Special Issue(Vol. 23 # 2) Mortgage Modeling

Guest Editor: Charles A. Capone, Jr.

• Introduction
  Charles A. Capone, Jr.
• Applied Non-Parametric Regression Techniques: Estimating Prepayments on Fixed Rate Mortgage-Backed Securities
  Clark L. Maxam and Michael LaCour-Little
• Housing Price Cycles and Prepayment Rates of U.S. Mortgage Pools
  Joe Mattey and Nancy Wallace
• Competing Risks of Mortgage Termination: Who Refinances, Who Moves, and Who Defaults?
  Andrey D. Pavlov
• Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure
  Brent W. Ambrose, Charles A. Capone, Jr. and Yongheng Deng
• Time-Varying Mortgage Prepayment Penalties
  Austin Kelly and V. Carlos Slawson, Jr.