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Pricing home mortgages and bank collateral: a rational expectations approach - MaRDI portal

Pricing home mortgages and bank collateral: a rational expectations approach

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Publication:1017034

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DOI10.1016/J.JEDC.2006.03.007zbMath1201.91068OpenAlexW2008801404MaRDI QIDQ1017034

M. Shahid Ebrahim, Ike Mathur

Publication date: 18 May 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2006.03.007

zbMATH Keywords

efficient mortgage design and hedging inflation

Mathematics Subject Classification ID

Cites Work

Asset Prices in an Exchange Economy

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