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Subprime transitions : lingering or malingering in default?

Capozza, Dennis R.; Thomson, Thomas A. - In: The journal of real estate finance and economics 33 (2006) 3, pp. 241-258

Persistent link: https://www.econbiz.de/10003395834

Deconstructing a mortgage meltdown : a methodology for decomposing underwriting quality

Anderson, Charles D.; Capozza, Dennis R.; Van Order, Robert - In: Journal of money, credit and banking : JMCB 43 (2011) 4, pp. 609-631

Persistent link: https://www.econbiz.de/10009238071

Optimal stopping and losses on subprime mortgages

Capozza, Dennis R.; Thomson, Thomas A. - In: The journal of real estate finance and economics 30 (2005) 2, pp. 115-131

Persistent link: https://www.econbiz.de/10002694465

Housing finance for the elderly : special issue

Capozza, Dennis R. (contributor); … - In: Journal of the American Real Estate & Urban Economics … 22 (1994) 2, pp. 197-450

Persistent link: https://www.econbiz.de/10001166003

The conditional probability of mortgage default

Capozza, Dennis R. - In: Real estate economics : journal of the American Real … 26 (1998) 3, pp. 359-389

Persistent link: https://www.econbiz.de/10001249234

Mortgage default in local markets

Capozza, Dennis R. - In: Real estate economics : journal of the American Real … 25 (1997) 4, pp. 631-655

Persistent link: https://www.econbiz.de/10001231102

The great surge in mortgage defaults 2006 - 2009 : the comparative roles of economic conditions, underwriting and moral hazard

Capozza, Dennis R.; Van Order, Robert - In: Journal of housing economics 20 (2011) 2, pp. 141-151

Persistent link: https://www.econbiz.de/10009300549

Deconstructing a Mortgage Meltdown : A Methodology for Decomposing Underwriting Quality

Anderson, Charles D. - 2009

Technical progress in originating and pricing mortgages has enabled a trend since 1979 toward more relaxed credit standards on mortgage lending, which is reflected in rising foreclosure rates. We develop a methodology for decomposing the trend in mortgage performance in the national serviced...

Persistent link: https://www.econbiz.de/10013159350