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Bankruptcy exemptions and the market for mortgage loans
Hynes, Richard; Berkowitz, Jeremy - 1998
Persistent link: https://www.econbiz.de/10000658918
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A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633270
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Default correlation : an analytical result
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633274
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Should risky firms offer risk-free DB pensions?
Love, David A.; Smith, Paul A.; Wilcox, David W. - 2009
Persistent link: https://www.econbiz.de/10003852205
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The fragility of discretionary liquidity provision : lessons from the collapse of the auction rate securities market
Han, Song; Li, Dan - 2010
Persistent link: https://www.econbiz.de/10008670003
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The depth of negative equity and mortgage default decisions
Bhutta, Neil; Dokko, Jane; Shan, Hui - 2010
Persistent link: https://www.econbiz.de/10003995902
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Requirements and prospects for a new time to payoff disclosure for open end credit under truth in lending
Durkin, Thomas A. - 2006
Persistent link: https://www.econbiz.de/10003385018
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Equity extraction and mortgage default
Laufer, Steven - 2013
Persistent link: https://www.econbiz.de/10010424555
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Liquidity problems and early payment default among subprime mortgages
Anderson, Nathan B.; Dokko, Jane K. - 2011
Persistent link: https://www.econbiz.de/10009405762
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Distress in the financial sector and economic activity
Carlson, Mark A.; King, Thomas B.; Lewis, Kurt F. - 2008
Persistent link: https://www.econbiz.de/10003830351