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Estimating the marginal contribution of adjustable rate mortgage selection to termination probabilities in a nested model
Capone, Charles A. <jun.>; Cunningham, Donald F. - In: The journal of real estate finance and economics 5 (1992) 4, pp. 333-357
Persistent link: https://www.econbiz.de/10001159407
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Mortgage termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng - In: The journal of real estate finance and economics 14 (1997) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
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Risk shocks and housing supply : a quantitative analysis
Dorofeenko, Victor; Lee, Gabriel S.; Salyer, Kevin Duff - In: Journal of economic dynamics & control 45 (2014), pp. 194-219
Persistent link: https://www.econbiz.de/10010474434
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Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
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Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market
Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, … - In: The European journal of finance 24 (2018) 10/12, pp. 909-943
Persistent link: https://www.econbiz.de/10012244422
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Subprime credit, idiosyncratic risk, and foreclosures
Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 175-189
Persistent link: https://www.econbiz.de/10012297241
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Risk Shocks and Housing Markets
Dorofeenko, Victor - 2010
varying uncertainty (i.e. risk shocks) in the technology shocks that affect housing production. The analysis demonstrates that … risk shocks to the housing production sector are a quantitatively important impulse mechanism for the business cycle. Also … countercyclical behavior of risk premia on loans to the housing sector …
Persistent link: https://www.econbiz.de/10013142481
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Risk shocks and housing markets
Lee, Gabriel S.; Dorofeenko, Victor; Salyer, Kevin Duff - 2010
varying uncertainty (i.e. risk shocks) in the technology shocks that affect housing production. The analysis demonstrates that … risk shocks to the housing production sector are a quantitatively important impulse mechanism for the business cycle. Also … countercyclical behavior of risk premia on loans to the housing sector. -- Agency costs ; credit channel ; time-varying uncertainty …
Persistent link: https://www.econbiz.de/10008657366
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Which global stock indices trigger stronger contagion risk in the Vietnamese stock market? : evidence using a bivariate analysis
Wang, Kuan Min; Lai, Hung-Cheng - In: Panoeconomicus 60 (2013) 4, pp. 473-497
Persistent link: https://www.econbiz.de/10010341062
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Surprising comparison of risk and return factors between Real Estate Investment Trusts (REITs) and the S&P 500 Index during the 2000 - 2011 time period
Fitzpatrick, Brian; Ali, Shahid; Wiegele, Garrett - In: Journal of business & economics research 12 (2014) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10010338709