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Shiller, Robert J. - In: Housing markets and the economy : risk, regulation, and …, (pp. 17-33). 2009

Persistent link: https://www.econbiz.de/10003854466

Securisation and the commercial property cycle

Packer, Frank; Riddiough, Timothy J. - In: Property markets and financial stability : proceedings …, (pp. 143-190). 2012

Persistent link: https://www.econbiz.de/10009702387

Optimal valuation of noisy real assets

Childs, Paul D.; Ott, Steven Henry; Riddiough, Timothy J. - In: Real estate economics : journal of the American Real … 30 (2002) 3, pp. 385-414

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The role of uncertainty in investment : an examination of competing investment models using commercial real estate data

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Asymmetric Information and Subprime Mortgage Default

An, Xudong - 2015

Using a novel data set, we study the soft information in subprime mortgages that is not verifiable by a third party, and its relationship with mortgage default. We find that lender effort to collect soft information is intertwined with borrower self-selection into subprime mortgages. We employ...

Persistent link: https://www.econbiz.de/10013012127