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Robbing the bank : non-recourse lending and asset prices
Pavlov, Andrey D.; Wachter, Susan M. - In: The journal of real estate finance and economics 28 (2004) 2/3, pp. 147-160
Persistent link: https://www.econbiz.de/10001954697
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Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying; Yang, Sharon S.; Huang, Hong Chih - In: Quantitative finance 21 (2021) 9, pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
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Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Dai, Tian-Shyr; Liu, Liang-Chih; Yang, Sharon S. - In: Quantitative finance 23 (2023) 9, pp. 1325-1339
Persistent link: https://www.econbiz.de/10014339929
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Proposal for calculating regulatory capital requirements for reverse mortgages
Fuente, Iván de la; Navarro Arribas, Eliseo; Serna, … - In: Socio-economic planning sciences : the international … 88 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014380377
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Winners and losers of house price booms and busts
Sánchez Marcos, Virginia - 2022
Persistent link: https://www.econbiz.de/10013166331
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Housing price dynamics and the valuation of mortgage default options
Kuo, Chiong-long - In: Journal of housing economics 5 (1996) 1, pp. 18-40
Persistent link: https://www.econbiz.de/10001201922
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Das Zinsänderungsrisiko variabler Bankgeschäfte : die Risikoanalyse und Bewertung der variablen Hypotheken und Spargelder
Burger, Werner - 1998
Persistent link: https://www.econbiz.de/10014013320
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The leverage cycle
Geanakoplos, John - 2009
Persistent link: https://www.econbiz.de/10003864760
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The leverage cycle
Geanakoplos, John - In: NBER macroeconomics annual 24 (2009), pp. 1-87
Persistent link: https://www.econbiz.de/10003988576
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The impact of financial arrangements and institutional form on housing prices
Robertsen, Karl; Theisen, Theis - In: The journal of real estate finance and economics 42 (2011) 3, pp. 371-392
Persistent link: https://www.econbiz.de/10009303100