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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
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Evaluating the costs of increased lending in low and negative growth local housing markets
Gong, Frank Fangxiong - In: Real estate economics : journal of the American Real … 26 (1998) 2, pp. 207-234
Persistent link: https://www.econbiz.de/10001242766
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Estimating borrower mobility from observed prepayments
Harding, John P. - In: Real estate economics : journal of the American Real … 25 (1997) 3, pp. 347-371
Persistent link: https://www.econbiz.de/10001228446
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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
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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
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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
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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
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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
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What moves the mortgage-backed securities market?
Xu, Xiaoqing Eleanor; Fung, Hung-gay - In: Real estate economics : journal of the American Real … 33 (2005) 2, pp. 397-426
Persistent link: https://www.econbiz.de/10002919286
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The GSE implicit subsidy and the value of government ambiguity
Passmore, Stuart Wayne - In: Real estate economics : journal of the American Real … 33 (2005) 3, pp. 465-486
Persistent link: https://www.econbiz.de/10003101922