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subject:"Interest rate"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~subject:"Asset-backed securities"
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Interest rate
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LaCour-Little, Michael
3
Ambrose, Brent William
2
Green, Richard K.
2
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1
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1
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1
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Real estate economics : journal of the American Real Estate and Urban Economics Association
The journal of real estate finance and economics
62
NBER working paper series
29
Working paper / National Bureau of Economic Research, Inc.
27
The journal of structured finance
25
The journal of fixed income
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The handbook of mortgage-backed securities
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The review of financial studies
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Journal of urban economics
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1
Parameter stability and the valuation of mortgages and mortgage-backed securities
LaCour-Little, Michael
;
Park, Yun W.
;
Green, Richard K.
- In:
Real estate economics : journal of the American Real …
40
(
2012
)
1
,
pp. 23-63
Persistent link: https://www.econbiz.de/10009522924
Saved in:
2
Contemporaneous loan stress and termination risk in the CMBS pool : how "ruthless" is default?
Seslen, Tracey
;
Wheaton, William C.
- In:
Real estate economics : journal of the American Real …
38
(
2010
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10003985222
Saved in:
3
Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.
;
Jarrow, Robert A.
;
Yildirim, …
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
Saved in:
4
Deed types, house prices and mortgage interest rates
Brasington, David M.
;
Sarama Jr., Robert F.
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10003764945
Saved in:
5
Borrower credit and the valuation of mortgage-backed securities
Longstaff, Francis A.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 619-661
Persistent link: https://www.econbiz.de/10003381307
Saved in:
6
Valuing the defeasance option in securitized commercial mortgages
Dierker, Martin Johannes
;
Quan, Daniel C.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 663-680
Persistent link: https://www.econbiz.de/10003381313
Saved in:
7
An empirical test of a two-factor mortgage valuation model : how much do house prices matter?
Downing, Chris
;
Stanton, Richard
;
Wallace, Nancy E.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 681-710
Persistent link: https://www.econbiz.de/10003381317
Saved in:
8
A note on hybrid mortgages
Ambrose, Brent William
;
LaCour-Little, Michael
; …
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 765-782
Persistent link: https://www.econbiz.de/10003381330
Saved in:
9
What moves the mortgage-backed securities market?
Xu, Xiaoqing Eleanor
;
Fung, Hung-gay
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
2
,
pp. 397-426
Persistent link: https://www.econbiz.de/10002919286
Saved in:
10
The GSE implicit subsidy and the value of government ambiguity
Passmore, Stuart Wayne
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
3
,
pp. 465-486
Persistent link: https://www.econbiz.de/10003101922
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