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The effect of regulatory oversight on nonbank mortgage subsidiaries
Balla, Eliana; Brastow, Raymond; Edgel, Daniel; Rose, … - In: The journal of real estate finance and economics 68 (2024) 3, pp. 523-575
Persistent link: https://www.econbiz.de/10014494282
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Liquidity constraints, home equity and residential mortgage losses
Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: The journal of real estate finance and economics 61 (2020) 2, pp. 208-246
Persistent link: https://www.econbiz.de/10012293163
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The duration of foreclosures in the subprime mortgage market : a competing risks model with mixing
Pennington-Cross, Anthony - In: The journal of real estate finance and economics 40 (2010) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10003957731
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Collateral risk in residential mortgage defaults
Yang, Tyler; Lin, Che-chun; Cho, Man - In: The journal of real estate finance and economics 42 (2011) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10009303206
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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
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Does the tail wag the dog? : the effect of credit default swaps on credit risk
Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, … - In: The review of financial studies 27 (2014) 10, pp. 2926-2960
Persistent link: https://www.econbiz.de/10010530173
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A market-based study of the cost of default
Davydenko, Sergei A.; Strebulaev, Bya A.; Zhao, Xiaofei - In: The review of financial studies 25 (2012) 10, pp. 2959-2999
Persistent link: https://www.econbiz.de/10009630180
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Cash holdings and credit risk
Acharya, Viral V.; Davydenko, Sergei A.; Strebulaev, Ilya A. - In: The review of financial studies 25 (2012) 12, pp. 3572-3609
Persistent link: https://www.econbiz.de/10009714157
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The flip side of financial synergies : coinsurance versus risk contamination
Banal-Estañol, Albert; Ottaviani, Marco; Winton, Andrew - In: The review of financial studies 26 (2013) 12, pp. 3142-3181
Persistent link: https://www.econbiz.de/10010237369
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Local traits and securitized commercial mortgage default
An, Xudong; Deng, Yongheng; Nichols, Joseph B.; … - In: The journal of real estate finance and economics 47 (2013) 4, pp. 787-813
Persistent link: https://www.econbiz.de/10010249826