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~isPartOf:"FEDS Working Paper"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~subject:"Asset-backed securities"
~subject:"Credit risk"
~subject:"Securitization"
~type:"article"
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Asset-backed securities
Credit risk
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Hypothek
107
Mortgage
107
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75
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75
Theorie
29
Theory
29
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18
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15
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Ambrose, Brent William
2
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Deng, Yongheng
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An, Xudong
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FEDS Working Paper
Real estate economics : journal of the American Real Estate and Urban Economics Association
The journal of real estate finance and economics
79
The journal of structured finance
41
The journal of fixed income
33
Journal of banking & finance
32
Journal of housing economics
23
Journal of financial economics
19
The journal of real estate research
19
The real estate finance journal
19
The review of financial studies
18
Journal of financial services research : JFSR
16
Journal of money, credit and banking : JMCB
15
The handbook of mortgage-backed securities
14
Journal of financial intermediation
11
Journal of real estate research : JRER ; a publication of the American Real Estate Society
11
Real estate economics
11
Journal of monetary economics
10
The journal of finance : the journal of the American Finance Association
10
European journal of operational research : EJOR
9
Finance research letters
9
Mortgage-backed securities markets in Asia
9
The journal of credit risk : published quarterly by Incisive Media
9
Journal of financial stability
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of finance : journal of the European Finance Association
8
Economic modelling
7
Journal of urban economics
7
Journal of risk and financial management : JRFM
6
Regional science & urban economics
6
The handbook of European structured financial products
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economic policy review
5
Economics letters
5
Housing finance international
5
Journal of economics & business
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
International journal of economics and financial issues : IJEFI
4
International review of economics & finance : IREF
4
Journal of economic dynamics & control
4
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ECONIS (ZBW)
28
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28
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1
Mortgage loan characteristics, unobserved heterogeneity and the performance of United Kingdom securitized subprime loans
Lanor, Gauthier
;
Leece, David
- In:
Real estate economics : journal of the American Real …
44
(
2016
)
4
,
pp. 771-813
Persistent link: https://www.econbiz.de/10011603450
Saved in:
2
Unobservable risks in mortgage contract choice
Liu, Bo
;
Sing, Tien-foo
- In:
Real estate economics : journal of the American Real …
41
(
2013
)
4
,
pp. 958-985
Persistent link: https://www.econbiz.de/10010345773
Saved in:
3
Parameter stability and the valuation of mortgages and mortgage-backed securities
LaCour-Little, Michael
;
Park, Yun W.
;
Green, Richard K.
- In:
Real estate economics : journal of the American Real …
40
(
2012
)
1
,
pp. 23-63
Persistent link: https://www.econbiz.de/10009522924
Saved in:
4
The adjustable balance mortgage : reducing the value of the put
Ambrose, Brent William
;
Buttimer, Richard J.
- In:
Real estate economics : journal of the American Real …
40
(
2012
)
3
,
pp. 536-565
Persistent link: https://www.econbiz.de/10009655161
Saved in:
5
Mortgage default and prepayment risks among moderate- and low-income households
Quercia, Roberto G.
;
Pennington-Cross, Anthony
;
Tian, …
- In:
Real estate economics : journal of the American Real …
40
(
2012
),
pp. 159-198
Persistent link: https://www.econbiz.de/10009721562
Saved in:
6
Differential access to and pricing of home mortgages : 2004 through 2009
Courchane, Marsha J.
;
Zorn, Peter
- In:
Real estate economics : journal of the American Real …
40
(
2012
),
pp. 115-158
Persistent link: https://www.econbiz.de/10009721568
Saved in:
7
Residential mortgage credit derivatives
Duarte, Jefferson
;
McManus, Douglas A.
- In:
Real estate economics : journal of the American Real …
39
(
2011
)
4
,
pp. 671-700
Persistent link: https://www.econbiz.de/10009406353
Saved in:
8
Contemporaneous loan stress and termination risk in the CMBS pool : how "ruthless" is default?
Seslen, Tracey
;
Wheaton, William C.
- In:
Real estate economics : journal of the American Real …
38
(
2010
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10003985222
Saved in:
9
Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.
;
Jarrow, Robert A.
;
Yildirim, …
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
Saved in:
10
The inevitability of marketwide underpricing of mortgage default risk
Pavlov, Andrey D.
;
Wachter, Susan M.
- In:
Real estate economics : journal of the American Real …
34
(
2006
)
4
,
pp. 479-496
Persistent link: https://www.econbiz.de/10003397501
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