Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model Ren-Raw ChenLouis Scott OriginalPaper Pages: 143 - 172
Asset-Backed Securitization in Singapore: Value of Embedded Buy-Back Options Tien Foo SingSeow Eng OngC. F. Sirmans OriginalPaper Pages: 173 - 189
Hedging Housing Risk in London Matteo IacovielloFrançois Ortalo-Magné OriginalPaper Pages: 191 - 209
Appraisal Quality and Residential Mortgage Default: Evidence from Alaska Michael LaCour-LittleStephen Malpezzi OriginalPaper Pages: 211 - 233
Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective Kim Hiang Liow OriginalPaper Pages: 235 - 255
News Effects and Structural Shifts in Price Discovery in Hong Kong Gregory M. SchwannK. W. Chau OriginalPaper Pages: 257 - 271