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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
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Mortgage default and low downpayment loans : the costs of public subsidy
Deng, Yongheng - 1995
Persistent link: https://www.econbiz.de/10000935326
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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
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Comparing mortgage credit risk policies: an options based approach
Buckley, Robert M.; Karaguishiyeva, Gulmira; Van Order, … - 2003
Persistent link: https://www.econbiz.de/10001771984
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Loan loss severity and optimal mortgage default
Lekkas, Vassilis; Quigley, John M.; Van Order, Robert - 1993
Persistent link: https://www.econbiz.de/10001442098
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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
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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
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Mortgage Default and Low Downpayment Loans : The Costs of Public Subsidy
Deng, Yongheng - 1995
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/10012473695
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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