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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
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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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Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
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A spectral analysis of the cross-country consumption correlation puzzle
Pakko, Michael Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983018
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Stochastic capital depreciation and the comovement of hours and productivity
Dueker, Michael (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971164
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Do casinos export bankruptcy?
Garrett, Thomas Andrew (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003172774
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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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Entrepreneurship and the policy environment
Georgellis, Yannis (contributor);  … - 2004 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974199
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The multiplier : a general equilibrium analysis of multi-stage-fabrication economy with inventories
Wen, Yi (contributor) - 2005
Persistent link: https://www.econbiz.de/10003344532