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Mortgage put options and real estate markets
Pavlov, Andrey D.; Wachter, Susan M. - In: The journal of real estate finance and economics 38 (2009) 1, pp. 89-103
Persistent link: https://www.econbiz.de/10003797672
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Value creation through securitization : evidence from the CMBS market
An, Xudong; Deng, Yongheng; Gabriel, Stuart A. - In: The journal of real estate finance and economics 38 (2009) 3, pp. 302-326
Persistent link: https://www.econbiz.de/10003848938
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Extreme events and the copula pricing of commercial mortgage-backed securities
Liu, Zhan Yong; Fan, Gang-zhi; Lim, Kian-Guan - In: The journal of real estate finance and economics 38 (2009) 3, pp. 327-349
Persistent link: https://www.econbiz.de/10003848944
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Market risk of mortgage-backed securities with consistent measures
Chen, Ren-Raw; Liao, Hsien-hsing; Yang, Tyler T. - In: The journal of real estate finance and economics 36 (2008) 1, pp. 121-140
Persistent link: https://www.econbiz.de/10003622062
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Semi-analytical MBS pricing
Rom-Poulsen, Niels - In: The journal of real estate finance and economics 34 (2007) 4, pp. 463-498
Persistent link: https://www.econbiz.de/10003491287
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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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A top-down approach for asset-backed securities : a consistent way od managing prepayment, default and interest rate risks
Fermanian, Jean-David - In: The journal of real estate finance and economics 46 (2013) 3, pp. 480-515
Persistent link: https://www.econbiz.de/10009727565
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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
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Default clustering risks in commercial mortgage-backed securities
Fan, Gang-zhi; Sing, Tien-foo; Ong, Seow-eng - In: The journal of real estate finance and economics 45 (2012) 1, pp. 110-127
Persistent link: https://www.econbiz.de/10009581761
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GSEs, mortgage rates, and secondary market activities
Lehnert, Andreas; Passmore, Stuart Wayne; Sherlund, Shane M. - In: The journal of real estate finance and economics 36 (2008) 3, pp. 343-363
Persistent link: https://www.econbiz.de/10003733643