Investor sentiment and prepayment hazard : the case of multifamily MBS loans
Year of publication: |
2021
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Authors: | Das, Prashant ; Freybote, Julia |
Published in: |
Journal of real estate research : JRER ; a publication of the American Real Estate Society. - London [u.a.] : Taylor & Francis, ISSN 2691-1175, ZDB-ID 2037318-1. - Vol. 43.2021, 4, p. 383-401
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Subject: | CMBS | Cox Proportional Hazard modeling | investor sentiment | multifamily | prepayment risk | Hypothek | Mortgage | Anlageverhalten | Behavioural finance | Kreditrisiko | Credit risk | Asset-Backed Securities | Asset-backed securities | Schätzung | Estimation |
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