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Improving Parametric Mortgage Prepayment Models with Non-parametric Kernel Regression. (2002). Maxam, Clark L. ; Marschoun, Michael ; Lacour-Little, Michael .
In: Journal of Real Estate Research.
RePEc:jre:issued:v:24:n:3:2002:p:299-328.

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  1. Lenders’ pricing strategy: Do neighborhood risks matter?. (2023). Zhang, QI ; Wang, Yonglin ; He, Jia ; Deng, Yongheng ; Agarwal, Sumit.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:51:y:2023:i:4:p:1011-1047.

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  2. A spatial analysis of borrowers’ mortgage termination decision – A nonparametric approach. (2021). Munneke, Henry J ; Fang, LU.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:86:y:2021:i:c:s0166046220302805.

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  3. Credit Risk Modeling Of Residential Mortgage Lending In Russia. (2014). Poroshina, Agatha.
    In: HSE Working papers.
    RePEc:hig:wpaper:30/fe/2014.

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  4. Long-Range Dependence in U.S. Home Price Volatility. (2011). Miles, William.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:3:p:329-347.

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References

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Cocites

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  1. Payment size, negative equity, and mortgage default. (2015). Fuster, Andreas ; Willen, Paul S..
    In: Staff Reports.
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  2. The inefficiency of refinancing: Why prepayment penalties are good for risky borrowers. (2013). Tchistyi, Alexei ; Piskorski, Tomasz ; Mayer, Chris .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:3:p:694-714.

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  3. Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations. (2012). Hurlimann, Werner.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:35:y:2012:i:2:p:171-202.

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  4. Payment size, negative equity, and mortgage default. (2012). Fuster, Andreas ; Willen, Paul S..
    In: Public Policy Discussion Paper.
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  5. On the valuation of reverse mortgages with regular tenure payments. (2012). Wang, Chou-Wen ; Lee, Yung-Tsung ; Huang, Hong-Chih .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:51:y:2012:i:2:p:430-441.

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  6. Household leverage. (2012). Corradin, Stefano.
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  7. The Optimal Choice for Lenders Facing Defaults: Short Sale, Foreclose, or REO. (2011). Daneshvary, Nasser ; Clauretie, Terrence .
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  8. Leverage and Mortgage Foreclosures. (2011). Kau, James ; Keenan, Donald ; Smurov, Alexey .
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  9. An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects. (2011). Kau, James ; Li, Xiaowei ; Keenan, Donald .
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  10. Beyond the transaction: depository institutions and reduced mortgage default for low-income homebuyers. (2011). Moulton, Stephanie ; Ergungor, Ozgur.
    In: Working Papers (Old Series).
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  11. Wages, inflation, and mortgage design. (2011). Nejadmalayeri, Ali.
    In: Journal of Economics and Business.
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  12. Participating mortgages and the efficiency of financial intermediation. (2011). Wojakowski, Rafal ; Shackleton, Mark ; Ebrahim, M. Shahid.
    In: Journal of Banking & Finance.
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  13. The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market. (2011). Kelly, Robert.
    In: Research Technical Papers.
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  14. Housing default: theory works and so does policy. (2010). Goodman, Allen C. ; Smith, Brent C..
    In: Working Paper.
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  15. Residential mortgage default: Theory works and so does policy. (2010). Goodman, Allen C. ; Smith, Brent C..
    In: Journal of Housing Economics.
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  16. Housing markets and the financial crisis of 2007-2009: Lessons for the future. (2010). Murphy, Anthony ; muellbauer, john ; Duca, John.
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  17. Systemic Risk and the Refinancing Ratchet Effect. (2009). merton, robert ; Lo, Andrew ; Khandani, Amir E..
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  18. The subprime mortgage crisis: irrational exuberance or rational error?. (2009). Martin, Clyde F. ; Kojucharov, Nikola ; Xu, Lili.
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  19. What motivates a subprime borrower to default?. (2009). Daglish, Toby.
    In: Journal of Banking & Finance.
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  20. The Value of Risk: Measuring the Service Output of U.S. Commercial Banks. (2008). Wang, J. Christina ; Inklaar, Robert ; Basu, Susanto.
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  21. An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options. (2008). Duck, Peter ; Sharp, Nicholas ; Newton, David.
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  22. Market Risk of Mortgage-Backed Securities with Consistent Measures. (2008). Yang, Tyler ; Chen, Ren-Raw ; Liao, Hsien-Hsing.
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  24. An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve. (2007). Fabozzi, Frank ; Huang, Dashan ; Kai, Yoshitaka ; Fukushima, Masao.
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  25. Valuing Mortgage Insurance Contracts in Emerging Market Economies. (2006). Karapanda, Raa ; Uroevi, Branko ; Bardhan, Ashok .
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  40. Credit Counseling and Mortgage Termination by Low-Income Households. (2003). gonzalez -Vega, Claudio ; Hartarska, Valentina M. ; Gonzalez-Vega, Claudio.
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  41. Improving Parametric Mortgage Prepayment Models with Non-parametric Kernel Regression. (2002). Maxam, Clark L. ; Marschoun, Michael ; Lacour-Little, Michael .
    In: Journal of Real Estate Research.
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    Full description at Econpapers || Download paper

  42. Risk-based capital requirements for mortgage loans. (2001). Lacour-Little, Michael ; Calem, Paul S..
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  43. Adjustable and Fixed Rate Mortgages as a Screening Mechanism for Default Risk. (2001). Yavas, Abdullah ; Posey, Lisa L..
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  44. Availability of Mortgage Loans in Volatile Real Estate Markets. (2000). Marschoun, Michael.
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  45. Catastrophic Default and Credit Risk for Lending Institutions. (1999). keenan, donald ; Kau, James.
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  46. Third Party Originators and Mortgage Prepayment Risk: An Agency Problem?. (1999). Chun, Gregory H. ; Lacour-Little, Michael .
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  47. Patterns of rational default. (1999). keenan, donald ; Kau, James.
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  48. Rationales of Mortgage Insurance Premium Structures. (1997). Dennis, Barry ; Yang, Tyler ; Kuo, Chionglong.
    In: Journal of Real Estate Research.
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  49. Mortgage default and low downpayment loans: The costs of public subsidy. (1996). Van Order, Robert ; Quigley, John ; Deng, Yongheng ; Mac, Freddie.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:26:y:1996:i:3-4:p:263-285.

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  50. Mortgage Default and Low Downpayment Loans: The Costs of Public Subsidy. (1995). Van Order, Robert ; Quigley, John ; Deng, Yongheng.
    In: NBER Working Papers.
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