Characteristics of Mortgage Terminations: an Analysis of a Loan-Level Dataset
Author:
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/article/10.1007/s11146-017-9620-5/fulltext.html
Reference54 articles.
1. Agarwal, S., Green, R. K., Rosenblatt, E., & Yao, V. (2015). Collateral pledge, sunk-cost fallacy and mortgage default. Journal of Financial Intermediation, 24(4), 636–652.
2. Agarwal, S., Ben-David, I., & Yao, V. (2017). Systematic mistakes in the mortgage market and lack of financial sophistication. Journal of Financial Economics, 123(1), 42–58.
3. Alexander, W. P., Grimshaw, S. D., McQueen, G. R., & Slade, B. A. (2002). Some loans are more equal than others: Third–party originations and defaults in the subprime mortgage industry. Real Estate Economics, 30(4), 667–697.
4. An, X., Clapp, J. M., & Deng, Y. (2010). Omitted mobility characteristics and property market dynamics: Application to mortgage termination. Journal of Real Estate Finance and Economics, 41(3), 245–271.
5. An, X., Deng, Y., & Gabriel, S. A. (2011). Asymmetric information, adverse selection, and the pricing of CMBS. Journal of Financial Economics, 100(2), 304–325.
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