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A dynamic look at subprime loan performance
Danis, Michelle A. (contributor);  … - 2005
from the loan performance database on securitized private-label pool collateral, we utilize a two-step estimation procedure … to control for the endogeneity of delinquency in an estimation of default and prepayment probabilities. We find strong …
Persistent link: https://www.econbiz.de/10002977392
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The value of foreclosed property
Pennington-Cross, Anthony (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002497009
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The delinquency of subprime mortgages
Danis, Michelle A. (contributor);  … - 2005
"This paper focuses on understanding the determinants of the performance of subprime mortgages. A growing body of literature recognizes the substantial lag between the time that a borrower stops making payments on a mortgage and the termination of the loan. The duration of this lag and the...
Persistent link: https://www.econbiz.de/10002995304