Author Page for James B. Kau

University of Georgia - Department of Insurance, Legal Studies, Real Estate, Southern Methodist University (SMU) - Finance Department and Emory University - Department of Economics

Downloads 494 (96,843)

Citation 36

Abstract:

4.

Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)

Journal of Real Estate Finance and Economics, Vol. 39, No. 2, 2009

Number of pages: 21 Posted: 27 Feb 2009 Last Revised: 11 Feb 2011

James B. Kau, Donald C. Keenan, Donald C. Keenan and Yildiray Yildirim

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and Zicklin School of Business, Baruch College - The City University of New York

Downloads 379 (132,112)

Citation 12

Abstract:

5.

The Growth of Government: Sources and Limits

Number of pages: 20 Posted: 30 Apr 2001

James B. Kau and Paul H. Rubin

University of Georgia - Department of Insurance, Legal Studies, Real Estate and Emory University - Department of Economics

Downloads 291 (175,396)

Abstract:

6.

Subprime Mortgage Default

Posted: 28 Apr 2010 Last Revised: 04 Jun 2010

James B. Kau, Donald C. Keenan, Donald C. Keenan, Constantine Lyubimov and V. Carlos Slawson Jr.

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia, Federal National Mortgage Association (Fannie Mae) and Louisiana State University

Downloads 240 (212,623)

Citation 3

Abstract:

7.

Liability Distributions for Mortgage Insurance

Number of pages: 18 Posted: 22 Nov 1999

James B. Kau, Donald C. Keenan, Donald C. Keenan and Taewon Kim

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and California State University, Los Angeles

Downloads 238 (214,353)

Abstract:

8.

Leverage and Mortgage Foreclosures

Downloads 106 (420,396)

2

Leverage and Mortgage Foreclosures

Number of pages: 25 Posted: 09 Mar 2009

Donald C. Keenan, Donald C. Keenan, Alexey A. Smurov and James B. Kau

University of Cergy-PontoiseUniversity of Georgia, Federal National Mortgage Association (Fannie Mae) and University of Georgia - Department of Insurance, Legal Studies, Real Estate

Downloads 106 (422,932)

Citation 1

Abstract:

Leverage and Mortgage Foreclosures

Journal of Real Estate Finance and Economics, Vol. 42, No. 4, 2011

Posted: 09 Feb 2011

James B. Kau, Donald C. Keenan, Donald C. Keenan and Alexey A. Smurov

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and Federal National Mortgage Association (Fannie Mae)

Abstract:

9.

First Mortgages, Second Mortgages, and Their Default

Downloads 102 (432,041)

Citation 1

2

First Mortgages, Second Mortgages, and Their Default

Number of pages: 34 Posted: 22 Dec 2012

James B. Kau, Donald C. Keenan, Donald C. Keenan and Constantine Lyubimov

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and Federal National Mortgage Association (Fannie Mae)

Downloads 102 (434,913)

Citation 1

Abstract:

First Mortgages, Second Mortgages and Their Default

Journal of Real Estate Finance and Economics, Vol. 48, No. 4, 2014

Posted: 04 Apr 2014

James B. Kau, Donald C. Keenan, Donald C. Keenan and Constantine Lyubimov

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and Federal National Mortgage Association (Fannie Mae)

Abstract:

10.

The Impact of Second Loans on Subprime Mortgage Defaults

Number of pages: 42 Posted: 29 Nov 2010 Last Revised: 20 Mar 2012

Michael D. Eriksen, James B. Kau, Donald C. Keenan and Donald C. Keenan

Purdue University - Department of Economics, University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-PontoiseUniversity of Georgia

Downloads 70 (543,206)

Citation 1

Abstract:

11.

An Unintended Consequence of Mortgage Financing Regulation - A Racial Disparity

Downloads 0 (1,032,601)

2

An Unintended Consequence of Mortgage Financing Regulation - A Racial Disparity

Journal of Real Estate Finance and Economics, November 2019, Volume 59, Issue 4, pp 549–588

Posted: 05 Dec 2019 Last Revised: 27 May 2020

James B. Kau, Lu Fang and Henry J. Munneke

University of Georgia - Department of Insurance, Legal Studies, Real Estate, Florida International University and University of Georgia - Department of Insurance, Legal Studies, Real Estate

Abstract:

An Unintended Consequence of Mortgage Financing Regulation - A Racial Disparity

Journal of Real Estate Finance and Economics, 2018

Posted: 06 Mar 2020 Last Revised: 27 May 2020

James B. Kau, Lu Fang and Henry J. Munneke

University of Georgia - Department of Insurance, Legal Studies, Real Estate, Florida International University and University of Georgia - Department of Insurance, Legal Studies, Real Estate

Abstract:

12.

The Impact of Second Loans on Subprime Mortgage Defaults

Real Estate Economics- Forthcoming

Posted: 08 Aug 2012

Michael D. Eriksen, James B. Kau, Donald C. Keenan and Donald C. Keenan

Purdue University - Department of Economics, University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-PontoiseUniversity of Georgia

Abstract:

13.

Racial Discrimination and Mortgage Lending

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2

Racial Discrimination and Mortgage Lending

Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012

Posted: 14 Jul 2012

James B. Kau, Donald C. Keenan, Donald C. Keenan and Henry J. Munneke

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and University of Georgia - Department of Insurance, Legal Studies, Real Estate

Abstract:

Racial Discrimination and Mortgage Lending

Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012

Posted: 22 Aug 2012

James B. Kau, Donald C. Keenan, Donald C. Keenan and Henry J. Munneke

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and University of Georgia - Department of Insurance, Legal Studies, Real Estate

Abstract:

14.

Development Value: A Real Options Approach Using Empirical Data

Journal of Real Estate Finance and Economics, Vol. 43, No. 3, 2011

Posted: 10 Aug 2011

Robert Grovenstein, James B. Kau and Henry J. Munneke

University of Connecticut - Department of Finance, University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Georgia - Department of Insurance, Legal Studies, Real Estate

Abstract:

15.

Asymmetric Information in the Subprime Mortgage Market

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2

Asymmetric Information in the Subprime Mortgage Market

Journal of Real Estate Finance and Economics, Vol.44, Nos. 1&2, 2012

Posted: 10 Mar 2011 Last Revised: 24 Feb 2012

James B. Kau, Donald C. Keenan, Donald C. Keenan, Constantine Lyubimov and V. Carlos Slawson Jr.

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia, Federal National Mortgage Association (Fannie Mae) and Louisiana State University

Abstract:

Asymmetric Information in the Subprime Mortgage Market

Journal of Real Estate Finance and Economics, Vol. 44, Nos. 1 & 2, 2012

Posted: 30 Nov 2011

James B. Kau, Donald C. Keenan, Donald C. Keenan, Constantine Lyubimov and V. Carlos Slawson Jr.

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia, Federal National Mortgage Association (Fannie Mae) and Louisiana State University

Abstract:

16.

An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects

Journal of Real Estate Finance and Economics, Vol. 42, No. 1, 2011

Posted: 29 Aug 2010

James B. Kau, Donald C. Keenan, Donald C. Keenan and Xiaowei Li

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and affiliation not provided to SSRN

Abstract:

17.

The Hazard Approach to Mortgage Valuation as a Reduced Form Alternative to Option-Pricing Models

Journal of Real Estate Finance and Economics, Forthcoming

Posted: 19 May 2006

James B. Kau, Donald C. Keenan, Donald C. Keenan and Alexey A. Smurov

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and Federal National Mortgage Association (Fannie Mae)

Abstract:

18.

The Effect of Mortgage Price and Default Risk on Mortgage Spreads

Journal of Real Estate Finance and Economics, Vol. 30, No. 3, 2005

Posted: 22 Oct 2005

James B. Kau and Luke C. Peters

University of Georgia - Department of Insurance, Legal Studies, Real Estate and Bank of America

Abstract:

19.

Frictions, Heterogeneity, and Optimality in Mortgage Modeling

Posted: 17 May 2002

James B. Kau and V. Carlos Slawson Jr.

University of Georgia - Department of Insurance, Legal Studies, Real Estate and Louisiana State University

Abstract:

20.

Waiting to Default: The Value of Delay

JOURNAL OF THE AMERICAN REAL ESTATE AND URBAN ECONOMICS ASSOCIATION, Vol 22 No 3, Fall 1994

Posted: 02 May 2000

James B. Kau and Taewon Kim

University of Georgia - Department of Insurance, Legal Studies, Real Estate and California State University, Los Angeles

Abstract:

21.

Valuing Prepayment and Default in a Fixed Rate Mortgage: A Bivariate Binomial Options Pricing Technique

Posted: 03 Nov 1998

Jimmy E. Hilliard, James B. Kau and V. Carlos Slawson Jr.

Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Georgia - Department of Insurance, Legal Studies, Real Estate and Louisiana State University

Abstract:

22.

The Valuation at Origination of Fixed Rate Mortgages with Default and Prepayment

THE JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, Vol 11

Posted: 25 Aug 1998

James B. Kau, Donald C. Keenan, Donald C. Keenan, Walter J. Muller and James F. Epperson

University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia, affiliation not provided to SSRN and University of Alabama

Abstract:

23.

An Option-Theoretic Model of Catastrophes Applied to Mortgage Insurance

J. OF RISK AND INSURANCE, Vol. 63 No. 4, December 1996

Posted: 13 Mar 1997

James B. Kau, Donald C. Keenan and Donald C. Keenan

University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-PontoiseUniversity of Georgia

James B. Kau

University of Georgia - Department of Insurance, Legal Studies, Real Estate

Professor

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Scholarly Papers (23)

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