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Conjectural guarantees loom large : evidence from the stock returns of Fannie Mae and Freddie Mac
Schmid, Frank A. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986488
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The impact of local predatory lending laws
Ho, Giang (contributor);  … - 2005
the Federal Home Ownership and Equity Protection Act (HOEPA) by including home purchase and open-end mortgage credit, by …
Persistent link: https://www.econbiz.de/10002956726
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A dynamic look at subprime loan performance
Danis, Michelle A. (contributor);  … - 2005
whether delinquency has any predictive power of the future performance of a mortgage. Using a sample of subprime mortgages …
Persistent link: https://www.econbiz.de/10002977392
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The delinquency of subprime mortgages
Danis, Michelle A. (contributor);  … - 2005
literature recognizes the substantial lag between the time that a borrower stops making payments on a mortgage and the …
Persistent link: https://www.econbiz.de/10002995304
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Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
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Predictable dynamics in the S&P 500 index options implied volatility surface
Gonçalves, Silva (contributor);  … - 2005
"One key stylized fact in the empirical option pricing literature is the existence of an implied volatility surface (IVS). The usual approach consists of fitting a linear model linking the implied volatility to the time to maturity and the moneyness, for each cross section of options data....
Persistent link: https://www.econbiz.de/10002977383