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~subject:"Immobilienpreis"
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Gerardi, Kristopher
25
Justiniano, Alejandro
22
Tambalotti, Andrea
22
Primiceri, Giorgio E.
21
Willen, Paul
20
Shiller, Robert J.
19
Muellbauer, John
16
Sufi, Amir
16
Wachter, Susan M.
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Foote, Christopher L.
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1
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1
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The journal of real estate finance and economics
78
Journal of housing economics
47
NBER working paper series
47
Working paper / National Bureau of Economic Research, Inc.
39
NBER Working Paper
38
Discussion papers / CEPR
20
IMF working papers
18
Journal of banking & finance
18
Journal of urban economics
18
Discussion paper / Centre for Economic Policy Research
15
Journal of money, credit and banking : JMCB
15
Economic modelling
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Finance and economics discussion series
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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International journal of strategic property management
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Journal of economic dynamics & control
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Regional science & urban economics
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The review of financial studies
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Journal of risk and financial management : JRFM
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Real estate economics
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Review of economic dynamics
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The journal of real estate research
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ECONIS (ZBW)
1,651
EconStor
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RePEc
1
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1
An improved fixed-rate
mortgage
valuation methodology with interacting prepayment and default options
Sharp, Nicholas J.
;
Newton, David P.
;
Duck, Peter W.
- In:
The journal of real estate finance and economics
36
(
2008
)
3
,
pp. 307-342
Persistent link: https://www.econbiz.de/10003733641
Saved in:
2
Robbing the bank : non-recourse lending and asset prices
Pavlov, Andrey D.
;
Wachter, Susan M.
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001954697
Saved in:
3
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
4
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Dai, Tian-Shyr
;
Liu, Liang-Chih
;
Yang, Sharon S.
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1325-1339
Persistent link: https://www.econbiz.de/10014339929
Saved in:
5
Proposal for calculating regulatory capital requirements for reverse mortgages
Fuente, Iván de la
;
Navarro Arribas, Eliseo
;
Serna, …
- In:
Socio-economic planning sciences : the international …
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014380377
Saved in:
6
An empirical test of a two-factor
mortgage
valuation model : how much do house prices matter?
Downing, Chris
;
Stanton, Richard
;
Wallace, Nancy E.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 681-710
Persistent link: https://www.econbiz.de/10003381317
Saved in:
7
Securitisation and tranching longevity and house price risk for reverse
mortgage
products
Yang, Sharon S.
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 648-674
Persistent link: https://www.econbiz.de/10009503501
Saved in:
8
Pricing Taiwan Chinatrust Real Estate
Mortgage
Backed Securities : a case study
Liu, Shu-ing
;
Li, Jiun-min
- In:
The IUP journal of financial risk management : IJFRM
8
(
2011
)
2
,
pp. 25-40
Persistent link: https://www.econbiz.de/10009295517
Saved in:
9
Estimating loan-to-value and foreclosure behavior
Korteweg, Arthur
;
Sørensen, Morten
-
2012
Persistent link: https://www.econbiz.de/10009518338
Saved in:
10
An empirical test of a two-factor
mortgage
valuation model : how much do house prices matter?
Downing, Chris
;
Stanton, Richard
;
Wallace, Nancy E.
-
2003
Persistent link: https://www.econbiz.de/10001787404
Saved in:
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