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Patterns of rational default
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Kau, James B.
161
Keenan, Donald C.
124
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38
Snow, Arthur
33
Rubin, Paul H.
21
Kim, Taewon
20
Lyubimov, Constantine
15
Sirmans, C. F.
13
Lee, Cheng F.
10
Munneke, Henry J.
10
Epperson, James F.
9
Kau, James
8
Hilliard, Jimmy E.
7
Muller, Walter J.
7
Slawson, V. Carlos
7
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7
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6
Linck, James S.
5
Carlos Slawson, V.
4
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3
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3
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3
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2
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2
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Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
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33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
1
35th Seminar of the European Group of Risk and Insurance Economists 15 - 17 September 2008 Toulouse, France
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1
Reduced form mortgage pricing as an alternative to option-pricing models
Kau, James B.
;
Keenan, Donald C.
;
Smurov, Alexey A.
- In:
The journal of real estate finance and economics
33
(
2006
)
3
,
pp. 183-196
Persistent link: https://www.econbiz.de/10003395831
Saved in:
2
Estimating default probabilities implicit in commercial mortgage backed securities (CMBS)
Kau, James B.
;
Keenan, Donald C.
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10003873974
Saved in:
3
Leverage and mortgage foreclosures
Kau, James B.
;
Keenan, Donald C.
;
Smurov, Alexey A.
- In:
The journal of real estate finance and economics
42
(
2011
)
4
,
pp. 393-415
Persistent link: https://www.econbiz.de/10009303094
Saved in:
4
An analysis of mortgage termination risks : a shared frailty approach with MSA-level random effects
Kau, James B.
;
Keenan, Donald C.
;
Li, Xiaowei
- In:
The journal of real estate finance and economics
42
(
2011
)
1
,
pp. 51-67
Persistent link: https://www.econbiz.de/10009303222
Saved in:
5
Subprime mortgage default
Kau, James B.
;
Keenan, Donald C.
;
Lyubimov, Constantine
; …
- In:
Journal of urban economics
70
(
2011
)
2/3
,
pp. 75-87
Persistent link: https://www.econbiz.de/10009307471
Saved in:
6
The impact of second loans on subprime mortgage defaults
Eriksen, Michael D.
;
Kau, James B.
;
Keenan, Donald C.
- In:
Real estate economics : journal of the American Real …
41
(
2013
)
4
,
pp. 858-886
Persistent link: https://www.econbiz.de/10010345778
Saved in:
7
First mortgages, second mortgages, and their default
Kau, James B.
;
Keenan, Donald C.
;
Lyubimov, Constantine
- In:
The journal of real estate finance and economics
48
(
2014
)
4
,
pp. 561-588
Persistent link: https://www.econbiz.de/10010422363
Saved in:
8
Racial discrimination and mortgage lending
Kau, James B.
;
Keenan, Donald C.
;
Munneke, Henry J.
- In:
The journal of real estate finance and economics
45
(
2012
)
2
,
pp. 289-304
Persistent link: https://www.econbiz.de/10009581749
Saved in:
9
Catastrophic default and credit risk for lending institutions
Kau, James B.
;
Keenan, Donald C.
- In:
Journal of financial services research : JFSR
15
(
1999
)
2
,
pp. 87-102
Persistent link: https://www.econbiz.de/10001424722
Saved in:
10
A fixed-rate mortgage valuation model in three state variables
Brunson, Andrew L.
;
Kau, James B.
;
Keenan, Donald C.
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001595320
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