Narrow search
Showing 1 - 10 of 614,088
Cover Image
Optimal Risk-Sharing in Mortgage Contracts : The Effects of Potential Prepayment and Default
Brueckner, Jan K. - 2014
termination via prepayment or default affects optimal risk-sharing. The broad conclusion of the analysis is that potential … of optimal risk-sharing in mortgage contracts. But since only a small literature has studied this question, more research … mortgage termination makes higher risk exposure for borrowers optimal …
Persistent link: https://www.econbiz.de/10013046055
Cover Image
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
Cover Image
Sample selection bias in mortgage market credit risk modeling
Lozinskaia, Agatha - In: Financial econometrics and empirical market microstructure, (pp. 249-262). 2015
Persistent link: https://www.econbiz.de/10011326622
Cover Image
Optimal loan-to-value ratio and the efficiency gains of default
Lin, Li - In: Annals of finance 10 (2014) 1, pp. 47-69
Persistent link: https://www.econbiz.de/10010243964
Cover Image
Macroeconomic stress-testing of mortgage default rate using a vector error correction model and entropy pooling
Ardia, David; Guerrouaz, Anas; Rey, Jeanne - In: Assurances et gestion des risques : revue trimestrielle 83 (2016) 3/4, pp. 115-133
Persistent link: https://www.econbiz.de/10011637834
Cover Image
Indebted sellers, liquidity and mortgage standards
Head, Allen Charles; Sun, Hongfei; Zhou, Chenggang - In: European economic review : EER 151 (2023), pp. 1-31
Persistent link: https://www.econbiz.de/10014235080
Cover Image
Mortgages : estimating default correlation and forecasting default risk
Neumann, Tobias - 2018
Persistent link: https://www.econbiz.de/10011914364
Cover Image
Spatial heterogeneity in mortgage terminantions by refinance, sale and default
Deng, Yongheng; Pavlov, Andrey D.; Yang, Lihong - In: Real estate economics : journal of the American Real … 33 (2005) 4, pp. 739-764
Persistent link: https://www.econbiz.de/10003381323
Cover Image
Creditor learning and discrimination in lending
Han, Song - In: Journal of financial services research : JFSR 40 (2011) 1/2, pp. 1-27
Persistent link: https://www.econbiz.de/10009309814
Cover Image
The failure of models that predict failure : distance, incentives, and defaults
Rajan, Uday; Seru, Amit; Vig, Vikrant - In: Journal of financial economics 115 (2015) 2, pp. 237-260
Persistent link: https://www.econbiz.de/10011347528