Narrow search
Showing 1 - 10 of 34
Cover Image
Risk perception and loan underwriting in securitized commercial mortgages
Firestone, Simon; Godin, Nathan; Horvath, Akos; Sagi, … - 2024
Persistent link: https://www.econbiz.de/10015053981
Cover Image
Unobservable heterogeneity and rational learning : pool-specific versus generic mortgage-backed security prices
Stanton, Richard - In: The journal of real estate finance and economics 12 (1996) 3, pp. 243-263
Persistent link: https://www.econbiz.de/10001202827
Cover Image
Rational prepayment and the valuation of mortgage-backed securities
Stanton, Richard - In: The review of financial studies 8 (1995) 3, pp. 677-708
Persistent link: https://www.econbiz.de/10001188918
Cover Image
CMBS subordination, ratings inflation, and the crisis of 2007 - 2009
Stanton, Richard; Wallace, Nancy E. - 2010
"This paper analyzes the performance of the commercial mortgage-backed security (CMBS) market before and during the recent financial crisis. Using a comprehensive sample of CMBS deals from 1996 to 2008, we show that (unlike the residential mortgage market) the loans underlying CMBS did not...
Persistent link: https://www.econbiz.de/10003994889
Cover Image
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
Cover Image
The bear's lair : index credit default swaps and the subprime mortgage crisis
Stanton, Richard; Wallace, Nancy E. - In: The review of financial studies 24 (2011) 10, pp. 3250-3280
Persistent link: https://www.econbiz.de/10009373561
Cover Image
CMBS subordination, ratings inflation, and regulatory-capital arbitrage
Stanton, Richard; Wallace, Nancy E. - 2012
Persistent link: https://www.econbiz.de/10010204925
Cover Image
The industrial organization of the US residential mortgage market
Stanton, Richard; Walden, Johan; Wallace, Nancy E. - In: Annual review of financial economics 6 (2014), pp. 259-288
Persistent link: https://www.econbiz.de/10010492512
Cover Image
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
Cover Image
Anatomy of an ARM : the interest-rate risk of adjustable-rate mortgages
Stanton, Richard; Wallace, Nancy E. - In: The journal of real estate finance and economics 19 (1999) 1, pp. 49-67
Persistent link: https://www.econbiz.de/10001441958