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~isPartOf:"Journal of banking & finance"
~isPartOf:"The review of financial studies"
~subject:"Asset-Backed Securities"
~subject:"Estimation"
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Asset-Backed Securities
Estimation
Hypothek
139
Mortgage
139
USA
59
United States
58
Credit risk
36
Kreditrisiko
36
Immobilienpreis
29
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Journal of banking & finance
The review of financial studies
The journal of real estate finance and economics
32
Working paper / National Bureau of Economic Research, Inc.
30
NBER working paper series
27
The journal of structured finance
24
NBER Working Paper
23
The journal of fixed income
23
Finance and economics discussion series
19
Real estate economics : journal of the American Real Estate and Urban Economics Association
14
Journal of financial economics
12
Discussion paper / Centre for Economic Policy Research
11
The handbook of mortgage-backed securities
11
Staff reports / Federal Reserve Bank of New York
10
Journal of housing economics
9
The real estate finance journal
9
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8
Journal of urban economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
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FEDS Working Paper
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FRB of New York Staff Report
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Fisher College of Business working paper series
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Journal of economic dynamics & control
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The handbook of fixed income securities
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CESifo Working Paper Series
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ECONIS (ZBW)
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1
Complexity and the default risk of mortgage-backed securities
Billio, Monica
;
Dufour, Alfonso
;
Segato, Samuele
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490601
Saved in:
2
Banks, non-banks, and the incorporation of local information in CMBS loan pricing
Eichholtz, Piet
;
Ongena, Steven
;
Simeth, Nagihan
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486640
Saved in:
3
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
4
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
5
Fraudulent income overstatement on mortgage applications during the credit expansion of 2002 to 2005
Mian, Atif
;
Sufi, Amir
- In:
The review of financial studies
30
(
2017
)
6
,
pp. 1832-1864
Persistent link: https://www.econbiz.de/10011755198
Saved in:
6
Competition in the credit rating industry : benefits for investors and issuers
Morkoetter, Stefan
;
Stebler, Roman R.
;
Westerfeld, Simone
- In:
Journal of banking & finance
75
(
2017
),
pp. 235-257
Persistent link: https://www.econbiz.de/10011742163
Saved in:
7
The role of prepayment penalties in mortgage loans
Beltratti, Andrea
;
Benetton, Matteo
;
Gavazza, Alessandro
- In:
Journal of banking & finance
82
(
2017
),
pp. 165-179
Persistent link: https://www.econbiz.de/10011816797
Saved in:
8
Design of financial securities : empirical evidence from private-label RMBS deals
Begley, Taylor A.
;
Purnanandam, Amiyatosh
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 120-161
Persistent link: https://www.econbiz.de/10011738014
Saved in:
9
Mortgage risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
- In:
The review of financial studies
29
(
2016
)
5
,
pp. 1220-1253
Persistent link: https://www.econbiz.de/10011530026
Saved in:
10
Bank integration and co-movements across housing markets
Milcheva, Stanimira
;
Zhu, Bing
- In:
Journal of banking & finance
72
(
2016
),
pp. 148-171
Persistent link: https://www.econbiz.de/10011637115
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