University Park, PA 16802-3306
United States
Pennsylvania State University
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Commercial Mortgage-backed Securities, Competing Risks, Prepayment, Default
commercial mortgage-backed securities, competing risks, prepayment, default
Student Loans, Small Business, Debt
Student Loans, Small Business Finance, Debt Capacity
house prices, rents, fundamentals, bubbles
Banks, debt, securitization, regulatory capital
Mortgage yield spreads, securitization, government-sponsored enterprise
consumer debt, auto loans, household finance, prepayment, default, Financial Institutions and Services, Duration Analysis, Personal Finance, Asymmetric and Private Information
China municipal bonds, fixed-income securities, house prices, China development
Home Equity Loans and Lines, Prepayment, Capital Regulations
credit risk, high LTV, loan-to-value, mortgage
Credit risk, high LTV, loan-to-value, mortgage
measurement error, economic statistics, owners' equivalent rent, Consumer Price Index, Personal Consumption Expenditures, National Income and Product Accounts
adjustable rate mortgage, prepayment, default
category model, spillover effect, REITs, stock market index
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File name: reec.pdf Size: 196K
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leasing valuation, credit risk, endogenous default
Subprime Mortgages, Default, Adverse Selection, Moral Hazard, Reputation, Dodd-Frank Act, Credit Rationing
REIT, Earnings, Market Efficiency
mortgages, valuation, financial crisis, regulations, appraisal bias
Asymmetric Information, Contract Frictions, Screening, Banking, Home Equity Lending
REITs, Commercial Real Estate, Secured Debt, Performance
strategic investment, entry deterrence, real options, flexibility, firm risk
File name: REEC.pdf Size: 0K
Subprime, Default, Portfolio Risk
Special Severicer, CMBS, Default, Asymmetric Information
CMBS, Servicing, Workouts, Defaults
Residential Leases, Repeat Sales Index, Housing
Subprime mortgages, default, house price appreciation, Externalities
Consumer Credit, Mortgages, Micro-finance, Information Asymmetry, household finance
price pressure, sunshine trading, informed trader, fallen angel bonds, insurance
Price Pressure, Sunshine Trading, Informed Trader, Fallen Angel Bonds, Insurance Companies
leasing valuation, credit risk, reduced form model
Persuasion, Advertising, Contract Choice, Home-equity Lending
Discrimination, Credit Rationing, Regulations, Dodd-Frank Act, Mortgages
Steering, Securitization, Banking Deregulation, Insurance
Mortgage Brokerage, Competition, Subprime, Cost, Price Transparency
Mortgage Default, Foreclosure, Modification
Information, Contract Frictions, Screening, Banking, Home Equity Lending
Default; Subprime, Mortgages, Leases, Housing Tenure, Multifamily Housing
monetary policy, federal funds rate, Taylor rule, Personal Consumption Expenditures, inflation measures, housing rent
Rental Market, Landlord Regulations, Information Asymmetry, Tenant Screening, Affordable Housing
Disposition effect, real assets, real options
Mortgage Brokerage, Competition, Subprime, Cost
leases, real options, effective rents
Minimum Wage Increase, Lease Defaults, Rental Market, Household Income
capital allocation; government credit risk; marginal risk contribution; tail value-at-risk (TVaR)
File name: reec.pdf Size: 242K
File name: j-6229.pdf Size: 1331K
File name: reec.pdf Size: 226K
Leasing valuation, Credit risk, Endogenous default
Commercial Mortgages; Mortgage Spreads; Mortgage Default Rates; Tenant Diversification
Hedge funds; Real estate; Perofrmance analysis; Portfolio theory
FDIC, Temporary Liquidity Guarantee, Financial Crisis, Fixed Income
File name: j-6229.pdf Size: 854K
Subprime mortgages; default; house price appreciation
Consumer debt, consumption decisions, prepayment, default
Home equity lines, prepayment, banks
Real Options, Development, Government Intervention
Government Sponsored Enterprise, mortgage markets
commercial mortgages, bank lending, underwriting standards, loan commitments, origination, credit allocation, loan-to-value ratio
mortgage default, loss severity, foreclosure
government sponsored enterprises, yield spreads
Mortgages, Government Sponsored Enterprises, Mortgage Rate Spreads, House Price Volatility
REITs, Economies of Scale
