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Creating financial cycles in China and interaction with business cycles on the Chinese economy
Shen, Chung-hua; Ren, Jun-Yu; Huang, Yu-lieh; Shi, Jun-Guo - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 2897-2908
Persistent link: https://www.econbiz.de/10012125575
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Securitisation and tranching longevity and house price risk for reverse mortgage products
Yang, Sharon S. - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 648-674
Persistent link: https://www.econbiz.de/10009503501
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Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Dai, Tian-Shyr; Liu, Liang-Chih; Yang, Sharon S. - In: Quantitative finance 23 (2023) 9, pp. 1325-1339
Persistent link: https://www.econbiz.de/10014339929
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Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying; Yang, Sharon S.; Huang, Hong Chih - In: Quantitative finance 21 (2021) 9, pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
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Modeling housing price dynamics and their impact on the cost of no-negative-equity-guarantees for equity releasing products
Huang, Jr-Wei; Yang, Sharon S.; Chang, Chuang-chang - In: The journal of real estate finance and economics 63 (2021) 2, pp. 249-279
Persistent link: https://www.econbiz.de/10012617461