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Spatial dependence in subprime mortgage defaults
Heinen, Andréas; Kau, James B.; Keenan, Donald C.; … - In: The journal of real estate finance and economics 62 (2021) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10012428374
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First mortgages, second mortgages, and their default
Kau, James B.; Keenan, Donald C.; Lyubimov, Constantine - In: The journal of real estate finance and economics 48 (2014) 4, pp. 561-588
Persistent link: https://www.econbiz.de/10010422363
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Leverage and mortgage foreclosures
Kau, James B.; Keenan, Donald C.; Smurov, Alexey A. - In: The journal of real estate finance and economics 42 (2011) 4, pp. 393-415
Persistent link: https://www.econbiz.de/10009303094
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An analysis of mortgage termination risks : a shared frailty approach with MSA-level random effects
Kau, James B.; Keenan, Donald C.; Li, Xiaowei - In: The journal of real estate finance and economics 42 (2011) 1, pp. 51-67
Persistent link: https://www.econbiz.de/10009303222