Model Stability and the Subprime Mortgage Crisis-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Model Stability and the Subprime Mortgage Crisis

Published:2010-10-02 Issue:3 Volume:45 Page:545-568
ISSN:0895-5638
Container-title:The Journal of Real Estate Finance and Economics
language:en
Short-container-title:J Real Estate Finan Econ

Author:

An Xudong,Deng Yongheng,Rosenblatt Eric,Yao Vincent W.

Publisher

Springer Science and Business Media LLC

Subject

Urban Studies,Economics and Econometrics,Finance,Accounting

Link

http://link.springer.com/content/pdf/10.1007/s11146-010-9283-y.pdf

Reference63 articles.

1. Agarwal, S., Ambrose, B. W., Chomsisengphet, S., & Sanders, A. B. (2009). The neighbor’s mortgage: Does living in a subprime neighborhood impact your probability of default? SSRN working paper.

2. 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.

3. Ambrose, B. W., & Sanders, A. B. (2003). Commercial mortgage backed securities: prepayment and default. Journal of Real Estate Finance and Economics, 26(2/3), 179–196.

4. An, X., Deng, Y., & Sanders, A. B. (2009). Default risk of CMBS loans: What explains the regional variations? National University of Singapore, IRES Working Paper 2009–009.

5. An, X., Clapp, J. C., & Deng, Y. (2010a). Omitted mobility characteristics and property market dynamics: application to mortgage termination. Journal of Real Estate Finance and Economics, 41(3).

Cited by 17 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. ESG performance and firm value in the Chinese market;Investment Analysts Journal;2023-06-28

2. A Lucas Critique of Mortgage Lending: Theory, Evidence, and Implications;The Journal of Real Estate Finance and Economics;2023-04-24

3. Loan to value ratio and housing loan default – evidence from microdata in India;International Journal of Emerging Markets;2022-02-15

4. The impact of data aggregation and risk attributes on stress testing models of mortgage default;The Journal of Credit Risk;2020-11

5. Mortgage loss severities: What keeps them so high?;Real Estate Economics;2020-09-13

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3