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Kau, James B.; Keenan, Donald C.; Lyubimov, Constantine; … - In: Journal of Urban Economics 70 (2011) 2, pp. 75-87

This paper constructs a reduced-form credit risk model of mortgage default. The data used is of privately-securitized subprime ARMs (adjustable rate mortgages), originated between 1997 and 2008, and observed between 2000 and 2009. The period studied thus encompasses the beginning of the subprime...

Persistent link: https://www.econbiz.de/10010574531

Subprime mortgage default

Kau, James B.; Keenan, Donald C.; Lyubimov, Constantine; … - In: Journal of Urban Economics 70 (2011) 2-3, pp. 75-87

Persistent link: https://www.econbiz.de/10009249965

Changes in urban land values: 1836-1970

Kau, James B.; Sirmans, C. F. - In: Journal of Urban Economics 15 (1984) 1, pp. 18-25

Persistent link: https://www.econbiz.de/10005540739

Contributing authors and institutions to the Journal of Urban Economics: 1974-1989

Allen, Marcus T.; Kau, James B. - In: Journal of Urban Economics 30 (1991) 3, pp. 373-384

Persistent link: https://www.econbiz.de/10005540854

Urban land value functions and the price elasticity of demand for housing

Kau, James B.; Sirmans, C. F. - In: Journal of Urban Economics 6 (1979) 1, pp. 112-121

Persistent link: https://www.econbiz.de/10005540924

On the theory of interest rates, consumer durables, and the demand for housing

Kau, James B.; Keenan, Donald - In: Journal of Urban Economics 10 (1981) 2, pp. 183-200

Persistent link: https://www.econbiz.de/10005378776

The elasticity of substitution in urban housing production: A VES approach

Sirmans, C. F.; Kau, James B.; Lee, Cheng F. - In: Journal of Urban Economics 6 (1979) 4, pp. 407-415

Persistent link: https://www.econbiz.de/10005378806

Technological change and economic growth in housing

Kau, James B.; Sirmans, C. F. - In: Journal of Urban Economics 13 (1983) 3, pp. 283-295

Persistent link: https://www.econbiz.de/10005378820

Structural shifts in urban population density gradients: An empirical investigation

Kau, James B.; Lee, Cheng F.; Chen, Rong C. - In: Journal of Urban Economics 13 (1983) 3, pp. 364-377

Persistent link: https://www.econbiz.de/10005379115

Urban spatial structure: An analysis with a varying coefficient model

Johnson, S. R.; Kau, James B. - In: Journal of Urban Economics 7 (1980) 2, pp. 141-154

Persistent link: https://www.econbiz.de/10005379126