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Accuracy of mortgage portfolio risk forecasts during financial crises. (2016). Scheule, Harald ; Lee, Yongwoong ; Rosch, Daniel.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:249:y:2016:i:2:p:440-456.

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Cites: 33

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Citations received by this document

  1. Managing risks and system performance in supply network: a conceptual framework. (2019). Hara, Yoshinori ; Quang, Huy Truong.
    In: International Journal of Logistics Systems and Management.
    RePEc:ids:ijlsma:v:32:y:2019:i:2:p:245-271.

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  2. A Bayesian approach to modeling mortgage default and prepayment. (2019). Soyer, Refik ; Wilson, Simon P ; Bhattacharya, Arnab.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:274:y:2019:i:3:p:1112-1124.

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  3. Predicting loss severities for residential mortgage loans: A three-step selection approach. (2018). Scheule, Harald ; Rosch, Daniel ; Do, Hung Xuan.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:270:y:2018:i:1:p:246-259.

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References

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Cocites

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  1. Cost-effective mortgage modification program to reduce mortgage defaults. (2021). Kim, Jiseob ; Lim, Taejun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:96:y:2021:i:c:p:220-241.

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  2. Structuring Mortgages for Macroeconomic Stability. (2020). Campbell, John ; Cocco, Joo F ; Clara, Nuno.
    In: NBER Working Papers.
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  3. Managing Households Expectations with Unconventional Policies. (2020). Weber, Michael ; Hoang, Daniel ; Dacunto, Francesco.
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  4. Can the Unemployed Borrow? Implications for Public Insurance. (2020). Phillips, Gordon ; Herkenhoff, Kyle F ; Braxton, Carter J.
    In: NBER Working Papers.
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  5. Achieving Effective Mortgage Modifications: The Importance of Household Characteristics. (2020). Schlottmann, Alan M ; Boehm, Thomas P.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:61:y:2020:i:2:d:10.1007_s11146-019-09719-7.

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  6. Can the Unemployed Borrow? Implications for Public Insurance. (2019). Herkenhoff, Kyle ; Phillips, Gordon ; Braxton, Carter J.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:323.

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  7. Mortgage Foreclosure Risk After the Great Recession. (2019). Singh, Swapnil ; Jakucionyte, Egle.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:69.

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  8. The Importance of Originator-Servicer Affiliation in Loan Renegotiation. (2019). Dlima, Walter ; Le, Thao ; Diop, Moussa ; Conklin, James N.
    In: The Journal of Real Estate Finance and Economics.
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  9. Using Bankruptcy to Reduce Foreclosures: Does Strip-Down of Mortgages Affect the Mortgage Market?. (2019). Tewari, Ishani ; Li, Wenli ; White, Michelle J.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:55:y:2019:i:1:d:10.1007_s10693-017-0278-1.

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  10. How foreclosure delays impact mortgage defaults and mortgage modifications. (2019). Kim, Jiseob.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:59:y:2019:i:c:p:18-37.

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  11. Are lemons sold first? Dynamic signaling in the mortgage market. (2019). Hartman-Glaser, Barney ; Gerardi, Kristopher ; Adelino, Manuel.
    In: Journal of Financial Economics.
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  12. Large price movements in housing markets. (2019). Tsang, Kwok Ping ; Sun, Xiaojin.
    In: Journal of Economic Behavior & Organization.
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  13. Consequences of Debt Forgiveness: Strategic Default Contagion and Lender Learning. (2019). Perezcavazos, Gerardo.
    In: Journal of Accounting Research.
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  14. Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage market. (2018). McCann, Fergal.
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  15. Are Lemons Sold First? Dynamic Signaling in the Mortgage Market. (2018). Gerardi, Kristopher ; Hartman-Glaser, Barney ; Adelino, Manuel.
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  16. The effects of a foreclosure moratorium on loan repayment behaviors. (2018). Collins, Michael J ; Urban, Carly.
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  17. The effect of mortgage securitization on foreclosure and modification. (2018). Kruger, Samuel.
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  18. Effects of government bailouts on mortgage modification. (2018). Agarwal, Sumit ; Zhang, Yunqi .
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  19. Borrower credit access and credit performance after loan modifications. (2017). Ding, Lei.
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  20. City Equilibrium with Borrowing Constraints: Structural Estimation and General Equilibrium Effects. (2017). Ranciere, Romain ; Ouazad, Amine.
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  21. Mortgage Payment Problem Development and Recovery: A Joint Probability Model Approach. (2017). Schlottmann, Alan M ; Boehm, Thomas P.
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  22. Households Debt Restructuring: The Re-default Effect of a Debt Suspension. (2017). fraisse, henri.
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  23. Mortgage-default research and the recent foreclosure crisis. (2017). Foote, Christopher ; Willen, Paul S.
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  24. The effect of foreclosure laws on securitization: Evidence from U.S. states. (2017). Milonas, Kristoffer.
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  25. Household Debt Restructuring : The Re-default Effects of Debt Suspensions. (2017). fraisse, henri.
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  26. A Quantitative Model of Too Big to Fail, House Prices, and the Financial Crisis. (2016). Kahn, James ; Acikgoz, Omer.
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  27. Consumer Bankruptcy, Bank Mergers, and Information. (2016). Martinez-Miera, David ; Damar, Evren ; Allen, Jason.
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  32. Mortgage modifications and loan performance. (2016). McGuinness, Anne ; Danne, Christian.
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  33. The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation. (2015). li, wenli ; Fang, Hanming ; Kim, You Suk.
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  37. The Impact of Regulation on Mortgage Risk: Evidence from India. (2015). Campbell, John Y ; Ranish, Benjamin ; Ramadorai, Tarun.
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  38. Structural Demand Estimation with Borrowing Constraints. (2015). Ouazad, Amine ; Ranciere, Romain.
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  39. A cost-benefit analysis of judicial foreclosure delay and a preliminary look at new mortgage servicing rules. (2015). Lambie-Hanson, Lauren ; Cordell, Lawrence R..
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  40. The rescue of Fannie Mae and Freddie Mac. (2015). Vickery, James ; Tracy, Joseph ; Fuster, Andreas ; Frame, W.
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  41. The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation. (2015). li, wenli ; Fang, Hanming ; Kim, You Suk.
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  42. The Determinants of Subprime Mortgage Performance Following a Loan Modification. (2015). Schmeiser, Maximilian ; Gross, Matthew B..
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  43. The rescue of Fannie Mae and Freddie Mac. (2015). Vickery, James ; Tracy, Joseph ; Fuster, Andreas ; Frame, W.
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  45. Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market. (2015). Giannetti, Mariassunta ; Favara, Giovanni.
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  46. Do Large-Scale Refinancing Programs Reduce Mortgage Defaults? Evidence From a Regression Discontinuity Design: Working Paper 2015-06. (2015). Ehrlich, Gabriel ; Perry, Jeffrey .
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  47. RECENT DEVELOPMENTS IN CONSUMER CREDIT AND DEFAULT LITERATURE. (2015). Livshits, Igor.
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  48. State Foreclosure Laws and the Incidence of Mortgage Default. (2014). Demiroglu, Cem ; Dudley, Evan ; James, Christopher M..
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  49. Recourse and the Residential Mortgage Market: the Case of Nevada. (2014). li, wenli ; Oswald, Florian.
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