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Modeling the credit risk of mortgage loans : a primer

Van Order, Robert (contributor) - 2007

Persistent link: https://www.econbiz.de/10003745203

Mortgage credit risk in EU countries: Constraints on exploiting the single currency market

Buckley, Robert M.; Karaguishiyeva, Gulmira; Van Order, … - In: European journal of law and economics 21 (2006) 1, pp. 13-27

Persistent link: https://www.econbiz.de/10003300506

Quantifying lending risks without historical data : an application of stress tests to mortgage lending in Russia

Buckley, Robert M.; Klepikova, Elena; Van Order, Robert - In: Journal of housing economics 10 (2001) 3, pp. 253-277

Persistent link: https://www.econbiz.de/10001662930

Mortgage default and low downpayment loans : the costs of public subsidy

Deng, Yongheng - 1995

Persistent link: https://www.econbiz.de/10000935326

Loan loss severity and optimal mortgage default

Lekkas, Vassilis; Quigley, John M.; Van Order, Robert - 1993

Persistent link: https://www.econbiz.de/10001442098

Comparing mortgage credit risk policies: an options based approach

Buckley, Robert M.; Karaguishiyeva, Gulmira; Van Order, … - 2003

Persistent link: https://www.econbiz.de/10001771984

Fannie Mae and Freddie Mac : risk-taking and the option to change strategy

Thomas, Jason; Van Order, Robert - In: The journal of real estate finance and economics 60 (2020) 3, pp. 270-307

Persistent link: https://www.econbiz.de/10012226676

A tale of two tensions : balancing access to credit and credit risk in mortgage underwriting

Courchane, Marsha J.; Kiefer, Leonard C.; Zorn, Peter - In: Real estate economics : journal of the American Real … 43 (2015) 4, pp. 993-1034

Persistent link: https://www.econbiz.de/10011399502

Differential access to and pricing of home mortgages : 2004 through 2009

Courchane, Marsha J.; Zorn, Peter - In: Real estate economics : journal of the American Real … 40 (2012), pp. 115-158

Persistent link: https://www.econbiz.de/10009721568

Mortgage Default and Low Downpayment Loans : The Costs of Public Subsidy

Deng, Yongheng - 2010

This paper presents a unified model of the default and prepayment behavior of homeowners in a proportional hazard framework. The model uses the option-based approach to analyze default and prepayment and considers these two interdependent hazards as competing risks. The results indicate the...

Persistent link: https://www.econbiz.de/10012763726