haas School of Business, University of California, Berkeley, 350 Barrows Hall, Berkeley, CA 94720. Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 8, Issue 3, July 1995, Pages 677–708, https://doi.org/10.1093/rfs/8.3.677 Published: 28 May 2015
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