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The pricing of multiclass commercial mortgage-backed securities

Childs, Paul D. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 581-603

Persistent link: https://www.econbiz.de/10001219187

Bias in an empirical approach to determining bond and mortgage risk premiums

Childs, Paul D. - In: The journal of real estate finance and economics 14 (1997) 3, pp. 263-282

Persistent link: https://www.econbiz.de/10001222230

The value of resource and cross-default clauses in commercial mortgage contracting

Childs, Paul D. - In: Journal of banking & finance 20 (1996) 3, pp. 511-536

Persistent link: https://www.econbiz.de/10001197036

Monopoly and information advantage in the residential mortgage market

Gan, Jie; Riddiough, Timothy J. - In: The review of financial studies 21 (2008) 6, pp. 2677-2703

Persistent link: https://www.econbiz.de/10003805108

Theory and evidence on the resolution of financial distress

Brown, David T.; Ciochetti, Brian A.; Riddiough, Timothy J. - In: The review of financial studies 19 (2006) 4, pp. 1357-1397

Persistent link: https://www.econbiz.de/10003391764

Strategic default, workout, and commercial mortgage valuation

Riddiough, Timothy J. - In: The journal of real estate finance and economics 9 (1994) 1, pp. 5-22

Persistent link: https://www.econbiz.de/10001169501

Commercial mortgage pricing with unobservable borrower default costs

Riddiough, Timothy J. - In: Journal of the American Real Estate & Urban Economics … 21 (1993) 3, pp. 265-291

Persistent link: https://www.econbiz.de/10001160665

Wimp or tough guy : sequential default risk and signaling with mortgages

Riddiough, Timothy J. - In: The journal of real estate finance and economics 9 (1994) 3, pp. 299-321

Persistent link: https://www.econbiz.de/10001332733

The First Sub-Prime Mortgage Crisis and its Aftermath

Riddiough, Timothy J. - 2013

Persistent link: https://www.econbiz.de/10013091109

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