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First mortgages, second mortgages, and their default

Kau, James B.; Keenan, Donald C.; Lyubimov, Constantine - In: The journal of real estate finance and economics 48 (2014) 4, pp. 561-588

Persistent link: https://www.econbiz.de/10010422363

Spatial dependence in subprime mortgage defaults

Heinen, Andréas; Kau, James B.; Keenan, Donald C.; … - In: The journal of real estate finance and economics 62 (2021) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10012428374

Asymmetric Information in the Subprime Mortgage Market

Kau, James; Keenan, Donald; Lyubimov, Constantine; … - In: The Journal of Real Estate Finance and Economics 44 (2012) 1, pp. 67-89

Persistent link: https://www.econbiz.de/10010866925

First Mortgages, Second Mortgages, and Their Default

Kau, James; Keenan, Donald; Lyubimov, Constantine - In: The Journal of Real Estate Finance and Economics 48 (2014) 4, pp. 561-588

Using 35,437 pairs of first and second mortgages matched from within a much larger set of subprime mortgages, this paper tracks and describes the tendency for either one of the mortgages to enter default, as well as the tendency for either the one or the other mortgage to ever return to being...

Persistent link: https://www.econbiz.de/10010866997

An unintended consequence of mortgage financing regulation : a racial disparity

Kau, James B.; Fang, Lu; Munneke, Henry J. - In: The journal of real estate finance and economics 59 (2019) 4, pp. 549-588

Persistent link: https://www.econbiz.de/10012385068