Reference health

Explicit tests of contingent claims models of mortgage default

https://doi.org/10.1007/bf01098656
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14/14 checkable references clean · checked 2026-09-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 14 checked references that resolve
resolves10.1111/1540-6229.00556
New Evidence on Home Prices from Freddie Mac Repeat Sales
resolves10.1086/260062
The Pricing of Options and Corporate Liabilities
resolves10.1111/1540-6229.00351
Determinants of GNMA Mortgage Prices
resolves10.1111/j.1540-6261.1983.tb03841.x
The Determinants of Default on Insured Conventional Residential Mortgage Loans
resolves10.2307/1911241
An Intertemporal General Equilibrium Model of Asset Prices
resolves10.2307/2328000
An Empirical Analysis of the Pricing of Mortgage-Backed Securities
resolves10.1111/1540-6229.00355
FHA Terminations: A Prelude to Rational Mortgage Pricing
resolves10.2307/1992319
The Effects of Interest Rates on Mortgage Prepayments
resolves10.2307/1992718
A Generalized Valuation Model for Fixed-Rate Residential Mortgages
resolves10.1006/juec.1994.1017
Default Probabilities for Mortgages
resolves10.1111/1540-6229.00616
Loan Loss Severity and Optimal Mortgage Default
resolves10.2307/1935958
Interest Rate Variations, Mortgage Prepayments and Household Mobility
resolves10.1111/1540-6229.00520
Efficiency in the Mortgage Market: The Borrower's Perspective
resolves10.1016/0047-2727(91)90019-X
Defaults on mortgage obligations and capital requirements for U.S. savings institutions
The 9 references without a DOI — listed, not checked
no DOI — not checkedBuser, S.A., and P. Hendershott. (1984). ?Pricing Default Free Mortgages,?Housing Finance Review 3, 373?392.
no DOI — not checkedCase, Karl E. and Robert J. Shiller. (1987). ?Prices of Single-Family Homes Since 1970: New Indexes for Four Cities,?New England Economic Review, Sept./Oct., 45?56.
no DOI — not checkedClauretie, T., and T.N. Herzog. (1989). ?How State Laws Affect Foreclosure Costs,?Secondary Mortgage Markets 6, Spring, 25?28.
no DOI — not checkedCunningham, D., and Patric Hendershott. (1984). ?Pricing, FHA Default Insurance,?Housing Finance Review 3:4, 342?373.
no DOI — not checkedDeng, Yangheng, John M. Quigley, and Robert Van Order. (1995). ?Mortgage Defaults,?Center for Real Estate and Urban Economics, Working Paper 95-230, University of California, Berkeley.
no DOI — not checkedJones, Lawrence D. (1991). ?Deficiency Judgments and the Exercise of the Default Option in Home Mortgage Loans,? Faculty of Commerce and Business Administration, University of British Columbia, June, mimeo.
no DOI — not checkedKalbfleisch, J.D., and R.L. Prentice. (1980).The Statistical Analysis of Failure Time Data. New York: John Wiley and Sons.
no DOI — not checkedQuigley, John M., and Robert Van Order. (1992). ?More on the Efficiency of the Market for Single Family Homes: Default,? Center for Real Estate and Urban Economics, Working paper 92-210, University of California, Berkeley.
no DOI — not checkedSmith, Clifford W. (1976). ?Option Pricing,?Journal of Financial Economics 3, 616?621.
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