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Modelling the non-linear effects on loan-level prepayment rates: evidence from adjustable-rate equity loans - MaRDI portal

Modelling the non-linear effects on loan-level prepayment rates: evidence from adjustable-rate equity loans (Q3182885)

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Modelling the non-linear effects on loan-level prepayment rates: evidence from adjustable-rate equity loans
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    Modelling the non-linear effects on loan-level prepayment rates: evidence from adjustable-rate equity loans (English)
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    16 October 2009
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    prepayment
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    adjustable-rate home equity loans
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    curtailment
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    generalized
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    additive model
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    B-splines
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