The Journal of Real Estate Finance and Economics
Volume 23, Issue 3, Article 2 (Abstract)
Title: A New Spin on the Jumbo/Conforming Loan Rate Differential
Author: Brent W. Ambrose, Richard Buttimer and Thomas Thibodeau
Abstract: This paper uses house-price transaction data to estimate volatility in house prices. The volatility parameter is an input into a mortgage-pricing model that is used to simulate the contract interest rate that balances the mortgage contract. By segmenting the house-price transactions into high- and low-valued homes, we are able to estimate a theoretical jumbo/conforming loan rate differential. Simulation results demonstrate that the differences in volatility between high- and low-priced homes can produce a contract loan rate differential, holding all else constant. The paper also presents a discussion of the problems inherent to estimating volatilities from assets with infrequent trades and long holding periods.
Keywords: Mortgages; Government Sponsored Enterprises; Mortgage Rate Spreads; House Price Volatility