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~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~isPartOf:"Springer eBook Collection"
~subject:"Asset-backed securities"
~subject:"Welt"
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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22
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21
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18
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17
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1
Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.
;
Jarrow, Robert A.
;
Yildirim, …
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
Saved in:
2
Borrower credit and the valuation of mortgage-backed securities
Longstaff, Francis A.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 619-661
Persistent link: https://www.econbiz.de/10003381307
Saved in:
3
Valuing the defeasance option in securitized commercial
mortgages
Dierker, Martin Johannes
;
Quan, Daniel C.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 663-680
Persistent link: https://www.econbiz.de/10003381313
Saved in:
4
An empirical test of a two-factor mortgage valuation model : how much do house prices matter?
Downing, Chris
;
Stanton, Richard
;
Wallace, Nancy E.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 681-710
Persistent link: https://www.econbiz.de/10003381317
Saved in:
5
Contemporaneous loan stress and termination risk in the CMBS pool : how "ruthless" is default?
Seslen, Tracey
;
Wheaton, William C.
- In:
Real estate economics : journal of the American Real …
38
(
2010
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10003985222
Saved in:
6
Parameter stability and the valuation of
mortgages
and mortgage-backed securities
LaCour-Little, Michael
;
Park, Yun W.
;
Green, Richard K.
- In:
Real estate economics : journal of the American Real …
40
(
2012
)
1
,
pp. 23-63
Persistent link: https://www.econbiz.de/10009522924
Saved in:
7
How does the federal reserve's large-scale asset purchases (LSAPs) influence mortgage-backed securities (MBS) yields and US mortgage rates?
Hancock, Diana
;
Passmore, Stuart Wayne
- In:
Real estate economics : journal of the American Real …
43
(
2015
)
4
,
pp. 855-890
Persistent link: https://www.econbiz.de/10011399491
Saved in:
8
Estimating loan-to-value distributions
Korteweg, Arthur
;
Sørensen, Morten
- In:
Real estate economics : journal of the American Real …
44
(
2016
)
1
,
pp. 41-86
Persistent link: https://www.econbiz.de/10011436823
Saved in:
9
Servicers and mortgage-backed securities default : theory and evidence
Ambrose, Brent William
;
Sanders, Anthony B.
;
Yavaş, …
- In:
Real estate economics : journal of the American Real …
44
(
2016
)
2
,
pp. 462-489
Persistent link: https://www.econbiz.de/10011482537
Saved in:
10
The cap rate spread : a new metric for commercial underwriting
Seagraves, Philip A.
;
Wiley, Jonathan A.
- In:
Real estate economics : journal of the American Real …
44
(
2016
)
2
,
pp. 490-520
Persistent link: https://www.econbiz.de/10011482636
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