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Brent W. Ambrose

Pennsylvania State University

Smeal Professor of Real Estate

University Park, PA 16802-3306

United States

  • Pennsylvania State University

    • Email
    • Tel: 814-867-0066
    • Fax: 814-865-6284
SCHOLARLY PAPERS

62

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CITATIONS
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158

Scholarly Papers (62)

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1.

Commercial Mortgage-backed Securities: Prepayment and Default

Downloads 2,775 ( 3,118)
Citation 27

Commercial Mortgage-backed Securities: Prepayment and Default

Number of pages: 32 Posted: 04 Feb 2002
Brent W. Ambrose and Anthony B. Sanders
Pennsylvania State University and George Mason University - School of Business
Downloads 2,775 (3,048)
Citation 27

Abstract:

Commercial Mortgage-backed Securities, Competing Risks, Prepayment, Default

Commercial Mortgage-backed Securities: Prepayment and Default

Journal of Real Estate Finance & Economics, Vol. 26, No. 2
Posted: 14 Aug 2002
Brent W. Ambrose and Anthony B. Sanders
Pennsylvania State University and George Mason University - School of Business

Abstract:

commercial mortgage-backed securities, competing risks, prepayment, default

2.

The Impact of Student Loan Debt on Small Business Formation

Downloads 1,426 ( 9,720)

The Impact of Student Loan Debt on Small Business Formation

Number of pages: 37 Posted: 31 Mar 2014 Last Revised: 21 Jul 2015
Brent W. Ambrose, Larry Cordell and Shuwei Ma
Pennsylvania State University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 1,317 (10,827)

Abstract:

Student Loans, Small Business, Debt

The Impact of Student Loan Debt on Small Business Formation

FRB of Philadelphia Working Paper No. 15-26
Number of pages: 32 Posted: 22 Jul 2015
Brent W. Ambrose, Larry Cordell and Shuwei Ma
Pennsylvania State University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 109 (208,068)

Abstract:

Student Loans, Small Business Finance, Debt Capacity

3.

The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis

Dice Center Working Paper No. 2001-1
Number of pages: 37 Posted: 01 Feb 2002
Brent W. Ambrose, Michael LaCour-Little and Anthony B. Sanders
Pennsylvania State University, California State University at Fullerton and George Mason University - School of Business
Downloads 795 (22,960)
Citation 27

Abstract:

Mortgage yield spreads, securitization, government-sponsored enterprise

4.

Does Regulatory Capital Arbitrage or Asymmetric Information Drive Securitization?

Number of pages: 30 Posted: 22 Jun 2004
Brent W. Ambrose, Michael LaCour-Little and Anthony B. Sanders
Pennsylvania State University, California State University at Fullerton and George Mason University - School of Business
Downloads 774 (23,528)
Citation 28

Abstract:

Banks, debt, securitization, regulatory capital

5.

House Prices and Fundamentals: 355 Years of Evidence

Number of pages: 24 Posted: 28 Jul 2009 Last Revised: 19 Feb 2013
Brent W. Ambrose, Piet M. A. Eichholtz and Thies Lindenthal
Pennsylvania State University, University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Massachusetts Institute of Technology (MIT) - Center for Real Estate
Downloads 746 (23,528)
Citation 5

Abstract:

house prices, rents, fundamentals, bubbles

6.

Embedded Options in the Mortgage Contract

Number of pages: 25 Posted: 02 Feb 1999
Brent W. Ambrose and Richard J. Buttimer Jr.
Pennsylvania State University and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
Downloads 738 (25,876)
Citation 14

Abstract:

7.

Determinants of Automobile Loan Default and Prepayment

Economic Perspectives, Vol. 32, No. 3, 2008
Number of pages: 12 Posted: 19 Sep 2008
Sumit Agarwal, Brent W. Ambrose and Souphala Chomsisengphet
Georgetown University - Department of Finance, Pennsylvania State University and Office of the Comptroller of the Currency (OCC)
Downloads 453 (35,524)

Abstract:

consumer debt, auto loans, household finance, prepayment, default, Financial Institutions and Services, Duration Analysis, Personal Finance, Asymmetric and Private Information

8.

Fallen Angels and Price Pressure

Downloads 416 ( 55,967)
Citation 8

Fallen Angels and Price Pressure

Number of pages: 45 Posted: 16 May 2009 Last Revised: 02 Jun 2011
Brent W. Ambrose, Kelly Nianyun Cai and Jean Helwege
Pennsylvania State University, University of Michigan at Dearborn - School of Management and UC Riverside
Downloads 300 (81,307)
Citation 8

Abstract:

Price Pressure, Sunshine Trading, Informed Trader, Fallen Angel Bonds, Insurance Companies

Fallen Angels and Price Pressure

Number of pages: 44 Posted: 08 Mar 2011
Brent W. Ambrose, Kelly Nianyun Cai and Jean Helwege
Pennsylvania State University, University of Michigan at Dearborn - School of Management and UC Riverside
Downloads 116 (198,687)
Citation 8

Abstract:

price pressure, sunshine trading, informed trader, fallen angel bonds, insurance

9.

An Empirical Analysis of Home Equity Loan and Line Performance

Downloads 391 ( 60,334)
Citation 9

An Empirical Analysis of Home Equity Loan and Line Performance

Number of pages: 44 Posted: 17 Sep 2004
Sumit Agarwal, Brent W. Ambrose, Souphala Chomsisengphet and Chunlin Liu
Georgetown University - Department of Finance, Pennsylvania State University, Office of the Comptroller of the Currency (OCC) and University of Nevada, Reno - College of Business
Downloads 391 (59,736)
Citation 9

Abstract:

Home Equity Loans and Lines, Prepayment, Capital Regulations

An Empirical Analysis of Home Equity Loan and Line Performance

Journal of Financial Intermediation, Forthcoming
Posted: 14 Apr 2005
Sumit Agarwal, Brent W. Ambrose, Souphala Chomsisengphet and Chunlin Liu
Georgetown University - Department of Finance, Pennsylvania State University, Office of the Comptroller of the Currency (OCC) and University of Nevada, Reno - College of Business

Abstract:

Home Equity Loans and Lines, Prepayment, Capital Regulations

10.

High LTV Loans and Credit Risk

Downloads 346 ( 69,661)

High LTV Loans and Credit Risk

Number of pages: 39 Posted: 02 Dec 2003
Brent W. Ambrose and Anthony B. Sanders
Pennsylvania State University and George Mason University - School of Business
Downloads 346 (69,078)

Abstract:

credit risk, high LTV, loan-to-value, mortgage

High LTV Loans and Credit Risk

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 22 Jun 2004
Brent W. Ambrose and Anthony B. Sanders
Pennsylvania State University and George Mason University - School of Business

Abstract:

Credit risk, high LTV, loan-to-value, mortgage

11.

A Note on Hybrid Mortgages

Number of pages: 26 Posted: 17 Sep 2004
Brent W. Ambrose, Michael LaCour-Little and Zsuzsa R. Huszar
Pennsylvania State University, California State University at Fullerton and National University of Singapore
Downloads 259 (94,301)
Citation 11

Abstract:

adjustable rate mortgage, prepayment, default

12.

Comovement After Joining an Index: Spillovers of Nonfundamental Effects

Downloads 248 (100,728)
Citation 2

Comovement After Joining an Index: Spillovers of Nonfundamental Effects

Number of pages: 49 Posted: 17 Jun 2004
Brent W. Ambrose, Dong Wook Lee and Joe Peek
Pennsylvania State University, Korea University Business School and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 215 (115,932)
Citation 2

Abstract:

category model, spillover effect, REITs, stock market index

Comovement after Joining an Index: Spillovers of Nonfundamental Effects

Real Estate Economics, Vol. 35, No. 1, pp. 57-90, Spring 2007
Number of pages: 34 Posted: 16 Feb 2007
Brent W. Ambrose, Dong Wook Lee and Joe Peek
Pennsylvania State University, Korea University Business School and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 33 (389,790)
Citation 2

Abstract:

13.

The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence

Number of pages: 39 Posted: 25 May 2009
Sumit Agarwal, Brent W. Ambrose, Henry Hongren Huang and Yildiray Yildirim
Georgetown University - Department of Finance, Pennsylvania State University, National Central University at Taiwan and CUNY Baruch College - Zicklin School of Business
Downloads 212 (107,873)
Citation 3

Abstract:

leasing valuation, credit risk, endogenous default

14.

Stock Market Information and Reit Earnings Management

Number of pages: 46 Posted: 01 May 2009
Brent W. Ambrose and Xun Bian
Pennsylvania State University and Longwood University
Downloads 198 (119,625)

Abstract:

REIT, Earnings, Market Efficiency

15.

Asymmetric Information in Dynamic Contract Settings: Evidence from the Home Equity Credit Market

Number of pages: 53 Posted: 02 Oct 2007
Sumit Agarwal, Brent W. Ambrose, Souphala Chomsisengphet and Chunlin Liu
Georgetown University - Department of Finance, Pennsylvania State University, Office of the Comptroller of the Currency (OCC) and University of Nevada, Reno - College of Business
Downloads 166 (141,827)
Citation 1

Abstract:

Asymmetric Information, Contract Frictions, Screening, Banking, Home Equity Lending

16.

Secured Debt and Corporate Performance:Evidence from REITs

Number of pages: 30 Posted: 29 Jan 2010
Brent W. Ambrose, Shaun A. Bond and Joseph T. L. Ooi
Pennsylvania State University, University of Cincinnati and National University of Singapore (NUS) - Department of Real Estate
Downloads 151 (147,876)

Abstract:

REITs, Commercial Real Estate, Secured Debt, Performance

17.

Servicers and Mortgage-Backed Securities Default: Theory and Evidence

Downloads 136 (174,851)

Servicers and Mortgage-Backed Securities Default: Theory and Evidence

Number of pages: 38 Posted: 25 Mar 2011
Brent W. Ambrose, Anthony B. Sanders and Abdullah Yavas
Pennsylvania State University, George Mason University - School of Business and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
Downloads 136 (175,331)

Abstract:

Special Severicer, CMBS, Default, Asymmetric Information

Servicers and Mortgage‐Backed Securities Default: Theory and Evidence

Real Estate Economics, Vol. 44, Issue 2, pp. 462-489, 2016
Number of pages: 28 Posted: 11 Apr 2016
Brent W. Ambrose, Anthony B. Sanders and Abdullah Yavas
Pennsylvania State University, George Mason University - School of Business and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
Downloads 0

Abstract:

Servicers and Mortgage-Backed Securities Default: Theory and Evidence

Real Estate Economics, Forthcoming
Posted: 28 Sep 2014
Brent W. Ambrose, Anthony B. Sanders and Abdullah Yavas
Pennsylvania State University, George Mason University - School of Business and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics

Abstract:

CMBS, Servicing, Workouts, Defaults

18.

The Subprime Virus: Theory and Evidence

Number of pages: 36 Posted: 21 May 2010 Last Revised: 03 Feb 2011
Sumit Agarwal, Brent W. Ambrose and Yildiray Yildirim
Georgetown University - Department of Finance, Pennsylvania State University and CUNY Baruch College - Zicklin School of Business
Downloads 134 (155,154)

Abstract:

Subprime, Default, Portfolio Risk

19.

Understanding the Risk of China's Local Government Debts and its Linkage with Property Markets

Number of pages: 36 Posted: 29 Jan 2015
Brent W. Ambrose, Yongheng Deng and Jing Wu
Pennsylvania State University, National University of Singapore, Business School and the School of Design and Environment and Tsinghua University - Institute of Real Estate Studies
Downloads 133 (67,369)

Abstract:

China municipal bonds, fixed-income securities, house prices, China development

20.

Thy Neighbor's Mortgage: Does Living in a Subprime Neighborhood Impact Your Probability of Default?

Number of pages: 31 Posted: 21 Apr 2010
Sumit Agarwal, Brent W. Ambrose, Souphala Chomsisengphet and Anthony B. Sanders
Georgetown University - Department of Finance, Pennsylvania State University, Office of the Comptroller of the Currency (OCC) and George Mason University - School of Business
Downloads 133 (171,868)
Citation 3

Abstract:

Subprime mortgages, default, house price appreciation, Externalities

21.

Product Market Competition and Corporate Real Estate Investment under Demand Uncertainty

Real Estate Economics, Forthcoming
Number of pages: 75 Posted: 12 Jun 2014 Last Revised: 03 Dec 2015
Brent W. Ambrose, Moussa Diop and Jiro Yoshida
Pennsylvania State University, University of Wisconsin-Madison and Pennsylvania State University - Smeal College of Business
Downloads 98 (157,728)

Abstract:

strategic investment, entry deterrence, real options, flexibility, firm risk

22.

Joint Liability Lending and Credit Risk: Evidence from the Home Equity Market

Number of pages: 19 Posted: 02 Aug 2010
Sumit Agarwal, Brent W. Ambrose, Souphala Chomsisengphet and Chunlin Liu
Georgetown University - Department of Finance, Pennsylvania State University, Office of the Comptroller of the Currency (OCC) and University of Nevada, Reno - College of Business
Downloads 88 (194,144)

Abstract:

Consumer Credit, Mortgages, Micro-finance, Information Asymmetry, household finance

23.

Mortgage Brokers, Origination Fees, Price Transparency and Competition

Downloads 76 (261,866)

Mortgage Brokers, Origination Fees, Price Transparency and Competition

Number of pages: 66 Posted: 26 Sep 2012
Brent W. Ambrose and James Neil Conklin
Pennsylvania State University and University of Georgia
Downloads 76 (264,354)

Abstract:

Mortgage Brokerage, Competition, Subprime, Cost, Price Transparency

Mortgage Brokers, Origination Fees, Price Transparency and Competition

Real Estate Economics, Vol. 42, Issue 2, pp. 363-421, 2014
Number of pages: 59 Posted: 20 May 2014
Brent W. Ambrose and James Neil Conklin
Pennsylvania State University and University of Georgia
Downloads 0

Abstract:

Mortgage Brokers, Origination Fees, Price Transparency and Competition

Real Estate Economics, Forthcoming
Posted: 28 Sep 2012
Brent W. Ambrose and James Conklin
Pennsylvania State University and Pennsylvania State University

Abstract:

Mortgage Brokerage, Competition, Subprime, Cost, Price Transparency

24.

Does it Pay to Read Your Junk Mail? Evidence of the Effect of Advertising on Home Equity Credit Choices

FRB of Chicago Working Paper No. 2008-09
Number of pages: 60 Posted: 17 Nov 2008 Last Revised: 14 Dec 2008
Sumit Agarwal and Brent W. Ambrose
Georgetown University - Department of Finance and Pennsylvania State University
Downloads 76 (242,919)
Citation 2

Abstract:

Persuasion, Advertising, Contract Choice, Home-equity Lending

25.

Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach

Journal of Real Estate Finance and Economics, Vol. 37, No. 3, 2008
Number of pages: 26 Posted: 01 Oct 2008 Last Revised: 03 Feb 2011
Brent W. Ambrose and Yildiray Yildirim
Pennsylvania State University and CUNY Baruch College - Zicklin School of Business
Downloads 73 (237,723)
Citation 2

Abstract:

leasing valuation, credit risk, reduced form model

26.

The Adjustable Balance Mortgage: Reducing the Value of the Put

Number of pages: 33 Posted: 16 May 2009
Brent W. Ambrose and Richard J. Buttimer Jr.
Pennsylvania State University and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
Downloads 66 (270,215)
Citation 1

Abstract:

Mortgage Default, Foreclosure, Modification

27.

The Repeat Rent Index

Review of Economics and Statistics, Forthcoming
Number of pages: 40 Posted: 17 Feb 2013 Last Revised: 13 Sep 2015
Brent W. Ambrose, N. Edward Coulson and Jiro Yoshida
Pennsylvania State University, Pennsylvania State University, College of the Liberal Arts - Department of Economic and Pennsylvania State University - Smeal College of Business
Downloads 65 (223,128)

Abstract:

Residential Leases, Repeat Sales Index, Housing

28.

The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 34 Posted: 11 Nov 2010
Sumit Agarwal, Brent W. Ambrose, Souphala Chomsisengphet and Chunlin Liu
Georgetown University - Department of Finance, Pennsylvania State University, Office of the Comptroller of the Currency (OCC) and University of Nevada, Reno - College of Business
Downloads 59 (285,697)
Citation 2

Abstract:

Information, Contract Frictions, Screening, Banking, Home Equity Lending

29.

The Effects and Limits of Regulation: Appraisal Bias in the Mortgage Market

Number of pages: 44 Posted: 21 Dec 2014 Last Revised: 18 Apr 2017
Sumit Agarwal, Brent W. Ambrose and Vincent W. Yao
Georgetown University - Department of Finance, Pennsylvania State University and Georgia State University - J. Mack Robinson College of Business
Downloads 42 (190,443)

Abstract:

mortgages, valuation, financial crisis, regulations, appraisal bias

30.

Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 21 Dec 2014 Last Revised: 19 Dec 2015
Brent W. Ambrose, James Neil Conklin and Jiro Yoshida
Pennsylvania State University, University of Georgia and Pennsylvania State University - Smeal College of Business
Downloads 39 (141,827)

Abstract:

Subprime Mortgages, Default, Adverse Selection, Moral Hazard, Reputation, Dodd-Frank Act, Credit Rationing

31.

Pricing Upward-Only Adjusting Leases

Downloads 36 (369,543)
Citation 6

Pricing Upward-Only Adjusting Leases

NBER Working Paper No. w7622
Number of pages: 26 Posted: 18 May 2000
Brent W. Ambrose, Patric H. Hendershott and Malgorzata M. Klosek
Pennsylvania State University, University of Aberdeen - Centre for Property Research and National Institutes of Health (NIH)
Downloads 36 (377,685)
Citation 6

Abstract:

Pricing Upward-Only Adjusting Leases

Journal of Real Estate Finance & Economics, Vol. 25, No. 1
Posted: 17 May 2002
Brent W. Ambrose, Patric H. Hendershott and Malgorzata M. Klosek
Pennsylvania State University, University of Aberdeen - Centre for Property Research and National Institutes of Health (NIH)

Abstract:

leases, real options, effective rents

32.

Spillover Effects of Subprime Mortgage Originations: The Effects of Single-Family Mortgage Credit Expansion on the Multifamily Rental Market

Number of pages: 68 Posted: 15 Feb 2014
Brent W. Ambrose and Moussa Diop
Pennsylvania State University and University of Wisconsin-Madison
Downloads 34 (324,662)
Citation 1

Abstract:

Default; Subprime, Mortgages, Leases, Housing Tenure, Multifamily Housing

33.

Mortgage Brokers, Origination Fees, and Competition

Number of pages: 36 Posted: 26 Mar 2012 Last Revised: 27 Sep 2012
Brent W. Ambrose and James Conklin
Pennsylvania State University and Pennsylvania State University
Downloads 34 (355,687)

Abstract:

Mortgage Brokerage, Competition, Subprime, Cost

34.

Discretion or Delay? The U.S. Monetary Policy in the 2000s.

Number of pages: 25 Posted: 26 Sep 2015 Last Revised: 28 Jan 2016
Brent W. Ambrose, N. Edward Coulson and Jiro Yoshida
Pennsylvania State University, Pennsylvania State University, College of the Liberal Arts - Department of Economic and Pennsylvania State University - Smeal College of Business
Downloads 4 (336,455)

Abstract:

monetary policy, federal funds rate, Taylor rule, Personal Consumption Expenditures, inflation measures, housing rent

35.

Credit Availability and the Structure of the Homebuilding Industry

Real Estate Economics, Vol. 36, Issue 4, pp. 659-692, Winter 2008
Number of pages: 34 Posted: 02 Dec 2008
Brent W. Ambrose and Joe Peek
Pennsylvania State University and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 3 (524,689)
Citation 1

Abstract:

36.

Thy Neighbor’s Mortgage: Does Living in a Subprime Neighborhood Affect One’s Probability of Default?

Real Estate Economics, Vol. 40, Issue 1, pp. 1-22, 2012
Posted: 21 Feb 2012
Sumit Agarwal, Brent W. Ambrose, Souphala Chomsisengphet and Anthony B. Sanders
Georgetown University - Department of Finance, Pennsylvania State University, Office of the Comptroller of the Currency (OCC) and Institute for Justice
Downloads 1 (540,002)
Citation 2

Abstract:

37.

REIT Capital Budgeting and Equity Marginal Q

Real Estate Economics, Vol. 37, Issue 3, pp. 483-514, Fall 2009
Number of pages: 32 Posted: 13 Oct 2009
Brent W. Ambrose and Dong Wook Lee
Pennsylvania State University and affiliation not provided to SSRN
Downloads 1 (540,002)
Citation 2

Abstract:

38.

Information Asymmetry, Regulations, and Equilibrium Outcomes: Theory and Evidence from the Housing Rental Market

Posted: 12 Oct 2016
Brent W. Ambrose and Moussa Diop
Pennsylvania State University and University of Wisconsin-Madison

Abstract:

Rental Market, Landlord Regulations, Information Asymmetry, Tenant Screening, Affordable Housing

39.

Inflation Rates are Very Different When Housing Rents are Accurately Measured

Number of pages: 54 Posted: 31 May 2016
Brent W. Ambrose, N. Edward Coulson and Jiro Yoshida
Pennsylvania State University, Pennsylvania State University, College of the Liberal Arts - Department of Economic and Pennsylvania State University - Smeal College of Business
Downloads 0 (327,624)

Abstract:

measurement error, economic statistics, owners' equivalent rent, Consumer Price Index, Personal Consumption Expenditures, National Income and Product Accounts

40.

Real Estate Risk and Hedge Fund Returns

Journal of Real Estate Finance and Economics, Vol. 52, No. 3, 2016
Posted: 04 Mar 2016
Brent W. Ambrose, Charles Cao and Walter D'Lima
Pennsylvania State University, Pennsylvania State University and University of Notre Dame - Department of Finance

Abstract:

Hedge funds; Real estate; Perofrmance analysis; Portfolio theory

41.

The Subprime Virus

Real Estate Economics, Vol. 43, Issue 4, pp. 891-915, 2015
Number of pages: 25 Posted: 26 Oct 2015
Sumit Agarwal, Brent W. Ambrose and Yildiray Yildirim
Georgetown University - Department of Finance, Pennsylvania State University and CUNY Baruch College - Zicklin School of Business
Downloads 0 (540,002)

Abstract:

42.

Lender Steering in Residential Mortgage Markets

Real Estate Economics, Forthcoming.
Number of pages: 33 Posted: 06 Oct 2015 Last Revised: 05 May 2017
Sumit Agarwal, Brent W. Ambrose and Vincent W. Yao
Georgetown University - Department of Finance, Pennsylvania State University and Georgia State University - J. Mack Robinson College of Business
Downloads 0 (318,861)

Abstract:

Steering, Securitization, Banking Deregulation, Insurance

43.

Financial Crisis, Temporary Liquidity Guarantee Program, and the Impacts on the Fixed Income Markets

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Posted: 01 Apr 2013
Brent W. Ambrose, Yiying Cheng and Tao-Hsien Dolly King
Pennsylvania State University, University of St Thomas and University of North Carolina (UNC) at Charlotte - Department of Finance

Abstract:

FDIC, Temporary Liquidity Guarantee, Financial Crisis, Fixed Income

44.

The Adjustable Balance Mortgage: Reducing the Value of the Put

Real Estate Economics, Vol. 40, Issue 3, pp. 536-565, 2012
Number of pages: 30 Posted: 25 Aug 2012
Brent W. Ambrose and Richard J. Buttimer Jr.
Pennsylvania State University and affiliation not provided to SSRN
Downloads 0 (553,280)
Citation 1

Abstract:

45.

Financial Crisis, Temporary Liquidity Guarantee Program, and Impacts on the Fixed Income Markets

Midwest Finance Association 2013 Annual Meeting Paper
Posted: 14 Aug 2012 Last Revised: 27 Jun 2014
Brent W. Ambrose, Yiying Cheng and Tao-Hsien Dolly King
Pennsylvania State University, University of St Thomas and University of North Carolina (UNC) at Charlotte - Department of Finance

Abstract:

46.

Real Estate and Economies of Scale: The Case of Reits

Real Estate Economics, Vol. 33, No. 2, 2005
Posted: 10 Jun 2011
Brent W. Ambrose, Michael J. Highfield and Peter Linneman
Pennsylvania State University, Mississippi State University - Department of Finance and Economics and University of Pennsylvania - Real Estate Department

Abstract:

47.

Thy Neighbor's Mortgage: Does Living in a Subprime Neighborhood Affect One's Probability of Default?

Real Estate Economics, 2011
Posted: 10 Oct 2010
Sumit Agarwal, Brent W. Ambrose, Souphala Chomsisengphet and Anthony B. Sanders
Georgetown University - Department of Finance, Pennsylvania State University, Office of the Comptroller of the Currency (OCC) and George Mason University - School of Business

Abstract:

Subprime mortgages; default; house price appreciation

48.

Asymmetric Information and the Automobile Loan Market

Posted: 08 Jul 2005
Sumit Agarwal, Brent W. Ambrose and Souphala Chomsisengphet
Georgetown University - Department of Finance, Pennsylvania State University and Office of the Comptroller of the Currency (OCC)

Abstract:

Consumer debt, consumption decisions, prepayment, default

49.

GSE Impact on Rural Mortgage Markets

Regional Science and Urban Economics, Forthcoming
Posted: 21 Jun 2004
Brent W. Ambrose and Richard J. Buttimer Jr.
Pennsylvania State University and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law

Abstract:

Government Sponsored Enterprise, mortgage markets

50.

Forced Development and Urban Land Prices

Journal of Real Estate Finance and Economics, Vol. 30, No. 3, 2004
Posted: 21 Jun 2004
Brent W. Ambrose
Pennsylvania State University

Abstract:

Real Options, Development, Government Intervention

51.

Credit Lines and Credit Utilization

Journal of Money, Credit, and Banking, Forthcoming
Posted: 21 Jun 2004
Brent W. Ambrose, Sumit Agarwal and Chunlin Liu
Pennsylvania State University, Georgetown University - Department of Finance and University of Rhode Island

Abstract:

Home equity lines, prepayment, banks

52.

Bank and Nonbank Lenders and the Commercial Mortgage Market

Journal of Real Estate Finance & Economics, Vol. 26, No. 1
Posted: 17 Jul 2002
Brent W. Ambrose, John D. Benjamin and Peter T. Chinloy
Pennsylvania State University, American University - Kogod School of Business and American University - Department of Finance and Real Estate

Abstract:

commercial mortgages, bank lending, underwriting standards, loan commitments, origination, credit allocation, loan-to-value ratio

53.

Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure

Journal of Real Estate Finance & Economics, Forthcoming
Posted: 15 Jun 2002
Brent W. Ambrose, Yongheng Deng and Charles A. Capone Jr.
Pennsylvania State University, National University of Singapore, Business School and the School of Design and Environment and JPMorgan Chase

Abstract:

mortgage default, loss severity, foreclosure

54.

Measuring Potential GSE Funding Advantages

The Journal of Real Estate Finance & Economics, Vol. 25, No. 2
Posted: 03 May 2002
Brent W. Ambrose and Arthur Warga
Pennsylvania State University and University of Houston - Department of Finance

Abstract:

government sponsored enterprises, yield spreads

55.

A New Spin on the Jumbo/Conforming Loan Rate Differential

The Journal of Real Estate Finance & Economics, Vol. 23, No. 3
Posted: 24 Apr 2002
Brent W. Ambrose, Richard J. Buttimer Jr. and Thomas G. Thibodeau
Pennsylvania State University, University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of Colorado at Boulder - Leeds School of Business

Abstract:

Mortgages, Government Sponsored Enterprises, Mortgage Rate Spreads, House Price Volatility

56.

REIT Economies of Scale: Fact or Fiction?

Journal of Real Estate Finance & Economics, Vol. 20, No. 2, 2000
Posted: 19 Feb 2001
Brent W. Ambrose, Steven R. Ehrlich, William T. Hughes Jr. Jr. and Susan M. Wachter
Pennsylvania State University, Government of the United States of America - Office of Policy Development & Research, MIT Realty Advisors and University of Pennsylvania - Wharton School, Department of Real Estate

Abstract:

REITs, Economies of Scale

57.

Prepayment Risk in Adjustable Rate Mortgages: Some New Evidence

OLIN Working Paper No. 99-03
Posted: 11 Jul 2000
Michael LaCour-Little and Brent W. Ambrose
California State University at Fullerton and Pennsylvania State University

Abstract:

58.

The Hazard Rates of First and Second Default

The Journal of Real Estate Finance and Economics, Vol. 20, No. 3
Posted: 02 Nov 1999
Brent W. Ambrose and Charles A. Capone Jr.
Pennsylvania State University and JPMorgan Chase

Abstract:

59.

Credit Restrictions and the Market for Commercial Real Estate Loans

REAL ESTATE ECONOMICS, Vol. 24 No. 1
Posted: 05 Jul 1998
Brent W. Ambrose, John D. Benjamin and Peter T. Chinloy
Pennsylvania State University, American University - Kogod School of Business and American University - Department of Finance and Real Estate

Abstract:

60.

Pricing Effects in Fannie Mae Agency Bonds

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 11 No. 3, November 1995
Posted: 02 Jul 1998
Brent W. Ambrose and Arthur Warga
Pennsylvania State University and University of Houston - Department of Finance

Abstract:

61.

Risks and Incentives in Underserved Mortgage Markets

Posted: 15 Nov 1996
Brent W. Ambrose and William N. Goetzmann
Pennsylvania State University and Yale School of Management - International Center for Finance

Abstract:

62.

Cost-Benefit of Single-Family Foreclosure Alternatives

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 13 No. 2
Posted: 25 Oct 1996
Brent W. Ambrose and Charles A. Capone Jr.
Pennsylvania State University and JPMorgan Chase

Abstract:

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