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- W2116770544 abstract "This paper is an investigation of Australian mortgage loan prepayment from a modelling perspective. A prepayment model for loans of mortgage- backed securities is developed specifically for the Australian mortgage market, and then empirically tested using (Reuters) Australian mortgage-backed security data. The model has origins in the fixed-rate loan prepayment models of the United States, but is designed and developed to take into account the Australian mortgage market structure. The model proves very successful when tested empirically." @default.
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- W2116770544 date "2010-04-01" @default.
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- W2116770544 title "A fixed-rate loan prepayment model for Australian mortgages" @default.
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- W2116770544 doi "https://doi.org/10.1177/0312896209358261" @default.
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