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~isPartOf:"Journal of banking & finance"
~subject:"Asset-Backed Securities"
~subject:"Credit risk"
~subject:"Estimation"
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Asset-Backed Securities
Credit risk
Estimation
Hypothek
73
Mortgage
73
Kreditrisiko
30
Immobilienpreis
18
Real estate price
18
Insolvency
15
Insolvenz
15
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13
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Bezemer, Dirk Johan
2
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O'Toole, Conor
2
Rösch, Daniel
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Scheule, Harald
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Adraktas, Georgios
1
Agarwal, Sumit
1
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1
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Bai, Yiyi
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Journal of banking & finance
The journal of real estate finance and economics
82
NBER working paper series
37
The journal of structured finance
36
Working paper / National Bureau of Economic Research, Inc.
36
Working papers / Federal Reserve Bank of Philadelphia, Research Department
33
The journal of fixed income
31
NBER Working Paper
29
Real estate economics : journal of the American Real Estate and Urban Economics Association
28
Finance and economics discussion series
25
Journal of housing economics
25
Staff working papers / Bank of England
19
Journal of financial economics
18
Journal of money, credit and banking : JMCB
18
Discussion papers / CEPR
17
Staff reports / Federal Reserve Bank of New York
17
Journal of urban economics
15
The review of financial studies
15
Discussion paper / Centre for Economic Policy Research
14
FEDS Working Paper
14
FRB of Philadelphia Working Paper
14
Journal of financial services research : JFSR
14
Research technical papers
14
The handbook of mortgage-backed securities
14
The journal of real estate research
14
The real estate finance journal
13
Journal of real estate research : JRER ; a publication of the American Real Estate Society
12
The journal of finance : the journal of the American Finance Association
12
FRB of New York Staff Report
11
IMF working papers
11
Journal of monetary economics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Real estate economics
11
Working paper series
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CESifo working papers
10
Journal of financial intermediation
10
Working papers / Bank for International Settlements
10
Working papers / Federal Reserve Bank of Atlanta
10
European journal of operational research : EJOR
9
Finance research letters
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ECONIS (ZBW)
34
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1
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:
2
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:
3
The pass-through of loan-loss-provisioning on mortgage lending : evidence from a regulatory change
Calani, Mauricio
;
Paillacar, Manuel
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013401878
Saved in:
4
Penalty interest rates, LTV constraints, and screening laxity in mortgage markets
Hong, Jengei
;
Ahn, Seryoong
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461870
Saved in:
5
How do macroprudential loan-to-value restrictions impact first time home buyers? : a quasi-experimental approach
Kinghan, Christina
;
McCarthy, Yvonne
;
O'Toole, Conor
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013461956
Saved in:
6
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:
7
Repayment capacity, debt service ratios and mortgage default : an exploration in crisis and non-crisis periods
O'Toole, Conor
;
Slaymaker, Rachel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256449
Saved in:
8
New construction and mortgage default
Mayock, Tom
;
Tzioumis, Konstantinos
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256588
Saved in:
9
Does mortgage lending impact business credit? : evidence from a new disaggregated bank credit data set
Bezemer, Dirk Johan
;
Samarina, Anna
;
Zhang, Lu
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012226126
Saved in:
10
Households rejecting loan offers from banks
Bai, Yiyi
;
Lu, Liping
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012521184
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