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Mortgage default decisions in the presence of non-normal, spatially dependent disturbances

Calabrese, Raffaella; McCollum, Meagan N.; Pace, R. Kelley - In: Regional science & urban economics 76 (2019), pp. 103-114

Persistent link: https://www.econbiz.de/10012267362

Impacts of extreme weather events on mortgage risks and their evolution under climate change : a case study on Florida

Calabrese, Raffaella; Dombrowski, Timothy; Mandel, Antoine - In: European journal of operational research : EJOR 314 (2024) 1, pp. 377-392

Persistent link: https://www.econbiz.de/10014456867

Impacts of Extreme Weather Events on Mortgage Risks and Their Evolution under Climate Change : A Case Study on Florida

Calabrese, Raffaella; Dombrowski, Tim; Mandel, Antoine; … - 2022

We develop an additive Cox proportional hazard model with time-varying covariates, including spatio-temporal characteristics of weather events, to study the impact of weather extremes (heavy rains and tropical cyclones) on the probability of mortgage default and prepayment. We estimate the model...

Persistent link: https://www.econbiz.de/10014244978

Using housing futures in mortgage research

Zhu, Shuang; Pace, R. Kelley; Morales, Walter A. - In: The journal of real estate finance and economics 48 (2014) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10010393521

Modeling spatially interdependent mortgage decisions

Zhu, Shuang; Pace, R. Kelley - In: The journal of real estate finance and economics 49 (2014) 4, pp. 598-620

Persistent link: https://www.econbiz.de/10010422192

Deleveraging and mortgage curtailment

McCollum, Meagan N.; Lee, Hong; Pace, R. Kelley - In: Journal of banking & finance 60 (2015), pp. 60-75

Persistent link: https://www.econbiz.de/10011544890

Factors underlying short sales

Zhu, Shuang; Pace, R. Kelley - In: Journal of housing economics 27 (2015), pp. 60-70

Persistent link: https://www.econbiz.de/10011565799

Inferring price information from mortgage payment behavior : a latent index approach

Pace, R. Kelley; Zhu, Shuang - In: The journal of real estate finance and economics 53 (2016) 2, pp. 246-267

Persistent link: https://www.econbiz.de/10011647496

Implicit hedonic pricing using mortgage payment information

Pace, R. Kelley; Zhu, Shuang - In: The journal of real estate finance and economics 54 (2017) 3, pp. 387-402

Persistent link: https://www.econbiz.de/10011797633

The influence of foreclosure delays on borrowers' default behavior

Zhu, Shuang; Pace, R. Kelley - In: Journal of money, credit and banking : JMCB 47 (2015) 6, pp. 1205-1222

Persistent link: https://www.econbiz.de/10011345081