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A stochastic US house price model for valuing residential mortgages and other house price-dependent assets
Stoll, Kevin J. - In: The journal of fixed income 22 (2013) 3, pp. 5-20
Persistent link: https://www.econbiz.de/10009711237
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What drives the growth of aggregate residential mortgage debt in the U.S.?
Chaudhury, Mohammed M. - In: The journal of fixed income 16 (2006) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10003376582
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Loss severity on residential mortgages : evidence from Freddie Mac's newest data
Goodman, Laurie Sharon; Zhu, Jun - In: The journal of fixed income 25 (2015) 2, pp. 48-57
Persistent link: https://www.econbiz.de/10011399848
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Residential loss severity in California: 1992 to 1995
Wilson, Donald G. - In: The journal of fixed income 5 (1995) 3, pp. 35-48
Persistent link: https://www.econbiz.de/10001213234
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Measuring final loss severity of defaulted RMBS
Hu, Jian - In: The journal of fixed income 14 (2004) 3, pp. 82-91
Persistent link: https://www.econbiz.de/10002682816
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nonconforming residential mortgage-backed securities
Kamra, Abhinav; Hayre, Lakhbir; Chiluveru, Sudhir - In: The journal of fixed income 22 (2012) 1, pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
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Annual default rates are probably less than long-run average annual default rates
Kiefer, Nicholas Maximilian - In: The journal of fixed income 18 (2008/09) 2, pp. 85-87
Persistent link: https://www.econbiz.de/10003777628
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A multifactor approach for systematic default and recovery risk
Rösch, Daniel; Scheule, Harald - In: The journal of fixed income 15 (2005) 2, pp. 63-75
Persistent link: https://www.econbiz.de/10003229860
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An empirical study of credit default swaps
Skinner, Frank S.; Díaz Pérez, Antonio - In: The journal of fixed income 13 (2003) 1, pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
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A Three-factor defaultable term structure model
Schmid, Bernd; Zagst, Rudi - In: The journal of fixed income 10 (2000) 2, pp. 63-79
Persistent link: https://www.econbiz.de/10001530347