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~person:"Fabozzi, Frank J."
~person:"Kau, James B."
~subject:"Credit risk"
~subject:"Derivat"
~subject:"Mortgage"
~type_genre:"Article in journal"
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Credit risk
Derivat
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34
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14
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9
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9
Asset-Backed Securities
8
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Fabozzi, Frank J.
Kau, James B.
Ambrose, Brent William
33
LaCour-Little, Michael
30
Agarwal, Sumit
27
Deng, Yongheng
23
Goodman, Laurie Sharon
23
Wachter, Susan M.
23
Pennington-Cross, Anthony
21
Passmore, Stuart Wayne
20
Canner, Glenn B.
19
Chomsisengphet, Souphala
19
Seiler, Michael J.
19
Rosenblatt, Eric
18
Gerardi, Kristopher
17
Calem, Paul Seth
16
Gabriel, Stuart A.
16
Willen, Paul
16
Harding, John P.
15
Keenan, Donald C.
15
Shilling, James D.
15
Sirmans, Clemon F.
15
Piskorski, Tomasz
14
Van Order, Robert
14
Yao, Wenxiong
14
Bostic, Raphael W.
13
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13
Stanton, Richard
13
Frame, W. Scott
12
Pace, R. Kelley
12
Seru, Amit
12
Wallace, Nancy E.
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11
Hendershott, Patric H.
11
McCarthy, Yvonne
11
Zorn, Peter
11
Capone, Charles A. <jun.>
10
Nothaft, Frank E.
10
Rosenthal, Stuart S.
10
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The journal of real estate finance and economics
12
The journal of fixed income
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
The journal of fixed income : JFI
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
The journal of structured finance
2
Applied financial economics
1
Applied financial economics letters
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Conference on Asset Securitization and Off-Balance Sheet Risks of Depository Institutions : held at J. L. Allen Center, Northwestern Univ., Evanston Campus, February 15 - 17, 1987 ; proceedings issue
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
34
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1
Rise of the machines : application of machine learning to mortgage prepayment modeling
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 6-19
Persistent link: https://www.econbiz.de/10012802442
Saved in:
2
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
3
Spatial dependence in subprime mortgage defaults
Heinen, Andréas
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
The journal of real estate finance and economics
62
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012428374
Saved in:
4
An unintended consequence of mortgage financing regulation : a racial disparity
Kau, James B.
;
Fang, Lu
;
Munneke, Henry J.
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 549-588
Persistent link: https://www.econbiz.de/10012385068
Saved in:
5
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
6
The information content of three credit ratings : the case of European residential mortgage-backed securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 172-194
Persistent link: https://www.econbiz.de/10010519958
Saved in:
7
First mortgages, second mortgages, and their default
Kau, James B.
;
Keenan, Donald C.
;
Lyubimov, Constantine
- In:
The journal of real estate finance and economics
48
(
2014
)
4
,
pp. 561-588
Persistent link: https://www.econbiz.de/10010422363
Saved in:
8
The impact of second loans on subprime mortgage defaults
Eriksen, Michael D.
;
Kau, James B.
;
Keenan, Donald C.
- In:
Real estate economics : journal of the American Real …
41
(
2013
)
4
,
pp. 858-886
Persistent link: https://www.econbiz.de/10010345778
Saved in:
9
Racial discrimination and mortgage lending
Kau, James B.
;
Keenan, Donald C.
;
Munneke, Henry J.
- In:
The journal of real estate finance and economics
45
(
2012
)
2
,
pp. 289-304
Persistent link: https://www.econbiz.de/10009581749
Saved in:
10
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
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