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An empirical test of a contingent claims lease valuation model
Stanton, Richard; Wallace, Nancy E. - In: The journal of real estate research 31 (2009) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003831626
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ABX.HE indexed credit default swaps and the valuation of subprime MBS
Stanton, Richard; Wallace, Nancy E. - 2009
Persistent link: https://www.econbiz.de/10003860488
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CMBS subordination, ratings inflation, and the crisis of 2007 - 2009
Stanton, Richard; Wallace, Nancy E. - 2010
"This paper analyzes the performance of the commercial mortgage-backed security (CMBS) market before and during the recent financial crisis. Using a comprehensive sample of CMBS deals from 1996 to 2008, we show that (unlike the residential mortgage market) the loans underlying CMBS did not...
Persistent link: https://www.econbiz.de/10003994889
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Optimal exercise of executive stock options and implications for firm cost
Carpenter, Jennifer N.; Stanton, Richard; Wallace, Nancy E. - In: Journal of financial economics 98 (2010) 2, pp. 315-337
Persistent link: https://www.econbiz.de/10008826326
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An empirical test of a two-factor mortgage valuation model : how much do house prices matter?
Downing, Chris; Stanton, Richard; Wallace, Nancy E. - In: Real estate economics : journal of the American Real … 33 (2005) 4, pp. 681-710
Persistent link: https://www.econbiz.de/10003381317
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Energy factors, leasing structure and the market price of Office buildings in the US
Jaffee, Dwight M.; Stanton, Richard; Wallace, Nancy E. - 2010
Persistent link: https://www.econbiz.de/10009007364
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The bear's lair : index credit default swaps and the subprime mortgage crisis
Stanton, Richard; Wallace, Nancy E. - In: The review of financial studies 24 (2011) 10, pp. 3250-3280
Persistent link: https://www.econbiz.de/10009373561
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US residential-mortgage transfer systems : a data-management crisis
Hunt, John Patrick; Stanton, Richard; Wallace, Nancy E. - 2014
Persistent link: https://www.econbiz.de/10010354069
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Estimation of employee stock option exercise rates and firm cost
Carpenter, Jennifer N.; Stanton, Richard; Wallace, Nancy E. - 2012
Persistent link: https://www.econbiz.de/10010204922
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Energy efficiency and commercial-mortgage valuation
Jaffee, Dwight M.; Stanton, Richard; Wallace, Nancy E. - 2012
Persistent link: https://www.econbiz.de/10010204923