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Single-family housing bonds
Kuller, Kurt van - In: The handbook of municipal bonds, (pp. 861-891). 2008
Persistent link: https://www.econbiz.de/10003715216
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Driving Factors in Pricing European CMBS : Bond, Mortgage and Real Estate Characteristics
Tira, Giovanni Alberto - 2015
This work represents a first attempt to price European commercial mortgage backed securities (CMBS) and our results are … consistent with research carried out in the US market. More specifically this research intends to study the significance of bond …, mortgage and property-related variables in the pricing of European CMBS, along with macro-economic and financial factors used …
Persistent link: https://www.econbiz.de/10013039367
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Risk shocks and housing markets
Dorofeenko, Viktor; Lee, Gabriel S.; Salyer, Kevin Duff - 2010
This paper analyzes the role of uncertainty in a multi-sector housing model with financial frictions. We include time varying uncertainty (i.e. risk shocks) in the technology shocks that affect housing production. The analysis demonstrates that risk shocks to the housing production sector are a...
Persistent link: https://www.econbiz.de/10009733806
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Risk shocks and housing supply : a quantitative analysis
Dorofeenko, Victor; Lee, Gabriel S.; Salyer, Kevin Duff - In: Journal of economic dynamics & control 45 (2014), pp. 194-219
Persistent link: https://www.econbiz.de/10010474434
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Mortgage Risk Premiums during the Housing Bubble
Levitin, Adam J. - 2020
How did pricing for mortgage credit risk change during the years prior to the 2008 financial crisis? Using a database … from a major American bank that served as trustee for private-label mortgage-backed securitized (PLS) loans, this paper … risk factors, FICO score and loan-to-value ratios, have less of an impact on mortgage pricing over time. As the volume of …
Persistent link: https://www.econbiz.de/10012853275
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Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market
Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, … - In: The European journal of finance 24 (2018) 10/12, pp. 909-943
Persistent link: https://www.econbiz.de/10012244422
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Mortgage risk premiums during the housing bubble
Levitin, Adam J.; Lin, Desen; Wachter, Susan M. - In: The journal of real estate finance and economics 60 (2020) 4, pp. 421-468
Persistent link: https://www.econbiz.de/10012226691
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How big are the ambiguity-based premiums on mortgage insurances?
Chen, Chang-Chih; Chang, Chia-Chien - In: The journal of real estate finance and economics 58 (2019) 1, pp. 133-157
Persistent link: https://www.econbiz.de/10012151885
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Risk shocks and housing markets
Dorofeenko, Victor; Lee, Gabriel S.; Salyer, Kevin Duff - 2010
Persistent link: https://www.econbiz.de/10008650496
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Predicting growth components : unemployment, housing prices and consumption using both government and corporate yield curves
Saar, Dan; Yagil, Yossi - In: International journal of economics and finance 10 (2018) 6, pp. 180-192
Persistent link: https://www.econbiz.de/10011885035