Residential mortgage lending and borrower risk: the relationship between mortgage spreads and individual characteristics

RC Chiang, YF Chow, M Liu - The Journal of Real Estate Finance and …, 2002 - Springer
The mortgage banking environment in Hong Kong is quite different from that in the United
States. For example, the secondary mortgage market and mortgage insurance only started …

Contributions of The Journal of Fixed Income to MBS Analysis.

FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
Over the past 31 years, The Journal of Fixed Income has published articles that were
primers about the structure and risk characteristics for the growing number of complex …

Valuation of adjustable rate mortgages with automatic stretching maturity

YF Chow, C Huang, M Liu - Journal of banking & finance, 2000 - Elsevier
In Hong Kong, 35% of residential mortgage loans are adjustable rate mortgages with
variable tenor (VRT). That is, with a change in interest rates, the loan adjusts its maturity and …

The value of the variable tenor mortgage feature in Hong Kong

YF Chow, M Liu - Pacific-Basin Finance Journal, 2003 - Elsevier
A significant portion of residential mortgages in Hong Kong is adjustable-rate mortgages
with variable maturities. A key feature of this type of mortgage is that the maturity and the …

[CITATION][C] dDIRECTO PACIFIC-BASIN FINANCE

YF Chow, M Liu - PACIFIC-BASIN FINANCE JOURNAL, 2003