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~person:"Kau, James B."
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37
Mortgage
37
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12
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11
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10
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Kau, James B.
Agarwal, Sumit
104
Willen, Paul
99
Gerardi, Kristopher
95
Fuster, Andreas
69
Hendershott, Patric H.
62
Chomsisengphet, Souphala
60
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55
Amromin, Gene
51
Li, Wenli
51
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48
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48
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47
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43
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41
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41
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41
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38
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38
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36
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35
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33
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33
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The journal of real estate finance and economics
12
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
2
Conference on Asset Securitization and Off-Balance Sheet Risks of Depository Institutions : held at J. L. Allen Center, Northwestern Univ., Evanston Campus, February 15 - 17, 1987 ; proceedings issue
1
Journal of banking & finance
1
Journal of financial services research : JFSR
1
Journal of money, credit and banking : JMCB
1
Management Science
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Regional science & urban economics
1
Symposium on catastrophic risk
1
The journal of business : B
1
The journal of fixed income
1
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ECONIS (ZBW)
37
RePEc
1
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1
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
Saved in:
2
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
Saved in:
3
An unintended consequence of
mortgage
financing regulation : a racial disparity
Kau, James B.
;
Fang, Lu
;
Munneke, Henry J.
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 549-588
Persistent link: https://www.econbiz.de/10012385068
Saved in:
4
The Valuation and Analysis of Adjustable Rate Mortgages
Kau, James B.
;
Keenan, Donald C.
;
Muller, Walter J.
; …
- In:
Management Science
36
(
1990
)
12
,
pp. 1417-1431
addition of but a single auxiliary state variable. The technique is illustrated by examining an adjustable rate
mortgage
(ARM …
Persistent link: https://www.econbiz.de/10009204175
Saved in:
5
An option-theoretic model of catastrophes applied to
mortgage
insurance
Kau, James B.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10001335130
Saved in:
6
The valuation and securitization of commercial and multifamily mortgages
Kau, James B.
(
contributor
)
Persistent link: https://www.econbiz.de/10001267298
Saved in:
7
A generalized valuation model for fixed-rate residential mortgages
Kau, James B.
(
contributor
)
- In:
Journal of money, credit and banking : JMCB
24
(
1992
)
3
,
pp. 279-299
Persistent link: https://www.econbiz.de/10001128421
Saved in:
8
Option theory and floating-rate securities with a comparison of adjustable- and fixed-rate mortgages
Kau, James B.
(
contributor
)
- In:
The journal of business : B
66
(
1993
)
4
,
pp. 595-618
Persistent link: https://www.econbiz.de/10001159930
Saved in:
9
The valuation and analysis of adjustable rate mortgages
Kau, James B.
(
contributor
)
- In:
Management science : journal of the Institute for …
36
(
1990
)
12
,
pp. 1417-1431
Persistent link: https://www.econbiz.de/10001101565
Saved in:
10
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
Saved in:
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