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Borrower self-selection, underwriting costs, and subprime mortgage credit supply

Nichols, Joseph; Pennington-Cross, Anthony; Yezer, … - In: The journal of real estate finance and economics 30 (2005) 2, pp. 197-219

Persistent link: https://www.econbiz.de/10002694970

Credit history and the FHA-conventional choice

Pennington-Cross, Anthony; Nichols, Joseph B. - In: Real estate economics : journal of the American Real … 28 (2000) 2, pp. 307-336

Persistent link: https://www.econbiz.de/10001489833

Credit history and the perfomance of prime and nonprime mortgages

Pennington-Cross, Anthony - In: The journal of real estate finance and economics 27 (2003) 3, pp. 279-301

Persistent link: https://www.econbiz.de/10001810013

Special issue: Subprime mortgage market, Part II : Theoretical and empirical studies

Staten, Michael E. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002694437

Self-selection and tests for bias and risk in mortgage lending : can you price the mortgage if you don't know the process?

Phillips, Robert F. - In: The journal of real estate research 11 (1996) 1, pp. 87-102

Persistent link: https://www.econbiz.de/10001198914

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

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)

An, Xudong - 2015

Subordination is designed to provide credit risk protection for senior commercial mortgage-backed securities (CMBS) tranches by allocating the initial credit losses to the more junior tranches. Subordination level should in theory reflect the underlying credit risk of the CMBS pool. In this...

Persistent link: https://www.econbiz.de/10013038442

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)

An, Xudong - 2015

Subordination is designed to provide credit risk protection for senior CMBS tranches by allocating the initial credit losses to the more junior tranches. Subordination level should in theory reflect the underlying credit risk of the CMBS pool. In this paper, we test the hypothesis that...

Persistent link: https://www.econbiz.de/10013016409

Reputation, information, and herding in credit ratings : evidence from CMBS

An, Xudong; Cordell, Larry; Nichols, Joseph B. - In: The journal of real estate finance and economics 61 (2020) 3, pp. 476-504

Persistent link: https://www.econbiz.de/10012293200

Loan servicer heterogeneity and the termination of subprime mortgages

Pennington-Cross, Anthony (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003739741