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Persistent link: https://www.econbiz.de/10003172774

Conjectural guarantees loom large : evidence from the stock returns of Fannie Mae and Freddie Mac

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A dynamic look at subprime loan performance

Danis, Michelle A. (contributor); … - 2005

"This paper examines the implications of delinquency on the performance of subprime mortgages. Specifically, we examine whether delinquency has any predictive power of the future performance of a mortgage. Using a sample of subprime mortgages from the loan performance database on securitized...