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Reduced form mortgage pricing as an alternative to option-pricing models
Kau, James B.; Keenan, Donald C.; Smurov, Alexey A. - In: The journal of real estate finance and economics 33 (2006) 3, pp. 183-196
Persistent link: https://www.econbiz.de/10003395831
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Estimating default probabilities implicit in commercial mortgage backed securities (CMBS)
Kau, James B.; Keenan, Donald C.; Yildirim, Yildiray - In: The journal of real estate finance and economics 39 (2009) 2, pp. 107-117
Persistent link: https://www.econbiz.de/10003873974
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Development value : a real options approach using empirical data
Grovenstein, Robert A.; Kau, James B.; Munneke, Henry J. - In: The journal of real estate finance and economics 43 (2011) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10009302889
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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
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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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Racial discrimination and mortgage lending
Kau, James B.; Keenan, Donald C.; Munneke, Henry J. - In: The journal of real estate finance and economics 45 (2012) 2, pp. 289-304
Persistent link: https://www.econbiz.de/10009581749
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The effect of mortgage price and default risk on mortgage spreads
Kau, James B.; Peters, Luke C. - In: The journal of real estate finance and economics 30 (2005) 3, pp. 285-295
Persistent link: https://www.econbiz.de/10002861581
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Frictions, heterogeneity and optimality in mortgage modeling
Kau, James B.; Slawson, V. Carlos - In: The journal of real estate finance and economics 24 (2002) 3, pp. 239-260
Persistent link: https://www.econbiz.de/10001697880
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Pricing commercial mortgages and their mortgage-backed securities
Kau, James B. (contributor) - In: The journal of real estate finance and economics 3 (1990) 4, pp. 333-356
Persistent link: https://www.econbiz.de/10001102018