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Optimal risk-sharing in mortgage contracts : the effects of potential prepayment and default
Brueckner, Jan K.; Lee, Kangoh - 2014
Much of the literature on the economics of mortgage markets has studied the FRM-ARM choice made by individual borrowers … of optimal risk-sharing in mortgage contracts. But since only a small literature has studied this question, more research …'s (1986a) model, using it to characterize optimal contracts in the absence of mortgage termination, and then exploring how …
Persistent link: https://www.econbiz.de/10010412302
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Competing risks of mortgage termination : who refinances, who moves, and who defaults?
Pavlov, Andrey D. - In: The journal of real estate finance and economics 23 (2001) 2, pp. 185-211
Persistent link: https://www.econbiz.de/10001614618
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An analysis of the ex ante probabilities of mortgage prepayment and default
Yang, Tyler T.; Buist, Henry; Megbolugbe, Isaac F. - In: Real estate economics : journal of the American Real … 26 (1998) 4, pp. 651-676
Persistent link: https://www.econbiz.de/10001356962
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The impact of different default triggers on CMBS risk evaluation
Christopoulos, Andreas D. - In: Journal of investment management : JOIM 15 (2017) 2, pp. 65-91
Persistent link: https://www.econbiz.de/10011700690
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An application of risk theory to mortgage lending
Akahori, Jiro; Constantinescu, Corina; Imamura, Yuri; … - In: Scandinavian actuarial journal 2022 (2022) 5, pp. 447-469
Persistent link: https://www.econbiz.de/10013370706
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The duration of foreclosures in the subprime mortgage market : a competing risks model with mixing
Pennington-Cross, Anthony - In: The journal of real estate finance and economics 40 (2010) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10003957731
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What homebuyers need to know about the differential risk of mortgages
Prather, Larry J.; Lin, Che-chun; Chu, Ting-heng - In: Financial services review : the journal of individual … 22 (2013) 4, pp. 331-347
Persistent link: https://www.econbiz.de/10010351614
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Why don't Lenders renegotiate more home mortgages? : redefaults, self-cures and securitization
Adelino, Manuel; Gerardi, Kristopher; Willen, Paul - In: Journal of monetary economics 60 (2013) 7, pp. 835-853
Persistent link: https://www.econbiz.de/10010253060
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The role of informational uncertainty in the decision to strategically default
Seiler, Michael J. - In: Journal of housing economics 27 (2015), pp. 49-59
Persistent link: https://www.econbiz.de/10011565797
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Semivariance of property value estimates as a determinant of default risk
Noordewier, Thomas G.; Harrison, David M.; Ramagopal, K. - In: Real estate economics : journal of the American Real … 29 (2001) 1, pp. 127-159
Persistent link: https://www.econbiz.de/10001715262