학술저널
This research aims to identify and analyze factors impacting on the prepayment risk involved in MBS(Mortgage-Backed Security). To do so, Some independent variables likely to affect prepayment in MBS and 143-month time series MBS(issued by the Korea Housing Finance Corporation) data from January 2006 to November 2017 are selected and applied to a VAR(Vector Auto-Regression) model using Eviews program. Finally, the results drawn from this study is that new loan interest rate, apartment price, and unemployment rate have significant statistical impact on prepayment risk.
Ⅰ. 서론
Ⅱ. 선행연구 및 이론적 고찰
Ⅲ. 분석모형 및 변수설정
Ⅳ. 실증분석
Ⅴ. 결론
참고문헌
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