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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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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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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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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
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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
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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
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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