An empirical test of a two-factor mortgage valuation model
Subtitle: how much do house prices matter?
By: Chris Downing, Richard Stanton and Nancy Wallace.
Contributors: Stanton, Richard.; Wallace, Nancy, 1954-; Board of Governors of the Federal Reserve System (U.S.)
Series: Finance and economics discussion series ;; 2003-42; Finance and economics discussion series (Online) ;; 2003-42.
Publisher: Federal Reserve Board
Published: 2003
Place of publication: Washington, D.C
Language: eng
Format: Electronic resource
Subjects: Mortgage-backed securities -- Econometric models.; Prepayment of debts -- Econometric models.; Default -- Econometric models.
Notes: Also available in print.
Title from title screen as viewed on November 13, 2003.