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Yang, Tyler T.
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ECONIS (ZBW)
10
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1
An analysis of the ex ante probabilities of mortgage prepayment and default
Yang, Tyler T.
;
Buist, Henry
;
Megbolugbe, Isaac F.
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
4
,
pp. 651-676
Persistent link: https://www.econbiz.de/10001356962
Saved in:
2
Rationales of mortgage insurance premium structures
Dennis, Barry
;
Kuo, Chionglong
;
Yang, Tyler T.
- In:
The journal of real estate research
14
(
1997
)
3
,
pp. 359-378
Persistent link: https://www.econbiz.de/10001422121
Saved in:
3
A universal lattice
Chen, Ren-Raw
;
Yang, Tyler T.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
Saved in:
4
Microfoundations of a mortgage prepayment function
Follain, James R.
- In:
The journal of real estate finance and economics
5
(
1992
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10001331924
Saved in:
5
Optimal leverage strategy : capital structure in real estate investments
Cannaday, Roger E.
- In:
The journal of real estate finance and economics
13
(
1996
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001213364
Saved in:
6
Interest-only and principal-only mortgage strips as interest-rate contingent claims
Maris, Brian A.
- In:
The journal of real estate finance and economics
13
(
1996
)
3
,
pp. 187-202
Persistent link: https://www.econbiz.de/10001213397
Saved in:
7
Option pricing in a multi-asset, complete market economy
Chen, Ren-Raw
;
Chung, San-lin
;
Yang, Tyler T.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 649-666
Persistent link: https://www.econbiz.de/10001724575
Saved in:
8
A multivariate repeat-sales model for estimating house price indices
Cannaday, Roger E.
;
Munneke, Henry J.
;
Yang, Tyler T.
- In:
Journal of urban economics
57
(
2005
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10002718445
Saved in:
9
Market risk of mortgage-backed securities with consistent measures
Chen, Ren-Raw
;
Liao, Hsien-hsing
;
Yang, Tyler T.
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 121-140
Persistent link: https://www.econbiz.de/10003622062
Saved in:
10
Assessing mortgage servicing rights using a reduced-form model : considering the effects of interest rate risks, prepayment and default risks, and random state variables
Chiang, Shu Ling
;
Yang, Tyler
;
Tsai, Ming-shann
- In:
Journal of housing economics
32
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011631690
Saved in:
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