Showing 1 - 10 of 1,690
Persistent link: https://www.econbiz.de/10012659310
Persistent link: https://www.econbiz.de/10009737967
a house in coastal areas may be at increasing risk of defaulting on their mortgage. Commercial banks have the ability to … Mortgage Association, commonly known as Fannie Mae, and the Federal Home Loan Mortgage Corporation, known as Freddie Mac. In … securitized mortgages. This paper uses the impact of one such sharp rule, the conforming loan limit, on securitization volumes. We …
Persistent link: https://www.econbiz.de/10012480267
Persistent link: https://www.econbiz.de/10011697839
Persistent link: https://www.econbiz.de/10012124922
Persistent link: https://www.econbiz.de/10012139162
Persistent link: https://www.econbiz.de/10003776697
This paper tests the random walk hypothesis and market efficiency for twelve emerging as well as for four developed securitized real estate markets from 1992 to 2009. Random walk properties of equity prices influence return dynamics, and market efficiency is often considered an essential...
Persistent link: https://www.econbiz.de/10003969878
Optimization of international securitized real estate portfolios has been a key topic for several decades. However, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework suggested by Markowitz (1952) even if the limitations of...
Persistent link: https://www.econbiz.de/10003969883
Persistent link: https://www.econbiz.de/10009491021