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Strategic default, workout, and commercial mortgage valuation

Riddiough, Timothy J. - In: The journal of real estate finance and economics 9 (1994) 1, pp. 5-22

Persistent link: https://www.econbiz.de/10001169501

The pricing of multiclass commercial mortgage-backed securities

Childs, Paul D. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 581-603

Persistent link: https://www.econbiz.de/10001219187

Bias in an empirical approach to determining bond and mortgage risk premiums

Childs, Paul D. - In: The journal of real estate finance and economics 14 (1997) 3, pp. 263-282

Persistent link: https://www.econbiz.de/10001222230

Insights on the effect of land use choice : the perpetual option on the best of two underlying assets

Geltner, David - In: Journal of urban economics 39 (1996) 1, pp. 20-50

Persistent link: https://www.econbiz.de/10001196279

The value of resource and cross-default clauses in commercial mortgage contracting

Childs, Paul D. - In: Journal of banking & finance 20 (1996) 3, pp. 511-536

Persistent link: https://www.econbiz.de/10001197036

Commercial mortgage pricing with unobservable borrower default costs

Riddiough, Timothy J. - In: Journal of the American Real Estate & Urban Economics … 21 (1993) 3, pp. 265-291

Persistent link: https://www.econbiz.de/10001160665

Wimp or tough guy : sequential default risk and signaling with mortgages

Riddiough, Timothy J. - In: The journal of real estate finance and economics 9 (1994) 3, pp. 299-321

Persistent link: https://www.econbiz.de/10001332733

Déjà Vu All Over Again : Agency, Uncertainty, Leverage and the Panic of 1857

Riddiough, Timothy J. - 2012

The panic of 1857 is revisited with the benefit of hindsight provided by the panic of 2007-08, where a number of parallels are identified between the two panics. We present new evidence on causes of the failure of the financial institution that triggered the panic of 1857 and conduct a detailed...

Persistent link: https://www.econbiz.de/10013107555

The First Sub-Prime Mortgage Crisis and its Aftermath

Riddiough, Timothy J. - 2013

Persistent link: https://www.econbiz.de/10013091109

Piercing and then Papering Over the Vail of Ignorance : Gse Monopoly and Informational Advantage in the Market for Residential Mortgages

Riddiough, Timothy J. - 2003

A model of a monopolistic (GSE-dominated) market for mortgages is constructed in which the GSE employs a proprietary credit evaluation technology to produce a precise estimate of mortgage loan credit quality. When the private value of the information underlying the screening technology is...

Persistent link: https://www.econbiz.de/10012739277