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Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options. (2000). Van Order, Robert ; Quigley, John ; Deng, Yongheng.
In: Econometrica.
RePEc:ecm:emetrp:v:68:y:2000:i:2:p:275-308.

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  3. Securitization of assets with payment delay risk: A financial innovation in the real estate market. (2023). Zhao, Hongbiao ; Zhang, Hao ; Ma, Chao.
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  4. No Reason to Worry About German Mortgages? An Analysis of Macroeconomic and Individual Drivers of Credit Risk. (2023). Schmidt, Alexander ; Koban, Anne ; Haenle, Philipp ; Barasinska, Nataliya.
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  14. Does Temporary Mortgage Assistance for Unemployed Homeowners Reduce Longer?Term Mortgage Default? An Analysis of the Hardest Hit Fund Program. (2022). Holtzen, Holly ; Riley, Sarah ; Quercia, Roberto ; Pierce, Stephanie Casey ; Chun, Yung ; Moulton, Stephanie.
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  23. Benchmarking forecast approaches for mortgage credit risk for forward periods. (2022). Scheule, Harald ; Luong, Thi Mai.
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  24. A hierarchical mixture cure model with unobserved heterogeneity for credit risk. (2022). Vasnev, Andrey ; Baesens, Bart ; Claeskens, Gerda ; Dirick, Lore.
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  25. The effect of changing mortgage payments on default and prepayment: Evidence from HAMP resets. (2022). Shore, Stephen H ; Scharlemann, Therese C.
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  27. Forced moves and home maintenance: The amplifying effects of mortgage payment burden on underwater homeowners. (2022). Zhang, Xirui ; Rosenthal, Stuart S ; Li, Jing ; Harding, John P.
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  30. Low?Income Homeownership and the Role of State Subsidies: A Comparative Analysis of Mortgage Outcomes. (2021). Hembre, Erik ; Record, Matthew ; Moulton, Stephanie.
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  32. What Broker Charges Reveal About Subprime Mortgage Credit Risk. (2021). Sands, Patrik ; Hollifield, Burton ; Berndt, Antje.
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  35. Mortgage Brokers and the Effectiveness of Regulatory Oversights. (2021). Wang, Yonglin ; Deng, Yongheng ; Agarwal, Sumit.
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  37. The Riskiness of Outstanding Mortgages in the United States, 1999 - 2019. (2021). Larson, William.
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  38. A spatial analysis of borrowers’ mortgage termination decision – A nonparametric approach. (2021). Munneke, Henry J ; Fang, LU.
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  39. Reinforcement learning and mortgage partial prepayment behavior. (2021). Deng, Yongheng ; He, Jia ; Gu, Quanlin.
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  40. The potential impact of financial portability measures on mortgage refinancing: Evidence from Chile. (2021). Madeira, Carlos.
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  41. The Global Financial Crisis and transition out of homeownership in Korea. (2021). You, Seung Dong ; Kim, Kyung-Hwan.
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  42. Systematic credit risk in securitised mortgage portfolios. (2021). Scheule, Harald ; Rosch, Daniel ; Lee, Yongwoong.
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  43. Recourse and (strategic) mortgage defaults: Evidence from changes in housing market laws. (2021). Vlahu, Razvan ; Popa, Radu ; Copaciu, Anca ; Andries, Alin Marius .
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  44. Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market. (2021). Benetton, Matteo.
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  46. Selection Effects of Lender and Borrower Choices on Risk Measurement, Management and Prudential Regulation. (2020). Luong, Thi Mai.
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  48. Delinquency Priority in Consumer Credit: Evidence from Thai Microdata. (2020). Samphantharak, Krislert ; Saengchote, Kanis.
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  49. Mortgage Pricing Implications of Prepayment: Separating Pecuniary and Non-pecuniary Prepayment. (2020). Fang, LU.
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  52. Time Preferences, Mortgage Choice and Mortgage Default. (2020). He, Jia ; Deng, Yongheng ; Agarwal, Sumit.
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  53. Time Preferences, Mortgage Choice and Mortgage Default. (2020). Deng, Yongheng ; Agarwal, Sumit ; He, Jia.
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  56. Credit risk of low income mortgages. (2020). Fout, Hamilton ; Pan, Ying ; Palim, Mark.
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  59. Per-customer quantity limit and price discrimination: Evidence from the U.S. residential mortgage market. (2020). Ma, Chao.
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  60. Should I default on my mortgage even if I can pay? Experimental evidence. (2020). Barreda-Tarrazona, Iván ; Pavan, Marina.
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  61. The potential impact of financial portability measures on mortgage refinancing: Evidence from Chile. (2020). Madeira, Carlos.
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  62. Gender Equality in Mortgage Lending. (2020). Munneke, Henry J ; Fang, LU.
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  63. Second Mortgages: Valuation and Implications for the Performance of Structured Financial Products. (2020). Ghent, Andra ; Torous, Walter N ; Miltersen, Kristian R.
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  64. No Job, No Money, No Refi: Frictions to Refinancing in a Recession. (2020). DeFusco, Anthony ; Mondragon, John.
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  66. Stress testing the German mortgage market. (2019). Schmidt, Alexander ; Koban, Anne ; Haenle, Philipp ; Barasinska, Nataliya.
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  67. Competing Risk Models of Default in the Presence of Early Repayments. (2019). Ewa, Wycinka.
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  69. An Unintended Consequence of Mortgage Financing Regulation – a Racial Disparity. (2019). Munneke, Henry J ; Fang, LU ; Kau, James B.
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  70. Borrower Risk and Housing Price Appreciation. (2019). Zhu, Shuang ; Pace, Kelley R ; Hayunga, Darren K.
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  75. The influence of house, seller, and locational factors on the probability of sale. (2019). Zhu, Shuang ; Pace, Kelley R.
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  76. A Bayesian approach to modeling mortgage default and prepayment. (2019). Soyer, Refik ; Wilson, Simon P ; Bhattacharya, Arnab.
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  77. The Persistence of the 2008-2009 Recession and Insolvency Filings in Canada. (2019). Amine, Samir ; Predelus, Wilner.
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  78. A Life Cycle Model with Housing Tenure, Constrained Mortgage Finance and a Risky Asset under Uncertainty. (2018). simmons, peter ; He, Zhechun.
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  79. Racial Ethnic differences in Household Loan Delinquency Rate in recent financial crisis: Evidence from 2007 and 2010 Survey of Consumer Finances. (2018). Anyamele, Okechukwu D.
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  80. Equity Extraction and Mortgage Default. (2018). Laufer, Steven.
    In: Review of Economic Dynamics.
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  81. Reducing residential mortgage default: Should policy act before or after home purchases?. (2018). Dorfman, Jeffrey ; Wu, Yifei.
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  82. Characteristics of Mortgage Terminations: an Analysis of a Loan-Level Dataset. (2018). Ryu, Doojin ; Cho, Hoon ; Kim, Hyeongjun.
    In: The Journal of Real Estate Finance and Economics.
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  83. “Cure” Effects and Mortgage Default: A Split Population Survival Time Model. (2018). Sing, Tien Foo ; Liu, BO.
    In: The Journal of Real Estate Finance and Economics.
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  84. Comparison of Two Affordable Housing Finance Channels. (2018). Miller, Chen L.
    In: International Real Estate Review.
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  85. Re-Default Risk of Modified Mortgages. (2018). Chen, Jian ; Yang, Tyler T ; Xiang, Jin .
    In: International Real Estate Review.
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  86. House Price Markups and Mortgage Defaults. (2018). Larson, William ; Doerner, William ; Carrillo, Paul.
    In: FHFA Staff Working Papers.
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  87. Managing Bubbles in the Korean Real Estate Market: A Real Options Framework. (2018). Song, Jae Wook ; Kim, Kyung Won.
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  88. The Impact of the Current Expected Credit Loss Standard (CECL) on the Timing and Comparability of Reserves. (2018). Wang, James Z ; Vojtech, Cindy M ; Sarama, Robert F ; Chae, Sarah.
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  89. An examination of the first-time homebuyer tax credit. (2018). Hembre, Erik.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:73:y:2018:i:c:p:196-216.

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  90. Effectiveness of macroprudential policies under borrower heterogeneity. (2018). Rabitsch, Katrin ; Punzi, Maria Teresa.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:85:y:2018:i:c:p:251-261.

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  91. Optimal life cycle mortgage and portfolio choices in the presence of the affordability constraint. (2018). Chen, XI.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:39:y:2018:i:c:p:1-16.

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  92. Credit risk modelling under recessionary and financially distressed conditions. (2018). Tzavalis, Elias ; Adraktas, G ; Dendramis, Y.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:91:y:2018:i:c:p:160-175.

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  93. Partial identification and inference in censored quantile regression. (2018). Fan, Yanqin ; Liu, Ruixuan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:206:y:2018:i:1:p:1-38.

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  94. Filtered likelihood for point processes. (2018). Giesecke, Kay ; Schwenkler, Gustavo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:204:y:2018:i:1:p:33-53.

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  95. State Dependent Effects of Monetary Policy: the Refinancing Channel. (2018). Eichenbaum, Martin ; Wong, Arlene ; Rebelo, Sergio.
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  96. Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance. (2018). Marcato, Gianluca ; Michel, Lok Man.
    In: ERES.
    RePEc:arz:wpaper:eres2018_300.

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  97. BEHAVIORAL VALUE ADJUSTMENTS. (2017). Bissiri, Matteo ; Cogo, Riccardo.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:20:y:2017:i:08:n:s0219024917500509.

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  98. Effectiveness of macroprudential policies under borrower heterogeneity. (2017). Rabitsch, Katrin ; Punzi, Maria Teresa.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:5731.

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  99. Endogenous current coupons. (2017). Robertson, Scott ; Cheng, Zhe.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:21:y:2017:i:4:d:10.1007_s00780-017-0340-8.

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  100. Lenders Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket. (2017). Benetton, Matteo.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1001.

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  101. Non-Cognitive Abilities and Financial Delinquency: The Role of Self-Efficacy in Avoiding Financial Distress. (2017). Melzer, Brian ; Kuhnen, Camelia.
    In: NBER Working Papers.
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  102. Implicit Hedonic Pricing Using Mortgage Payment Information. (2017). Zhu, Shuang ; Pace, Kelley R.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9578-8.

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  103. What Broker Charges Reveal about Mortgage Credit Risk. (2017). Sands, Patrik ; Hollifield, Burton ; Berndt, Antje.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0336.

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  104. FHA Loans in Foreclosure Proceedings: Distinguishing Sources of Interdependence in Competing Risks. (2017). Haghani, Shermineh ; Deng, Ran.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2017:i:1:p:2-:d:124612.

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  105. ENDOGENOUS/EXOGENOUS SEGMENTATION IN THE A-IRB FRAMEWORK AND THE PRO-CYCLICALITY OF CAPITAL: AN APPLICATION TO MORTGAGE PORTFOLIOS. (2017). Canals-Cerda, Jose J.
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    RePEc:fip:fedpwp:17-9.

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  106. Who Defaults on Their Mortgage, and Why? Policy Implications for Reducing Mortgage Default. (2017). Ohanian, Lee.
    In: Economic Policy Paper.
    RePEc:fip:fedmep:17-4.

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  107. Fracking and Mortgage Default. (2017). Gerardi, Kristopher ; Cunningham, Christopher ; Shen, Yannan .
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2017-04.

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  108. Cant Pay or Wont Pay? Unemployment, Negative Equity, and Strategic Default. (2017). Ohanian, Lee ; Herkenhoff, Kyle ; Gerardi, Kristopher ; Willen, Paul S..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2013-04.

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  109. Financial literacy: A barrier to home ownership for the young?. (2017). Weber, Jörg ; Gathergood, John.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:99:y:2017:i:c:p:62-78.

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  110. Contagion effects in strategic mortgage defaults. (2017). Ramirez, Carlos ; Stahel, Christof W ; Hanouna, Paul ; Goodstein, Ryan .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:30:y:2017:i:c:p:50-60.

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  111. Is more information always better? A case in credit markets. (2017). Sharma, Priyanka .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:134:y:2017:i:c:p:269-283.

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  112. The role of prepayment penalties in mortgage loans. (2017). Gavazza, Alessandro ; Benetton, Matteo ; Beltratti, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:165-179.

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  113. Looking behind mortgage delinquencies. (2017). Viviano, Eliana ; Mocetti, Sauro.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:75:y:2017:i:c:p:53-63.

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  114. Sales of private firms and the role of CEO compensation. (2017). Burns, Natasha ; Minnick, Kristina ; Jindra, Jan .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:43:y:2017:i:c:p:444-463.

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  115. Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. (2017). Ramesh, Adithi ; Senthil, C B.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-03-81.

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  116. The great Irish (de)leveraging 2005-14. (2017). McIndoe-Calder, Tara ; Lydon, Reamonn.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172062.

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  117. Collateral Risk and Demographic Discrimination in Mortgage Market Equilibria. (2017). Nickerson, David ; Jones, Robert.
    In: Review of Economics & Finance.
    RePEc:bap:journl:170302.

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  118. Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK.. (2016). muellbauer, john ; Aron, Janine.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:793.

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  119. Housing Market Dynamics: Disequilibrium, Mortgage Default, and Reverse Mortgages. (2016). Sirmans, Stacy G ; Gatzlaff, Dean ; Jones, Timothy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:53:y:2016:i:3:d:10.1007_s11146-016-9567-y.

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  120. Unemployment as an Adverse Trigger Event for Mortgage Default. (2016). Riley, Sarah ; Quercia, Roberto ; Tian, Chao.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:52:y:2016:i:1:p:28-49.

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  121. The Determinants of Subprime Mortgage Performance Following a Loan Modification. (2016). Schmeiser, Maximilian ; Gross, Matthew .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:52:y:2016:i:1:p:1-27.

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  122. Comparing Securitized and Balance Sheet Loans: Size Matters. (2016). Ghent, Andra ; Valkanov, Rossen .
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:10:p:2784-2803.

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  123. Asset Price Volatility, Credit Rationing and Rational Lending Discrimination. (2016). Nickerson, David.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:8:y:2016:i:10:p:140-158.

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  124. Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Larson, William ; Doerner, William ; Bogin, Alexander.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:16-04.

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  125. Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Doerner, William ; Larson, William D ; Bogin, Alexander N.
    In: Working Papers.
    RePEc:gwc:wpaper:2016-010.

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  126. Sales of Distressed Residential Property: What Have We Learned from Recent Research?. (2016). Cohen, Jeffrey ; Coughlin, Cletus ; Yao, Vincent W.
    In: Review.
    RePEc:fip:fedlrv:00060.

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  127. Key Determinants of Demand, Credit Underwriting, and Performance on Government-Insured Mortgage Loans in Russia. (2016). Poroshina, Agatha ; Ozhegov, Evgeniy ; Evgeniy, Ozhegov ; Agata, Lozinskaia .
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    RePEc:eer:wpalle:16/03e.

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  128. “Modelling and forecasting mortgage delinquency and foreclosure in the UK.”. (2016). muellbauer, john ; Aron, Janine.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:94:y:2016:i:c:p:32-53.

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  129. Payment changes and default risk: The impact of refinancing on expected credit losses. (2016). Tracy, Joseph ; Wright, Joshua.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:93:y:2016:i:c:p:60-70.

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  130. An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market. (2016). Fitzpatrick, Trevor ; Mues, Christophe .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:249:y:2016:i:2:p:427-439.

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  131. Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK. (2016). muellbauer, john ; Aron, Janine.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11236.

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  132. On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior. (2016). Knoller, Christian ; Schoenmaekers, Pascal ; Kraut, Gunther .
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:83:y:2016:i:4:p:979-1006.

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  133. The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions. (2016). Tsai, Ming Shann ; Chiang, Shuling .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:16:y:2016:i:3:p:421-444.

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  134. Prepayment risk on callable bonds: theory and test. (2015). Franois, Pascal ; Pardo, Sophie.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:38:y:2015:i:2:p:147-176.

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  135. The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation. (2015). Fang, Hanming ; Li, Wenli ; Kim, You Suk.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:15-041.

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  136. The Effect of Negative Equity on Mortgage Default: Evidence from HAMP PRA. (2015). Shore, Stephen H ; Scharlemann, Therese C.
    In: Working Papers.
    RePEc:ofr:wpaper:15-06.

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  137. The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation. (2015). li, wenli ; Fang, Hanming ; Kim, You Suk.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21810.

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  138. Cant Pay or Wont Pay? Unemployment, Negative Equity, and Strategic Default. (2015). Ohanian, Lee ; Gerardi, Kristopher ; Willen, Paul S ; Herkenhoff, Kyle F.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21630.

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  139. Phasing Out the GSEs. (2015). Van Nieuwerburgh, Stijn ; Elenev, Vadim ; Landvoigt, Tim.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21626.

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  140. The Paradox of Judicial Foreclosure: Collateral Value Uncertainty and Mortgage Rates. (2015). Seiler, Michael ; Harrison, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:50:y:2015:i:3:p:377-411.

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  141. Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market. (2015). yao, vincent ; Ben-David, Itzhak ; Agarwal, Sumit.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:9:p:2220-2240.

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  142. Mortgage defaults. (2015). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Papers.
    RePEc:fip:fedlwp:2011-019.

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  143. End of the Line: Behavior of HELOC Borrowers Facing Payment Changes. (2015). Sarama, Robert F ; Johnson, Kathleen W.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-73.

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  144. The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation. (2015). li, wenli ; Fang, Hanming ; Kim, You Suk.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-114.

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  145. The Determinants of Subprime Mortgage Performance Following a Loan Modification. (2015). Schmeiser, Maximilian ; Gross, Matthew B..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-06.

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  146. Cant pay or wont pay?: unemployment, negative equity, and strategic default. (2015). Ohanian, Lee ; Gerardi, Kristopher ; Willen, Paul S ; Herkenhoff, Kyle F.
    In: Working Papers.
    RePEc:fip:fedbwp:15-13.

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  147. The failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO. (2015). Gerardi, Kristopher ; Frame, W ; Willen, Paul S..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2015-03.

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  148. An analysis of default risk in the Home Equity Conversion Mortgage (HECM) program. (2015). Haurin, Donald ; Shi, Wei ; Moulton, Stephanie.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:90:y:2015:i:c:p:17-34.

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  149. Real estate collateral value and investment: The case of China. (2015). Wu, Jing ; Gyourko, Joseph ; Deng, Yongheng.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:86:y:2015:i:c:p:43-53.

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  150. Strategic, unaffordability and dual-trigger default in the Irish mortgage market. (2015). Flavin, Thomas ; Connor, Gregory.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:28:y:2015:i:c:p:59-75.

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  151. Collateral pledge, sunk-cost fallacy and mortgage default. (2015). yao, vincent ; Green, Richard ; Rosenblatt, Eric ; Agarwal, Sumit.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:4:p:636-652.

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  152. Default and prepayment modelling in participating mortgages. (2015). Varlı, Yusuf ; Yildirim, Yildiray ; Varli, Yusuf .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:c:p:81-88.

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  153. Effects of prepayment regulations on termination of subprime mortgages. (2015). Steinbuks, Jevgenijs.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:445-456.

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  154. A model of mortgage losses and its applications for macroprudential instruments. (2015). Hott, Christian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:16:y:2015:i:c:p:183-194.

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  155. A false sense of security in applying handpicked equations for stress test purposes. (2015). Gross, Marco ; Poblacion, Javier.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151845.

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  156. The Role of Prepayment Penalties in Mortgage Loans. (2015). Gavazza, Alessandro ; Benetton, Matteo ; Beltratti, Andrea E.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10504.

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  157. Home Ownership, Household Leverage and Hyperbolic Discounting. (2015). Ghent, Andra.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:43:y:2015:i:3:p:750-781.

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  158. Looking behind mortgage delinquencies. (2015). Viviano, Eliana ; Mocetti, Sauro.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_999_15.

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  159. Immigrants and Mortgage Delinquency in the United States. (2015). Xie, Jia ; Lin, Zhenguo ; Liu, Yingchun.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-1.

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  160. Endogenous Current Coupons. (2015). Robertson, Scott ; Cheng, Zhe.
    In: Papers.
    RePEc:arx:papers:1510.02010.

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  161. Individual investors and suboptimal early exercises in the fixed-income market. (2014). Wilkens, Marco ; Entrop, Oliver ; Eickholt, Mathias .
    In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe.
    RePEc:zbw:upadbr:14.

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  162. Equity Extraction and Mortgage Default. (2014). Laufer, Steven.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:634.

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  163. La vulnerabilita finanziaria: unanalisi per classi di reddito (Financial vulnerability: an analysis by income classes). (2014). Viviana, Eliana ; Mocetti, Sauro ; Manzoli, Elisabetta ; Acciari, Paolo.
    In: Moneta e Credito.
    RePEc:psl:moneta:2014:42.

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  164. Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence. (2014). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working Papers.
    RePEc:nlv:wpaper:1403.

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  165. The Economic Effects of Legal Restrictions on High-Cost Mortgages. (2014). Steinbuks, Jevgenijs ; Elliehausen, Gregory.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:49:y:2014:i:1:p:47-72.

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  166. First Mortgages, Second Mortgages, and Their Default. (2014). Kau, James ; Keenan, Donald ; Lyubimov, Constantine .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:48:y:2014:i:4:p:561-588.

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  167. Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry. (2014). Fan, Gang-Zhi ; Deng, Yongheng ; Pu, Ming.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:48:y:2014:i:3:p:492-521.

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  168. 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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  169. Do restrictions on home equity extraction contribute to lower mortgage defaults? evidence from a policy discontinuity at the Texas’ border. (2014). Kumar, Anil.
    In: Working Papers.
    RePEc:fip:feddwp:1410.

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  170. Mortgage defaults and risk-based capital: post-global financial crisis development and implications for emerging markets. (2014). Zhang, Jessie Y. ; Yang, Tyler T..
    In: Chapters.
    RePEc:elg:eechap:15685_10.

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  171. Does mortgage deregulation increase foreclosures? Evidence from Cleveland. (2014). Xu, Yilan.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:46:y:2014:i:c:p:126-139.

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  172. Equilibrium in collateralized asset markets: Credit contractions and negative equity loans. (2014). Torres-Martinez, Juan Pablo ; Iraola, Miguel A..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:55:y:2014:i:c:p:113-122.

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  173. Reconciling theory and empirics on the role of unemployment in mortgage default. (2014). Tracy, Joseph ; Gyourko, Joseph.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:80:y:2014:i:c:p:87-96.

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  174. Prepayment behaviors of Japanese residential mortgages. (2014). KISHIMOTO, NAOKI ; Kim, Yong-Jin .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:30:y:2014:i:c:p:1-9.

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  175. Valuation of Mortgage Insurance Contracts with Counterparty Default Risk: Reduced-Form Approach. (2014). Chang, Chia-Chien.
    In: ASTIN Bulletin: The Journal of the International Actuarial Association.
    RePEc:cup:astinb:v:44:y:2014:i:02:p:303-334_00.

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  176. Modeling the Budgetary Costs of FHA's Single Family Mortgage Insurance: Working Paper 2014-05. (2014). Ehrlich, Gabriel ; Moore, Damien ; Perry, Jeffrey ; Castelli, Francesca .
    In: Working Papers.
    RePEc:cbo:wpaper:45711.

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  177. Dis-entangling the mortgage arrears crisis: The rolw of the labour market, income volatility and housing equity. (2014). McCarthy, Yvonne.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:02/rt/14.

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  178. The Leveraged City. (2014). You, Seung Dong .
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:4:p:1042-1066.

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  179. Refinancing Trends among Lower Income and Minority Homeowners during the Housing Boom and Bust. (2014). Goodstein, Ryan M..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:3:p:690-723.

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  180. Price Dispersion in Mortgage Markets. (2014). Clark, Robert ; Allen, Jason ; Houde, Jean-Franois .
    In: Journal of Industrial Economics.
    RePEc:bla:jindec:v:62:y:2014:i:3:p:377-416.

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  181. Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence. (2013). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working papers.
    RePEc:uct:uconnp:2013-19.

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  182. Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans. (2013). Torres-Martinez, Juan Pablo ; Iraola, Miguel.
    In: MPRA Paper.
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  183. Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market. (2013). yao, vincent ; Ben-David, Itzhak ; Agarwal, Sumit.
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  184. Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty. (2013). Roussanov, Nikolai ; Chen, Hui ; Michaux, Michael .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19421.

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  185. Unemloyment and Unobserved Credit Risk in the FHA Single Family Mortgage Insurance Fund. (2013). Tracy, Joseph ; Gyourko, Joseph.
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  186. Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans. (2013). Torres-Martinez, Juan Pablo ; Iraola, Miguel A..
    In: Working Papers.
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  187. Irish Mortgage Default Optionality. (2013). Flavin, Thomas ; Connor, Gregory.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n243-13.pdf.

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  188. Local Traits and Securitized Commercial Mortgage Default. (2013). Deng, Yongheng ; An, Xudong ; Nichols, Joseph ; Sanders, Anthony .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:4:p:787-813.

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  189. Effects of Bankruptcy Exemptions and Foreclosure Laws on Mortgage Default and Foreclosure Rates. (2013). Steinbuks, Jevgenijs ; Elliehausen, Gregory ; Desai, Chintal .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:3:p:391-415.

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  190. Testing for Fraud in the Residential Mortgage Market: How Much Did Early-Payment-Defaults Overpay for Housing?. (2013). Carrillo, Paul.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:1:p:36-64.

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  191. Commercial Mortgage Workout Strategy and Conditional Default Probability: Evidence from Special Serviced CMBS Loans. (2013). Deng, Yongheng ; Chen, Jun.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:4:p:609-632.

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  192. A Top-Down Approach for Asset-Backed Securities: A Consistent Way of Managing Prepayment, Default and Interest Rate Risks. (2013). Fermanian, Jean-David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:3:p:480-515.

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  193. Equity extraction and mortgage default. (2013). Laufer, Steven.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-30.

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  194. What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears. (2013). McCarthy, Yvonne ; Lyndon, Reamonn .
    In: The Economic and Social Review.
    RePEc:eso:journl:v:44:y:2013:i:1:p:117-150.

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  195. Asymmetric information and list-price reductions in the housing market. (2013). van der Klaauw, Bas ; de Wit, Erik R..
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:43:y:2013:i:3:p:507-520.

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  196. Systemic risk and the refinancing ratchet effect. (2013). merton, robert ; Lo, Andrew ; Khandani, Amir E..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:1:p:29-45.

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  197. 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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  198. Nonlinear incentives and mortgage officers’ decisions. (2013). Tzioumis, Konstantinos ; Gee, Matthew .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:2:p:436-453.

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  199. Strategic loan modification: An options-based response to strategic default. (2013). Das, Sanjiv ; Meadows, Ray .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:636-647.

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  200. Household Finance: An Emerging Field. (2013). Guiso, Luigi ; Sodini, Paolo .
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1397-1532.

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  201. Differential default risk among traditional and non-traditional mortgage products and capital adequacy standards. (2013). Lin, Che-Chun ; Chu, Ting-Heng ; Prather, Larry J. ; Tsay, Jing-Tang .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:27:y:2013:i:c:p:115-122.

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  202. Gestión Hipotecaria de las Familias Chilenas. (2013). Madeira, Carlos ; Victor Perez F., .
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:16:y:2013:i:2:p:122-133.

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  203. The role of the economic environment on mortgage defaults during the Great Recession. (2012). Sarmiento, Camilo .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:3:p:243-250.

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  204. Credit securitization decisions. (2012). Sarmiento, Camilo .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:1:p:53-56.

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  205. Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity. (2012). Vasnev, Andrey L. ; Gerlach, Richard ; John G. T. Watkins, .
    In: Working Papers.
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  206. Return, purchase, or skip? Outcome, duration, and consumer behavior in the rent-to-own market. (2012). Jaggia, Sanjiv ; Anderson, Michael.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:1:p:313-334.

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  207. Mortgage Market Design. (2012). Campbell, John.
    In: NBER Working Papers.
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  208. The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate. (2012). Hwang, Soosung ; Cho, Youngha ; Satchell, Steve.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:3:p:645-677.

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  209. Model Stability and the Subprime Mortgage Crisis. (2012). yao, vincent ; Deng, Yongheng ; An, Xudong ; Rosenblatt, Eric.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:3:p:545-568.

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  210. Racial Discrimination and Mortgage Lending. (2012). Kau, James ; Munneke, Henry ; Keenan, Donald .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:2:p:289-304.

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  211. Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks under the Recourse Loan System. (2012). Sumita, Kazuto ; Seko, Miki ; Naoi, Michio.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:1:p:63-87.

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  212. The Subprime Crisis and House Price Appreciation. (2012). Peng, Liang ; Goetzmann, William ; Yen, Jacqueline.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:1:p:36-66.

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  213. Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database. (2012). Ólafsson, Thorvardur ; Karen Á. Vignisdottir, ; Olafsson, Thorvardur Tjorvi .
    In: Economics.
    RePEc:ice:wpaper:wp59.

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  214. Optimal Mortgage Reï¬ nancing: A Closed Form Solution. (2012). Laibson, David ; Driscoll, John ; Agarwal, Sumit.
    In: Scholarly Articles.
    RePEc:hrv:faseco:9918811.

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  215. Mortgage Market Design. (2012). Campbell, John.
    In: Scholarly Articles.
    RePEc:hrv:faseco:9887618.

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  216. The performance of non-owner-occupied mortgages during the housing crisis. (2012). .
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2012:i:2q:p:111-138:n:vol.98no.2.

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  217. Credit risk analysis of credit card portfolios under economic stress conditions. (2012). Canals-Cerda, Jose J. ; Banerjee, Piu .
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  218. Payment changes and default risk: theimpact of refinancing on expected credit losses. (2012). Tracy, Joseph ; Wright, Joshua.
    In: Staff Reports.
    RePEc:fip:fednsr:562.

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  219. Housing wealth and wage bargaining. (2012). Reed, Robert ; Cunningham, Christopher.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2012-20.

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  220. Forecasting and explaining aggregate consumer credit delinquency behaviour. (2012). Banasik, John ; Crook, Jonathan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:28:y:2012:i:1:p:145-160.

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  221. The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market. (2011). Ambrose, Brent ; Liu, Chunlin ; Chomsisengphet, Souphala ; Agarwal, Sumit.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:4:p:633-655.

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  222. Deconstructing a Mortgage Meltdown: A Methodology for Decomposing Underwriting Quality. (2011). van Order, Robert ; VanOrder, Robert ; Capozza, Dennis R ; Anderson, Charles D.
    In: Journal of Money, Credit and Banking.
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  223. Fixed come hell or high water? Selection and prepayment of fixed rate mortgages outside the US. (2011). Patel, Nimesh ; Daglish, Toby .
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:4107.

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  224. Refinancing transitions and equity extraction among CRA mortgage borrowers. (2011). Spader, Jonathan S. ; Quercia, Roberto G..
    In: Housing Policy Debate.
    RePEc:taf:houspd:v:21:y:2011:i:4:p:627-645.

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  225. Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty. (2011). Roussanov, Nikolai ; Chen, Hui ; Michaux, Michael .
    In: 2011 Meeting Papers.
    RePEc:red:sed011:1369.

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  226. A Model of Mortgage Default. (2011). Campbell, John ; Cocco, Joo F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17516.

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  227. Complex Mortgages. (2011). Sialm, Clemens ; Huang, Jennifer ; Amromin, Gene ; Zhong, Edward .
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  228. Foreclosures, House Prices, and the Real Economy. (2011). Trebbi, Francesco ; Sufi, Amir ; Mian, Atif.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16685.

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  229. Leverage and Mortgage Foreclosures. (2011). Kau, James ; Keenan, Donald ; Smurov, Alexey .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:4:p:393-415.

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  230. Collateral Risk in Residential Mortgage Defaults. (2011). Lin, Che-Chun ; Yang, Tyler ; Cho, Man.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:2:p:115-142.

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  231. An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects. (2011). Kau, James ; Li, Xiaowei ; Keenan, Donald .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:1:p:51-67.

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  232. Foreclosures, House Prices, and the Real Economy. (2011). Trebbi, Francesco ; Sufi, Amir ; Mian, Atif.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:11-e-27.

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  233. Mortgage defaults. (2011). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan.
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  234. Credit cycle and adverse selection effects in consumer credit markets -- evidence from the HELOC market. (2011). Nakamura, Leonard ; Calem, Paul ; Cannon, Matthew.
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  235. Liquidity problems and early payment default among subprime mortgages. (2011). Anderson, Nathan ; Dokko, Jane K..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-09.

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  236. Prepayment and delinquency in the mortgage crisis period. (2011). Krainer, John ; Laderman, Elizabeth .
    In: Working Paper Series.
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  237. Lending sociodynamics and economic instability. (2011). Hawkins, Raymond J..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:23:p:4355-4369.

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  238. Wages, inflation, and mortgage design. (2011). Nejadmalayeri, Ali.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:5:p:503-516.

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  239. La indexación de los saldos hipotecarios y la crisis colombiana de final de siglo XX.. (2011). carranza, juan esteban.
    In: REVISTA DESARROLLO Y SOCIEDAD.
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  240. Assessment of mortgage default risk via Bayesian reliability models. (2010). Xu, Feng ; Soyer, Refik.
    In: Applied Stochastic Models in Business and Industry.
    RePEc:wly:apsmbi:v:26:y:2010:i:3:p:308-330.

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  241. Risk heterogeneity and credit supply: evidence from the mortgage market. (2010). Surico, Paolo ; Meads, Neil ; Bealey, Timothy .
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  242. DEFAULT MORTGAGE PROFILE: A MICRO ANALYSIS OF THE PORTUGUESE CASE. (2010). REBELO, Joo ; Caldas, Jose Vaz .
    In: Portuguese Journal of Management Studies.
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  243. Modelling and Forecasting UK Mortgage Arrears and Possessions. (2010). muellbauer, john ; Aron, Janine.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:499.

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  244. Reducing Foreclosures: No Easy Answers. (2010). Foote, Christopher ; Willen, Paul ; Goette, Lorenz ; Gerardi, Kristopher.
    In: NBER Chapters.
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  245. Sunk Costs and Mortgage Default. (2010). yao, vincent ; Green, Richard ; Rosenblatt, Eric.
    In: Working Paper.
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  246. Omitted Mobility Characteristics and Property Market Dynamics: Application to Mortgage Termination. (2010). Deng, Yongheng ; Clapp, John ; An, Xudong.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:41:y:2010:i:3:p:245-271.

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  247. The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing. (2010). Pennington-Cross, Anthony.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:40:y:2010:i:2:p:109-129.

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  248. Exposure to Real Estate in Bank Portfolios. (2010). Pinheiro, Marcelo ; Igan, Deniz.
    In: Journal of Real Estate Research.
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  249. Contagious Mortgage Default. (2010). Borsum, ystein .
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  250. How much is that home really worth? Appraisal bias and house-price uncertainty. (2010). Nakamura, Leonard.
    In: Business Review.
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  251. The depth of negative equity and mortgage default decisions. (2010). Shan, Hui ; Bhutta, Neil ; Dokko, Jane.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-35.

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  252. Survival analysis and mortgage termination at AgChoice ACA. (2010). Stokes, Jeffrey ; Dressler, Jonathan B..
    In: Agricultural Finance Review.
    RePEc:eme:afrpps:v:70:y:2010:i:1:p:21-36.

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  253. Modelling and forecasting UK mortgage arrears and possessions. (2010). muellbauer, john ; Aron, Janine.
    In: LSE Research Online Documents on Economics.
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  254. Housing markets and the financial crisis of 2007-2009: lessons for the future. (2010). Murphy, Anthony ; muellbauer, john ; Duca, John.
    In: LSE Research Online Documents on Economics.
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  255. Housing busts and household mobility. (2010). Tracy, Joseph ; Gyourko, Joseph ; Ferreira, Fernando.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:68:y:2010:i:1:p:34-45.

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  256. Financial crises and bank failures: A review of prediction methods. (2010). HASAN, IFTEKHAR ; Demyanyk, Yuliya.
    In: Omega.
    RePEc:eee:jomega:v:38:y:2010:i:5:p:315-324.

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  257. Housing markets and the financial crisis of 2007-2009: Lessons for the future. (2010). Murphy, Anthony ; muellbauer, john ; Duca, John.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:4:p:203-217.

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  258. Modelling and Forecasting UK Mortgage Arrears and Possessions. (2010). muellbauer, john ; Aron, Janine.
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  259. The Termination of Subprime Hybrid and Fixed-Rate Mortgages. (2010). Pennington-Cross, Anthony ; Ho, Giang.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:38:y:2010:i:3:p:399-426.

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  260. Contemporaneous Loan Stress and Termination Risk in the CMBS Pool: How Ruthless is Default?. (2010). Seslen, Tracey ; Wheaton, William C..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:38:y:2010:i:2:p:225-255.

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  261. Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts. (2010). Chang, Chia-Chien ; Shyu, So-De ; Lin, Shih-Kuei ; Chen, Ming-Chi.
    In: Journal of Risk & Insurance.
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  262. Systemic Risk and the Refinancing Ratchet Effect. (2009). merton, robert ; Lo, Andrew ; Khandani, Amir E..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15362.

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  263. Reducing Foreclosures: No Easy Answers. (2009). Goette, Lorenz ; Gerardi, Kristopher ; Foote, Christopher ; Willen, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15063.

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  264. A New Prepayment Model (with Default): An Occupation-time Derivative Approach. (2009). Duck, Peter ; Johnson, Paul ; Sharp, Nicholas ; Newton, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:39:y:2009:i:2:p:118-145.

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  265. Spillover Effects of Foreclosures on Neighborhood Property Values. (2009). yao, vincent ; Lin, Zhenguo ; Rosenblatt, Eric.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:38:y:2009:i:4:p:387-407.

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  266. Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market. (2009). Deng, Yongheng ; Liu, Peng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:38:y:2009:i:3:p:214-240.

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  267. Housing Wealth and Household Portfolios in an Ageing Society. (2009). Rouwendal, Jan.
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  268. Quantifying the reversibility phenomenon for the repeat-sales index. (2009). Simon, Arnaud.
    In: Journal of Real Estate Research.
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  269. Exposure to Real Estate Losses; Evidence from the US Banks. (2009). Igan, Deniz ; Pinheiro, Marcelo.
    In: IMF Working Papers.
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  270. Quick exits of subprime mortgages. (2009). Demyanyk, Yuliya.
    In: Review.
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  271. The role of the securitization process in the expansion of subprime credit. (2009). Sherlund, Shane ; Nadauld, Taylor D..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2009-28.

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  272. Mortgage default and mortgage valuation. (2009). LeRoy, Stephen ; Krainer, John ; Munpyung O, .
    In: Working Paper Series.
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  273. Understanding the subprime mortgage crisis. (2009). Demyanyk, Yuliya ; Van Hemert, Otto .
    In: Proceedings.
    RePEc:fip:fedfpr:y:2009:i:jan:x:11.

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  274. Decomposing the foreclosure crisis: House price depreciation versus bad underwriting. (2009). Shapiro, Adam ; Gerardi, Kristopher ; Willen, Paul S..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2009-25.

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  275. Reducing foreclosures: no easy answers. (2009). Goette, Lorenz ; Gerardi, Kristopher ; Foote, Christopher ; Willen, Paul S..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2009-15.

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  276. Making sense of the subprime crisis. (2009). Sherlund, Shane ; Lehnert, Andreas ; Gerardi, Kristopher ; Sherland, Shane M. ; Willen, Paul S..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2009-02.

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  277. Subprime mortgages, foreclosures, and urban neighborhoods. (2009). Gerardi, Kristopher ; Willen, Paul S..
    In: FRB Atlanta Working Paper.
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  278. Moral and Social Constraints to Strategic Default on Mortgages. (2009). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/27.

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  279. What moves housing markets: A variance decomposition of the rent-price ratio. (2009). Davis, Morris ; Gallin, Joshua ; Campbell, Sean D. ; Martin, Robert F..
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:66:y:2009:i:2:p:90-102.

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  280. What motivates a subprime borrower to default?. (2009). Daglish, Toby.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:681-693.

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  281. Subprime Mortgages, Foreclosures, and Urban Neighborhoods. (2009). Gerardi, Kristopher ; Willen, Paul.
    In: The B.E. Journal of Economic Analysis & Policy.
    RePEc:bpj:bejeap:v:9:y:2009:i:3:n:12.

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  282. Financial crises and bank failures : a review of prediction methods. (2009). HASAN, IFTEKHAR ; Demyanyk, Yuliya.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2009_035.

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  283. Do Borrowers Make Rational Choices on Points and Refinancing?. (2009). Yavas, Abdullah ; Chang, Yan .
    In: Real Estate Economics.
    RePEc:bla:reesec:v:37:y:2009:i:4:p:635-658.

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  284. An empirical dynamic model of mortgage default in Colombia between 1997 and 2004. (2008). Navarro, Salvador ; carranza, juan esteban.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:269.

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  285. An Empirical Model of Subprime Mortgage Default From 2000 to 2007. (2008). Park, Minjung ; Chu, Chenghuan Sean ; Bajari, Patrick.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14625.

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  286. Derivatives Markets for Home Prices. (2008). Shiller, Robert.
    In: NBER Working Papers.
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  287. Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring. (2008). Yildirim, Yildiray.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:37:y:2008:i:2:p:93-111.

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  288. Market Risk of Mortgage-Backed Securities with Consistent Measures. (2008). Yang, Tyler ; Chen, Ren-Raw ; Liao, Hsien-Hsing.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:36:y:2008:i:1:p:121-140.

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  289. Managing the risk of loan prepayments and the optimal structure of short term lending rates. (2008). .
    In: Annals of Finance.
    RePEc:kap:annfin:v:4:y:2008:i:2:p:197-215.

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  290. Credit Booms and Lending Standards; Evidence From the Subprime Mortgage Market. (2008). Laeven, Luc ; Igan, Deniz ; Dell'Ariccia, Giovanni.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/106.

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  291. The Student Loan Consolidation Option. (2008). Lucas, Deborah ; Moore, Damien .
    In: Working Papers.
    RePEc:hka:wpaper:2012-015.

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  292. Juvenile delinquent mortgages: bad credit or bad economy?. (2008). Tracy, Joseph ; Peach, Richard ; Haughwout, Andrew.
    In: Staff Reports.
    RePEc:fip:fednsr:341.

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  293. Does it pay to read your junk mail? evidence of the effect of advertising on home equity credit choices. (2008). Ambrose, Brent ; Agarwal, Sumit.
    In: Working Paper Series.
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  294. Juvenile delinquent mortgages: Bad credit or bad economy?. (2008). Tracy, Joseph ; Peach, Richard ; Haughwout, Andrew.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:64:y:2008:i:2:p:246-257.

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  295. Negative equity and foreclosure: Theory and evidence. (2008). Gerardi, Kristopher ; Foote, Christopher ; Willen, Paul S..
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:64:y:2008:i:2:p:234-245.

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  296. Predatory lending practices and subprime foreclosures: Distinguishing impacts by loan category. (2008). Rose, Morgan.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:60:y:2008:i:1-2:p:13-32.

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  297. The value of embedded real options: Evidence from consumer automobile lease contracts--A note. (2008). Gamba, Andrea ; Rigon, Riccardo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:5:y:2008:i:4:p:213-220.

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  298. Derivatives Markets for Home Prices. (2008). Shiller, Robert.
    In: Working Papers.
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  299. Derivatives Markets for Home Prices. (2008). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1648.

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  300. Credit Booms and Lending Standards: Evidence From The Subprime Mortgage Market. (2008). Laeven, Luc ; Igan, Deniz ; Dell'ariccia, Giovanni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6683.

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  301. Optimal Mortgage Refinancing: A Closed Form Solution. (2008). Laibson, David ; Driscoll, John ; Agarwal, Sumit.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:122247000000002021.

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  302. Commercial Mortgage-Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information. (2008). Jarrow, Robert ; Christopoulos, Andreas D. ; Yildirim, Yildiray.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:36:y:2008:i:3:p:441-498.

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  303. Making Sense of the Subprime Crisis. (2008). Sherlund, Shane ; Lehnert, Andreas ; Gerardi, Kristopher ; Willen, Paul.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:39:y:2008:i:2008-02:p:69-159.

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  304. A Causal Framework for Credit Default Theory. (2007). Sy, Wilson.
    In: Research Paper Series.
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  305. Comment on Michael A. Stegman et al.’s “Preventive servicing is good for business and affordable homeownership policy”. (2007). Green, Richard.
    In: Housing Policy Debate.
    RePEc:taf:houspd:v:18:y:2007:i:2:p:299-309.

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  306. Risk-Based Pricing of High Loan-To-Value Mortgage. (2007). WANG, FAN.
    In: MPRA Paper.
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  307. Revisiting the Level Playing Field: International Lending Responses to Divergences in Japanese Bank Capital Regulations from the Basel Accord. (2007). Chakraborty, Suparna ; Allen, Linda .
    In: MPRA Paper.
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  308. Delinquency and Default in Arms: The Effects of Protected Equity and Loss Aversion. (2007). Sing, Tien Foo ; Ong, Seow ; Teo, Alan.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:35:y:2007:i:3:p:253-280.

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  309. Semi-analytical MBS Pricing. (2007). Rom-Poulsen, Niels .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:34:y:2007:i:4:p:463-498.

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  310. Understanding the subprime mortgage crisis. (2007). Van Hemert, Otto .
    In: Supervisory Policy Analysis Working Papers.
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  311. Subprime mortgage delinquency rates. (2007). Krainer, John ; Doms, Mark ; Furlong, Fred .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-33.

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  312. An examination of the impact of rent control on mobile home prices in California. (2007). Deng, Yongheng ; Dale-Johnson, David ; Gordon, Peter ; Zheng, Diehang .
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:16:y:2007:i:2:p:209-242.

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  313. Intensity-based framework and penalty formulation of optimal stopping problems. (2007). Dai, Min ; You, Hong ; Kwok, Yue Kuen.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:12:p:3860-3880.

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  314. The Impact of Homeowners Housing Wealth Misestimation on Consumption and Saving Decisions. (2007). Agarwal, Sumit.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:35:y:2007:i:2:p:135-154.

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  315. Valuing Mortgage Insurance Contracts in Emerging Market Economies. (2006). Karapanda, Raa ; Uroevi, Branko ; Bardhan, Ashok .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:32:y:2006:i:1:p:9-20.

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  316. Mortgage credit risk in EU countries: Constraints on exploiting the single currency market. (2006). buckley, robert.
    In: European Journal of Law and Economics.
    RePEc:kap:ejlwec:v:21:y:2006:i:1:p:13-27.

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  317. The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing. (2006). Pennington-Cross, Anthony.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-027.

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  318. Subprime refinancing: equity extraction and mortgage termination. (2006). Pennington-Cross, Anthony ; Chomsisengphet, Souphala.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-023.

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  319. House price uncertainty, timing of development, and vacant land prices: Evidence for real options in Seattle. (2006). Cunningham, Christopher.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:59:y:2006:i:1:p:1-31.

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  320. Evidence on the effect of credit counseling on mortgage loan default by low-income households. (2006). gonzalez -Vega, Claudio ; Hartarska, Valentina ; Gonzalez-Vega, Claudio.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:15:y:2006:i:1:p:63-79.

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  321. An empirical analysis of home equity loan and line performance. (2006). Ambrose, Brent ; Agarwal, Sumit ; Liu, Chunlin ; Chomsisengphet, Souphala.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:15:y:2006:i:4:p:444-469.

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  322. Commercial Mortgage-backed Securities (CMBS) Terminations, Regional and Property-Type Risk. (2006). Quigley, John ; Deng, Yongheng ; Sanders, Anthony B..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-24.

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  323. Subordinations Levels in Structured Financing. (2006). Deng, Yongheng ; Sanders, Anthony B..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-18.

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  324. Unobserved heterogeneity in Models of Competing Mortgage Termination Risks. (2005). Deng, Yongheng ; Clapp, John ; An, Xudong.
    In: Working Paper.
    RePEc:luk:wpaper:8585.

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  325. Contemporaneous Loan Stress and Termination Risk in the CMBS pool: how Ruthless is default?. (2005). Seslen, Tracey ; Wheaton, William C..
    In: Working Paper.
    RePEc:luk:wpaper:8582.

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  326. An Early Assessment of Residential Mortgage Performance in China. (2005). Deng, Yongheng ; Zheng, Della ; Ling, Changfeng .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:31:y:2005:i:2:p:117-136.

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  327. Mortgage Default: Classification Trees Analysis. (2005). Gross, Shulamith ; Feldman, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:30:y:2005:i:4:p:369-396.

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  328. The Effect of Mortgage Price and Default Risk on Mortgage Spreads. (2005). Kau, James ; Peters, Luke .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:30:y:2005:i:3:p:285-295.

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  329. Credit Counseling and Mortgage Termination by Low-Income Households. (2005). Hartarska, Valentina ; Gonzalez-Vega, Claudio ; gonzalez -Vega, Claudio .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:30:y:2005:i:3:p:227-243.

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  330. A two-stage stochastic integer programming approach. (2005). Laureano F. Escudero Bueno, ; Pérez, Enrique ; Maestre, Maria Merino ; Maria Araceli Garin Martin, .
    In: BILTOKI.
    RePEc:ehu:biltok:200501.

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  331. Curtailment as a mortgage performance indicator. (2005). Lin, Che-Chun ; Yang, Tyler T..
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:14:y:2005:i:3:p:294-314.

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  332. The impact of the 2001 financial crisis and the economic policy responses on the Argentine mortgage market. (2005). Agarwal, Sumit ; Hassler, Olivier ; Chomsisengphet, Souphala.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:14:y:2005:i:3:p:242-270.

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  333. AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES. (2004). Kalotay, Andrew ; Fabozzi, Frank J ; Yang, Deane .
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:07:y:2004:i:08:n:s0219024904002785.

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  334. Likelihood-Based Estimation of a Proportional-Hazard, Competing- Risk Model with Grouped Duration Data. (2004). An, Mark.
    In: Urban/Regional.
    RePEc:wpa:wuwpur:0407013.

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  335. What Drives Default and Prepayment on Subprime Auto Loans?. (2004). Sabarwal, Tarun ; Heitfield, Erik .
    In: Finance.
    RePEc:wpa:wuwpfi:0405034.

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  336. Bounds in Competing Risks Models and the War on Cancer. (2004). Lleras-Muney, Adriana ; Bo E. Honore, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10963.

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  337. Spatial Heterogeneity in Mortgage Terminations by Refinance, Sale and Default. (2004). Deng, Yongheng ; Pavlov, Andrey D. ; Yang, Lihong .
    In: Working Paper.
    RePEc:luk:wpaper:8602.

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  338. On the Economics of Subprime Lending. (2004). Cutts, Amy ; Order, Robert.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:30:y:2004:i:2:p:167-196.

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  339. An empirical test of a two-factor mortgage valuation model: how much do house prices matter?. (2003). Downing, Chris ; Stanton, Richard ; Wallace, Nancy.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-42.

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  340. An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?. (2003). Downing, Chris ; Stanton, Richard ; Wallace, Nancy E..
    In: Research Program in Finance, Working Paper Series.
    RePEc:cdl:rpfina:qt2qb613r5.

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  341. A Comparison of U.S. and Canadian Residential Mortgage Markets. (2002). Courchane, Marsha ; Clarke, Judith ; Giles, Judith A..
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:0201.

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  342. Valuing and Pricing Retail Leases with Renewal and Overage Options. (2002). Ward, Charles ; hendershott, patric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9214.

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  343. Enhancing Mortgage Credit Availability Among Underserved And Higher Credit-Risk Populations: An Assessment Of Default And Prepayment Option Exercise Among Fha-Insured Borrowers. (2002). Gabriel, Stuart ; Deng, Yongheng.
    In: Working Paper.
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  344. Patterns of Default and Prepayment for Prime and Nonprime Mortgages. (2002). Pennington-Cross, Anthony.
    In: FHFA Staff Working Papers.
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  345. A COMPARISON OF OPTION-THEORETIC AND CHOICE-THEORETIC APPROACHES TO EVALUATING ALTERNATIVE FINANCIAL TECHNOLOGIES FOR MORTGAGE LOANS TO LOW-INCOME HOUSEHOLDS. (2002). Hartarska, Valentina ; Gonzalez-Vega, Claudio ; gonzalez -Vega, Claudio .
    In: 2002 Annual meeting, July 28-31, Long Beach, CA.
    RePEc:ags:aaea02:19645.

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  346. Risk-based capital requirements for mortgage loans. (2001). Lacour-Little, Michael ; Calem, Paul S..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-60.

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  347. Spatial Lock-in: Do Falling House Prices Constrain Residential Mobility?,. (2001). Chan, Sewin.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:49:y:2001:i:3:p:567-586.

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  348. Quantifying Lending Risks without Historical Data: An Application of Stress Tests to Mortgage Lending in Russia. (2001). Van Order, Robert ; buckley, robert ; Klepikova, Elena.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:10:y:2001:i:3:p:253-277.

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  349. VALUING AGRICULTURAL MORTGAGE-BACKED SECURITIES. (2001). Stokes, Jeffrey ; Brinch, Brian M..
    In: Journal of Agricultural and Applied Economics.
    RePEc:ags:joaaec:15459.

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  350. CREDIT COUNSELING AND MORTGAGE LOAN DEFAULT BY RURAL AND URBAN LOW INCOME HOUSEHOLDS. (2001). Hartarska, Valentina ; Gonzalez-Vega, Claudio ; gonzalez -Vega, Claudio .
    In: 2001 Annual meeting, August 5-8, Chicago, IL.
    RePEc:ags:aaea01:20740.

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  351. Controlling for Burnout in Estimating Mortgage Prepayment Models. (2000). Hall, Arden .
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:9:y:2000:i:4:p:215-232.

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