1. Introduction to the Special Issue on Mortgage Modeling

   • Charles A. Capone Jr.

   OriginalPaper Pages: 131 - 137

2. Applied Nonparametric Regression Techniques: Estimating Prepayments on Fixed-Rate Mortgage-Backed Securities

   • Clark L. Maxam
   • Michael LaCour-Little

   OriginalPaper Pages: 139 - 160

3. Housing-Price Cycles and Prepayment Rates of U.S. Mortgage Pools

   • Joe Mattey
   • Nancy Wallace

   OriginalPaper Pages: 161 - 184

4. Competing Risks of Mortgage Termination: Who Refinances, Who Moves, and Who Defaults?

   • Andrey D. Pavlov

   OriginalPaper Pages: 185 - 211

5. Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure

   • Brent W. Ambrose
   • Charles A. Capone Jr.
   • Yongheng Deng

   OriginalPaper Pages: 213 - 234

6. Time-Varying Mortgage Prepayment Penalties

   • Austin Kelly
   • V. Carlos Slawson Jr.

   OriginalPaper Pages: 235 - 254