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What is subordination about? : credit risk and subordination levels in commercial mortgage-backed securities (CMBS)

An, Xudong; Deng, Yongheng; Nichols, Joseph B.; … - In: The journal of real estate finance and economics 51 (2015) 2, pp. 231-253

Persistent link: https://www.econbiz.de/10011475084

Regime shift and the post-crisis world of mortgage loss severities

An, Xudong; Cordell, Larry - 2017 - Current draft: March 2017

Persistent link: https://www.econbiz.de/10011689124

Policy incentives and the extension of mortgage credit : increasing market discipline for subprime lending

An, Xudong; Bostic, Raphael W. - In: Journal of policy analysis and management : the journal … 28 (2009) 3, pp. 340-365

Persistent link: https://www.econbiz.de/10003916942

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

Omitted mobility characteristics and property market dynamics : application to mortgage termination

An, Xudong; Clapp, John M.; Deng, Yongheng - In: The journal of real estate finance and economics 41 (2010) 3, pp. 245-271

Persistent link: https://www.econbiz.de/10009297675

Unobserved heterogeneity in models of competing mortgage termination risks

Clapp, John M.; Deng, Jongheng; An, Xudong - In: Real estate economics : journal of the American Real … 34 (2006) 2, pp. 243-273

Persistent link: https://www.econbiz.de/10003329804

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

CMBS market evolution and emerging risks

An, Xudong; Cordell, Larry; Smith, Nicholas - 2023 - Revised December 2023

Persistent link: https://www.econbiz.de/10014445338

Social capital and mortgages

An, Xudong; El Ghoul, Sadok; Guedhami, Omrane; Levine, Ross - 2023

Persistent link: https://www.econbiz.de/10014382444

Asymmetric Information and Subprime Mortgage Default

An, Xudong - 2015

Using a novel data set, we study the soft information in subprime mortgages that is not verifiable by a third party, and its relationship with mortgage default. We find that lender effort to collect soft information is intertwined with borrower self-selection into subprime mortgages. We employ...

Persistent link: https://www.econbiz.de/10013012127