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A note on the pricing of real estate index linked swaps
Björk, Tomas; Clapham, Eric - 2002
In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing …
Persistent link: https://www.econbiz.de/10010281429
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A note on the pricing of real estate index linked swaps
Björk, Tomas (contributor); Clapham, Eric (contributor) - 2002 - [Elektronische Ressource]
In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing …
Persistent link: https://www.econbiz.de/10001645586
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The division of spoils in a booming industry
Popov, Alexander - 2022
Between 2000 and 2007, the gender gap in earnings in the US real estate sector increased, especially in local markets where house prices appreciated relatively more. Firm frictions and the presence of small children in the household do not explain the widening of the gender gap, while sorting on...
Persistent link: https://www.econbiz.de/10014278502
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The division of spoils in a booming industry
Popov, Alexander - 2022
Between 2000 and 2007, the gender gap in earnings in the US real estate sector increased, especially in local markets where house prices appreciated relatively more. Firm frictions and the presence of small children in the household do not explain the widening of the gender gap, while sorting on...
Persistent link: https://www.econbiz.de/10013337432
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The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
Fender, Ingo; Scheicher, Martin - 2009
This paper investigates the market pricing of subprime mortgage risk on the basis of data for the ABX.HE family of … introduction into ABX index mechanics and a discussion of historical pricing patterns, we use regression analysis to establish the … for the inappropriateness of pricing models that do not sufficiently account for factors such as risk appetite and …
Persistent link: https://www.econbiz.de/10011605102
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Pricing Synthetic CDOs Using a Three Regime Random-Factor-Loading Model
Messow, Philip - 2012
credit derivatives in recent years. Possibly the most popular model beside the Gaussian copula for pricing CDO tranches is …
Persistent link: https://www.econbiz.de/10010287293
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Key determinants of new residential real estate prices in Prague
Mazáček, David; Panoš, Jiří - 2023
Persistent link: https://www.econbiz.de/10014281588
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Do financial counseling mandates improve mortgage choice and performance? Evidence from a legislative experiment
Agarwal, Sumit; Amromin, Gene; Ben-David, Itzhak; … - 2009
We explore the effects of mandatory third-party review of mortgage contracts on the terms, availability, and performance of mortgage credit. Our study is based on a legislative experiment in which the State of Illinois required 'high-risk' mortgage applicants acquiring or refinancing properties...
Persistent link: https://www.econbiz.de/10010292159
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Do residential property companies systematically adjust their capital structure? The case of Germany
Kurzrock, Björn-Martin; Mokinski, Frieder; Schindler, Felix - 2011
This paper analyzes whether predominantly non-listed corporations in the residential property industry systematically adjust their capital structure to changing financing requirements. Since previous research almost exclusively focused on listed companies, little is known about the...
Persistent link: https://www.econbiz.de/10010304340
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The economic role of valuers in real property markets
Bartke, Stephan - 2015
Globally, real estate trade is highly regularized. Usually, the market value is not negotiated simply between the seller and potential buyer but based on an assessment performed by a professional valuer, known as a surveyor or appraiser. This paper inquires about the economic role of valuers in...
Persistent link: https://www.econbiz.de/10011372094