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Deng, Yongheng's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
10,939 |
Total
Citations
292 |
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1.
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Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Quigley, John M.
University of California, Berkeley, College of Letters & Science, Department of Economics Van Order, Robert
Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research
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Posted:
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22 Mar 99
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Last Revised:
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25 Feb 05
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2,433
(2,014)
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131
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Quigley, John M.
University of California, Berkeley, College of Letters & Science, Department of Economics Van Order, Robert
Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research
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0
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Quigley, John M.
University of California, Berkeley, College of Letters & Science, Department of Economics Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Van Order, Robert
Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research
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2,433
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131
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2.
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Chen, Jun
Property & Portfolio Research, Inc. Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
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06 Jun 03
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Last Revised:
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18 Mar 12
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980
(9,581)
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5
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default risk, CMBS loan, special service, workout strategy, hazard model, logit model
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3.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
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820
(12,683)
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16
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4.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Quigley, John M.
University of California, Berkeley, College of Letters & Science, Department of Economics
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04 Nov 01
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Last Revised:
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23 Jan 13
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731
(15,026)
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17
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Mortgage prepayment, heterogeneity, mortgage pricing, behavioral finance, martingale transform
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5.
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Clapp, John M.
University of Connecticut - Department of Finance An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
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607
(19,675)
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14
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Mortgage termination risks, Cox Proportional Hazard Model (CPH), Multinomial Logit Model (MNL), Out-of-sample prediction; Unobserved heterogeneity
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6.
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Value Creation Through Securitization: Evidence from the CMBS Market
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
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Posted:
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22 Feb 08
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Last Revised:
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15 Nov 08
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528
(23,776)
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4
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
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0
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securitization, commercial mortgage-backed securities (CMBS), conduit loans, portfolio loans, mortgage-treasury rate spread, simultaneous equation model
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
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528
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4
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Securitization, commercial mortgage-backed securities, conduit loans, portfolio loans, mortgage-treasury rate spread, simultaneous equation model
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7.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Sanders, Anthony B.
George Mason University - School of Management
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| Posted: |
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11 Mar 09
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Last Revised:
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07 Sep 10
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439
(30,259)
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4
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collateralized debt obligations, subprime crisis, yield spreads on mortgage-backed securities
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8.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Pavlov, Andrey D.
Simon Fraser University (SFU) - Finance Area Yang, Lihong
University of Southern California
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398
(34,282)
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13
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duration model, competing risks, space-varying coefficient, martingale residual, mortgage refinance, default, residential mobility
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9.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Quigley, John M.
University of California, Berkeley, College of Letters & Science, Department of Economics Sanders, Anthony B.
George Mason University - School of Management
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393
(34,842)
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5
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10.
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Ma, Seungryul
Daegu University Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
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18 Oct 06
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Last Revised:
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13 Nov 11
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390
(35,192)
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Insurance premium structure, Reverse mortgage, Constant monthly payments, Graduate monthly payments, Total annual loan costs rates
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11.
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Duration of Residence in the Rental Housing Market
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Versions (2)
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Nothaft, Frank
Freddie Mac Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
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Posted:
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26 Mar 02
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Last Revised:
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12 Dec 02
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371
(37,442)
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4
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Nothaft, Frank
Freddie Mac Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
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0
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duration of residence, rental housing, hazard model
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Nothaft, Frank
Freddie Mac Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
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371
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4
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12.
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Clapp, John M.
University of Connecticut - Department of Finance
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347
(40,615)
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3
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Mortgage termination risks, Multinomial Logit Model (MNL), Nested Logit Model (NMNL), Mobility, Refinance, Default
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13.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies LI, Zhiliang
affiliation not provided to SSRN Quigley, John M.
University of California, Berkeley, College of Letters & Science, Department of Economics
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| Posted: |
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06 Sep 10
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Last Revised:
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24 Apr 11
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237
(62,772)
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2
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environmental sustainability, housing market, energy efficiency, green labels
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14.
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Ben-Shahar, Danny
Technion - Israel Institute of Technology Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Sulganik, Eyal
Interdisciplinary Center (IDC) Herzliyah - Arison School of Business
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227
(65,735)
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1
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15.
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Zheng, Diehang
University of Southern California - School of Policy Planning and Development (SPPD) Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gordon, Peter
University of Southern California - School of Policy Planning and Development (SPPD) Dale-Johnson, David
University of Southern California - Marshall School of Business
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191
(78,342)
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Mobile Home, Rent Control, Capitalization, Regulatory Taking
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16.
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Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China's Housing Market
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Liu, Peng
Cornell University
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Posted:
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06 Aug 08
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Last Revised:
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09 Nov 08
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187
(79,980)
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2
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Liu, Peng
Cornell University
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0
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mortgage, prepayment, default, credit risk, forward contract, pre-sale
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Liu, Peng
Cornell University
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187
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2
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Mortgage, Prepayment, Default, Credit Risk, Forward Contract, Pre-sale
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17.
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Index Revision, House Price Risk, and the Market for House Price Derivatives
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Quigley, John M.
University of California, Berkeley, College of Letters & Science, Department of Economics Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
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Posted:
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22 Feb 08
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Last Revised:
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30 Sep 08
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187
(79,980)
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3
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Quigley, John M.
University of California, Berkeley, College of Letters & Science, Department of Economics
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0
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repeat sales index, index revision, house price risk, house price derivative
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Quigley, John M.
University of California, Berkeley, College of Letters & Science, Department of Economics Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
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187
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3
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Repeat sales index, index revision, house price risk, house price derivatives
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18.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gyourko, Joseph
University of Pennsylvania - Real Estate Department Wu, Jing
affiliation not provided to SSRN
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179
(83,318)
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4
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19.
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Wu, Jing
Institute of Real Estate Studies, NUS Gyourko, Joseph
University of Pennsylvania - Real Estate Department Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
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170
(87,545)
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4
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20.
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
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| Posted: |
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18 Jun 10
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Last Revised:
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09 Apr 11
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143
(102,240)
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10
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CMBS, conduit lending, asymmetric information, lemons discount
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21.
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Sanders, Anthony B.
George Mason University - School of Management
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133
(108,666)
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2
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default risk, CMBS loan, regional variation, hazard model, martingale residual
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22.
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Model Stability and the Subprime Mortgage Crisis
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Rosenblatt, Eric
Federal National Mortgage Association (Fannie Mae) - Research Yao, Vincent
Federal National Mortgage Association (Fannie Mae)
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Posted:
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14 Sep 10
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Last Revised:
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26 Oct 12
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131
(110,092)
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2
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Rosenblatt, Eric
Federal National Mortgage Association (Fannie Mae) - Research Yao, Vincent
Federal National Mortgage Association (Fannie Mae)
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0
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Subprime mortgage, Default risk, Model stability, Hazard model, Logit model
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Rosenblatt, Eric
Federal National Mortgage Association (Fannie Mae) - Research Yao, Vincent W.
affiliation not provided to SSRN
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131
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2
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Subprime Mortgage, Default Risk, Model Stability, Hazard Model, Logit Model
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23.
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Monetary and Fiscal Stimuli, Ownership Structure, and China's Housing Market
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Versions (2)
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Morck, Randall
University of Alberta - Department of Finance and Statistical Analysis Wu, Jing
Institute of Real Estate Studies, NUS Yeung, Bernard Yin
NUS Business School, National University of Singapore
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Posted:
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04 Mar 11
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Last Revised:
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30 Jan 13
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124
(115,133)
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3
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Morck, Randall
University of Alberta - Department of Finance and Statistical Analysis Wu, Jing
Institute of Real Estate Studies, NUS Yeung, Bernard Yin
NUS Business School, National University of Singapore
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23
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3
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Morck, Randall
University of Alberta - Department of Finance and Statistical Analysis Wu, Jing
Institute of Real Estate Studies, NUS Yeung, Bernard Yin
NUS Business School, National University of Singapore
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101
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3
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Monetary Policy Channels, State-Owned Enterprises, Partial Reform, Transition Economy, Bank Governance, Corporate Governance
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24.
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Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market
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Versions (4)
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Nishimura, Kiyohiko G.
Bank of Japan Zheng, Diehang (Della)
affiliation not provided to SSRN
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Posted:
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12 Feb 08
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Last Revised:
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28 Dec 12
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122
(116,599)
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1
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Nishimura, Kiyohiko G.
Bank of Japan Zheng, Diehang (Della)
affiliation not provided to SSRN
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0
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1
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Nishimura, Kiyohiko G.
Bank of Japan Zheng, Diehang
University of Southern California - School of Policy Planning and Development (SPPD)
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0
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price dispersion, search models, housing markets, time on the market
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Nishimura, Kiyohiko G.
affiliation not provided to SSRN Zheng, Diehang (Della)
affiliation not provided to SSRN
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| Posted: |
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03 Mar 12
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Last Revised:
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05 Mar 12
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16
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1
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price dispersion, search models, housing markets, time on the market
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Nishimura, Kiyohiko G.
Bank of Japan Zheng, Diehang
University of Southern California - School of Policy Planning and Development (SPPD)
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| Posted: |
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12 Feb 08
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Last Revised:
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20 Feb 12
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106
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1
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price dispersion, search models, housing markets, time on the market
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25.
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Sanders, Anthony B.
George Mason University - School of Management
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| Posted: |
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19 Nov 10
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Last Revised:
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21 Nov 10
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90
(145,352)
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26.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Hu, Maggie Rong
National University of Singapore - Department of Finance Srinivasan, Anand
National University of Singapore - Department of Finance
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| Posted: |
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16 Nov 11
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Last Revised:
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03 Dec 12
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79
(157,747)
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external advisor, Real Estate Investment Trust, organizational structure, loan contract terms, information opacity, certification effect
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27.
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Wu, Jing
Tsinghua University - Institute of Real Estate Studies Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Huang, Jun
Shanghai University of Finance and Economics Morck, Randall
University of Alberta - Department of Finance and Statistical Analysis Yeung, Bernard Yin
NUS Business School, National University of Singapore
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67
(173,691)
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Urban Infrastructure, Environmental Protection, Local Government, Public Choice, China
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28.
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Pu, Ming
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management Fan, Gang-Zhi
Konkuk University - Department of Real Estate Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
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| Posted: |
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06 Mar 11
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Last Revised:
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28 Dec 12
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66
(175,051)
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Reverse Mortgages, Heterogeneous Beliefs, Information Asymmetry, Loan Limits
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29.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Quigley, John M.
University of California, Berkeley, College of Letters & Science, Department of Economics Van Order, Robert
Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research
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46
(208,124)
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26
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30.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Hu, Maggie Rong
National University of Singapore - Department of Finance Srinivasan, Anand
National University of Singapore - Department of Finance
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42
(216,001)
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Lending relationship, hold-up effect, Real Estate Investment Trust, organizational form, loan contract terms
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31.
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An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Fisher, Jeffrey D.
Indiana University Hu, Maggie Rong
National University of Singapore - Department of Finance
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32
(238,293)
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1
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32.
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Agarwal, Sumit
National University of Singapore Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Luo, Chenxi
National University of Singapore (NUS) - Department of Real Estate Qian, Wenlan
National University of Singapore - NUS Business School
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21
(272,010)
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Financial Crisis, Condo Market, Default, Mortgages, Household Finance, Investors, Speculators, Subprime Mortgages
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33.
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Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks
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Show Abstracts |
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Versions (2)
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hide multiple versions |
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Clapp, John M.
University of Connecticut - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies An, Xudong
San Diego State University - Department of Finance
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Posted:
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25 Jan 06
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Last Revised:
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18 Jan 13
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17
(286,187)
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14
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Clapp, John M.
University of Connecticut - Department of Finance An, Xudong
San Diego State University - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
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17
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14
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Clapp, John M.
University of Connecticut - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies An, Xudong
San Diego State University - Department of Finance
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| Posted: |
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25 Jan 06
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Last Revised:
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18 Jan 13
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0
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34.
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Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Gyourko, Joseph
University of Pennsylvania - Real Estate Department Wu, Jing
Tsinghua University - Institute of Real Estate Studies
|
|
11
(307,424)
|
1
|
|
| |
|
| |
|
|
|
35.
|
|
|
Chen, Jun
Moody’s Analytics Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
|
|
|
|
|
| |
|
| |
Default risk, CMBS loan, Special service, Workout strategy, Hazard model, Logit model
|
|
|
36.
|
|
|
Wu, Jing
Tsinghua University - Institute of Real Estate Studies Gyourko, Joseph
University of Pennsylvania - Real Estate Department Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
|
|
0
(349,638)
|
|
|
| |
|
| |
|
|
|
37.
|
|
|
An, Xudong
San Diego State University - Department of Finance Clapp, John M.
University of Connecticut - Department of Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
|
|
|
|
|
| |
|
| |
Housing Market, Mobility, Mortgage Termination, Multinomial Logit Model
|
|
|
38.
|
|
|
Fei, Peng
University of Southern California Ding, Letian
University of Southern California Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
|
|
|
|
|
| |
|
| |
Dynamic Conditional Correlation, REIT returns, Real Estate, Diversification
|
|
|
39.
|
|
|
Zhang, Minye
California State Polytechnic University, Pomona Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
|
|
|
|
|
| |
|
| |
Hotel, Stock return pattern, Overreact
|
|
|
40.
|
|
|
Zheng, Della
Independent Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Ling, Changfeng
Tsinghua University
|
|
|
|
|
| |
|
| |
Chinese Mortgage Market, Prepayment and Default, Empirical Hazard Model, Econometric Analysis
|
|
|
41.
|
|
|
Ciochetti , Brian A.
Independent Yao, Rui
Baruch College - Department of Economics and Finance Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Lee, Gail
Credit Suisse First Boston Shilling, James D.
Credit Suisse First Boston
|
|
|
|
|
| |
|
| |
mortgages, asset pricing, bankruptcy, liquidation, prepayment, default
|
|
|
42.
|
|
|
Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Ross, Stephen L.
University of Connecticut - Department of Economics Wachter, Susan M.
University of Pennsylvania - Wharton School, Department of Real Estate
|
|
|
|
|
| |
|
| |
Homeownership, Residential Location, Race, Credit Constraints, Equity Risk
|
|
|
43.
|
|
|
Ambrose, Brent W.
Pennsylvania State University Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies Capone, Charles A.
U.S. Department of Housing and Urban Development
|
|
|
|
|
| |
|
| |
mortgage default, loss severity, foreclosure
|
|
|
44.
|
|
|
Calhoun, Charles A.
Calhoun Consulting Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
|
|
|
|
|
| |
|
| |
default, prepayment, option values, event history models, conditional probability, time-varying logit
|
|
|
45.
|
|
|
Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
|
|
|
|
|
| |
|
| |
|
|
