Author Page for Yongheng Deng

Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options

Downloads 2,564 ( 5,754)

2

Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options

Number of pages: 47 Posted: 22 Mar 1999

John M. Quigley, Yongheng Deng and Robert Van Order

University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased), Wisconsin School of Business, University of Wisconsin-Madison and Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research

Downloads 2,564 (5,642)

Citation 34

Abstract:

Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options

Posted: 30 Mar 1999

Yongheng Deng, John M. Quigley and Robert Van Order

Wisconsin School of Business, University of Wisconsin-Madison, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research

Abstract:

2.

Commercial Mortgage Workout Strategy and Conditional Default Probability: Evidence from Special Serviced CMBS Loans

NUS Institute of Real Estate Studies Working Paper IRES2010-011

Number of pages: 39 Posted: 06 Jun 2003 Last Revised: 18 Mar 2012

Jun Chen and Yongheng Deng

Property & Portfolio Research, Inc. and Wisconsin School of Business, University of Wisconsin-Madison

Downloads 1,068 (23,200)

Citation 9

Abstract:

3.

Risk-Based Pricing and the Enhancement of Mortgage Credit Availability Among Underserved and Higher Credit-Risk Populations

Number of pages: 47 Posted: 17 Sep 2002

Yongheng Deng and Stuart A. Gabriel

Wisconsin School of Business, University of Wisconsin-Madison and University of California, Los Angeles - Anderson School of Management

Downloads 931 (28,321)

Citation 18

Abstract:

4.

Woodhead Behavior and the Pricing of Residential Mortgages

NUS Institute of Real Estate Studies Working Paper Series IRES2012-025

Number of pages: 34 Posted: 04 Nov 2001 Last Revised: 23 Jan 2013

Yongheng Deng and John M. Quigley

Wisconsin School of Business, University of Wisconsin-Madison and University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased)

Downloads 845 (32,491)

Citation 36

Abstract:

5.

Mortgage Debt, Hand-to-Mouth Households, and Monetary Policy Transmission

Number of pages: 60 Posted: 27 Dec 2018 Last Revised: 14 Oct 2020

Sumit Agarwal, Yongheng Deng, Quanlin Gu, Jia He, Wenlan Qian and Yuan Ren

National University of Singapore, Wisconsin School of Business, University of Wisconsin-Madison, Peking University, Nankai University, National University of Singapore - NUS Business School and National University of Singapore (NUS) - NUS Business School

Downloads 833 (33,167)

Citation 3

Abstract:

6.

Unobserved Heterogeneity in Models of Competing Mortgage Termination

Number of pages: 41 Posted: 05 Mar 2004

John M. Clapp, Xudong An and Yongheng Deng

University of Connecticut - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Wisconsin School of Business, University of Wisconsin-Madison

Downloads 739 (38,945)

Citation 1

Abstract:

7.

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, Wisconsin School of Business, University of Wisconsin-Madison and Tsinghua University - Hang Lung Center for Real Estate

Downloads 660 (45,409)

Citation 12

Abstract:

8.

Value Creation Through Securitization: Evidence from the CMBS Market

Downloads 619 ( 49,412)

Citation 3

2

Value Creation Through Securitization: Evidence from the CMBS Market

Number of pages: 44 Posted: 22 Feb 2008

Xudong An, Yongheng Deng and Stuart A. Gabriel

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison and University of California, Los Angeles - Anderson School of Management

Downloads 619 (48,756)

Citation 3

Abstract:

Value Creation Through Securitization: Evidence from the CMBS Market

Journal of Real Estate Finance and Economics, Vol. 38, No. 3, 2009

Posted: 15 Nov 2008

Xudong An, Yongheng Deng and Stuart A. Gabriel

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison and University of California, Los Angeles - Anderson School of Management

Abstract:

9.

Evaluation of Reverse Mortgage Programs in Korea

NUS Institute of Real Estate Studies Working Papers IRES2011-027

Number of pages: 19 Posted: 18 Oct 2006 Last Revised: 13 Nov 2011

Seungryul Ma and Yongheng Deng

Daegu University and Wisconsin School of Business, University of Wisconsin-Madison

Downloads 572 (54,669)

Citation 6

Abstract:

10.

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

Number of pages: 42 Posted: 11 Mar 2009 Last Revised: 07 Sep 2010

Yongheng Deng, Stuart A. Gabriel and Anthony B. Sanders

Wisconsin School of Business, University of Wisconsin-Madison, University of California, Los Angeles - Anderson School of Management and George Mason University - School of Business

Downloads 537 (59,200)

Citation 8

Abstract:

11.

Incentives and Outcomes: China's Environmental Policy

Downloads 525 ( 60,883)

Citation 15

3

Incentives and Outcomes: China's Environmental Policy

Capitalism and Society, Vol. 9, No. 1, Article 2, 2014

Number of pages: 41 Posted: 24 Apr 2014

Jing Wu, Yongheng Deng, Jun Huang, Randall Morck and Bernard Yin Yeung

Tsinghua University - Hang Lung Center for Real Estate, Wisconsin School of Business, University of Wisconsin-Madison, Shanghai University of Finance and Economics, University of Alberta - Department of Finance and Statistical Analysis and National University of Singapore - Business School

Downloads 305 (114,263)

Citation 3

Abstract:

Incentives and Outcomes: China's Environmental Policy

ECGI - Finance Working Paper No. 368

Number of pages: 56 Posted: 24 Jan 2013 Last Revised: 24 Jul 2013

Jing Wu, Yongheng Deng, Jun Huang, Randall Morck and Bernard Yin Yeung

Tsinghua University - Hang Lung Center for Real Estate, Wisconsin School of Business, University of Wisconsin-Madison, Shanghai University of Finance and Economics, University of Alberta - Department of Finance and Statistical Analysis and National University of Singapore - Business School

Downloads 195 (178,958)

Citation 5

Abstract:

Incentives and Outcomes: China's Environmental Policy

NBER Working Paper No. w18754

Number of pages: 48 Posted: 30 Sep 2013

Jing Wu, Yongheng Deng, Jun Huang, Randall Morck and Bernard Yin Yeung

Tsinghua University - Hang Lung Center for Real Estate, Wisconsin School of Business, University of Wisconsin-Madison, Shanghai University of Finance and Economics, University of Alberta - Department of Finance and Statistical Analysis and National University of Singapore - Business School

Downloads 25 (578,438)

Citation 2

Abstract:

12.

Commercial Mortgage Terminations: Evidence from CMBS

Number of pages: 22 Posted: 11 Mar 2005

Yongheng Deng, John M. Quigley and Anthony B. Sanders

Wisconsin School of Business, University of Wisconsin-Madison, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and George Mason University - School of Business

Downloads 469 (70,077)

Citation 8

Abstract:

13.

Spatial Heterogeneity in Mortgage Terminations by Refinance, Sale and Default

Number of pages: 35 Posted: 23 Jul 2003

Yongheng Deng, Andrey D. Pavlov and Lihong Yang

Wisconsin School of Business, University of Wisconsin-Madison, Simon Fraser University (SFU) - Finance Area and University of Southern California

Downloads 426 (78,680)

Citation 9

Abstract:

14.

Economic Returns to Energy-Efficient Investments in the Housing Market: Evidence from Singapore

Number of pages: 36 Posted: 06 Sep 2010 Last Revised: 24 Apr 2011

Yongheng Deng, Zhiliang LI and John M. Quigley

Wisconsin School of Business, University of Wisconsin-Madison, affiliation not provided to SSRN and University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased)

Downloads 415 (81,142)

Citation 5

Abstract:

15.

Duration of Residence in the Rental Housing Market

Downloads 414 ( 81,340)

Citation 2

2

Duration of Residence in the Rental Housing Market

Number of pages: 31 Posted: 26 Mar 2002

Yongheng Deng, Frank Nothaft and Stuart A. Gabriel

Wisconsin School of Business, University of Wisconsin-Madison, Freddie Mac and University of California, Los Angeles - Anderson School of Management

Downloads 414 (80,615)

Citation 2

Abstract:

Duration of Residence in the Rental Housing Market

Posted: 09 Dec 2002

Yongheng Deng, Frank Nothaft and Stuart A. Gabriel

Wisconsin School of Business, University of Wisconsin-Madison, Freddie Mac and University of California, Los Angeles - Anderson School of Management

Abstract:

16.

Omitted Mobility Characteristics and Property Market Dynamics: Application to Mortgage Termination

Number of pages: 48 Posted: 22 Sep 2005

Xudong An, Yongheng Deng and John M. Clapp

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison and University of Connecticut - Department of Finance

Downloads 384 (88,735)

Citation 6

Abstract:

17.

China’s Pseudo-Monetary Policy

Downloads 352 ( 98,113)

Citation 17

2

China’s Pseudo-Monetary Policy

Review of Finance, Forthcoming

Number of pages: 67 Posted: 04 Mar 2011 Last Revised: 20 May 2014

Yongheng Deng, Randall Morck, Jing Wu and Bernard Yin Yeung

Wisconsin School of Business, University of Wisconsin-Madison, University of Alberta - Department of Finance and Statistical Analysis, Institute of Real Estate Studies, NUS and National University of Singapore - Business School

Downloads 284 (123,224)

Citation 10

Abstract:

Monetary and Fiscal Stimuli, Ownership Structure, and China's Housing Market

NBER Working Paper No. w16871

Number of pages: 63 Posted: 14 Mar 2011

Yongheng Deng, Randall Morck, Jing Wu and Bernard Yin Yeung

Wisconsin School of Business, University of Wisconsin-Madison, University of Alberta - Department of Finance and Statistical Analysis, Institute of Real Estate Studies, NUS and National University of Singapore - Business School

Downloads 68 (386,376)

Abstract:

18.

Evaluating Conditions in Major Chinese Housing Markets

46th Annual AREUEA Conference Paper

Number of pages: 45 Posted: 01 Dec 2010

Yongheng Deng, Joseph Gyourko and Jing Wu

Wisconsin School of Business, University of Wisconsin-Madison, University of Pennsylvania - Real Estate Department and affiliation not provided to SSRN

Downloads 272 (129,728)

Citation 21

Abstract:

19.

Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China's Housing Market

Downloads 266 (132,788)

Citation 4

2

Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China's Housing Market

Number of pages: 39 Posted: 06 Aug 2008

Yongheng Deng and Peng Liu

Wisconsin School of Business, University of Wisconsin-Madison and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Downloads 266 (132,128)

Citation 4

Abstract:

Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China's Housing Market

Journal of Real Estate Finance and Economics, Vol. 38, No. 3, 2009

Posted: 09 Nov 2008

Yongheng Deng and Peng Liu

Wisconsin School of Business, University of Wisconsin-Madison and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Abstract:

20.

Shapley Cost Allocation Coincides With Relative Status: The Case of Skyscrapers

Number of pages: 42 Posted: 18 Jun 2004

Danny Ben-Shahar, Yongheng Deng and Eyal Sulganik

Tel Aviv University, Wisconsin School of Business, University of Wisconsin-Madison and Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship

Downloads 265 (133,287)

Citation 3

Abstract:

21.

Commercial Real Estate Rental Index: A Dynamic Panel Data Model Estimation

Downloads 250 (141,370)

Citation 1

3

Commercial Real Estate Rental Index: A Dynamic Panel Data Model Estimation

Number of pages: 42 Posted: 23 Jan 2013

Xudong An, Yongheng Deng, Jeffrey D. Fisher and Maggie Hu

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Indiana University - Kelley School of Business - Department of Finance and The Chinese University of Hong Kong

Downloads 250 (140,789)

Citation 2

Abstract:

Commercial Real Estate Rental Index: A Dynamic Panel Data Model Estimation

Real Estate Economics, Vol. 44, Issue 2, pp. 378-410, 2016

Number of pages: 33 Posted: 11 Apr 2016

Xudong An, Yongheng Deng, Jeffrey D. Fisher and Maggie Hu

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Indiana University - Kelley School of Business - Department of Finance and The Chinese University of Hong Kong

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Abstract:

Commercial Real Estate Rental Index: A Dynamic Panel Data Model Estimation

Real Estate Economics, Forthcoming

Posted: 08 Jun 2014

Yongheng Deng, Jeffrey D. Fisher, Maggie Hu and Xudong An

Wisconsin School of Business, University of Wisconsin-Madison, Indiana University - Kelley School of Business - Department of Finance, The Chinese University of Hong Kong and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Abstract:

22.

An Examination of the Impact of Rent Control on Mobile Home Prices in California

Number of pages: 49 Posted: 19 Oct 2006

Diehang Zheng, Yongheng Deng, Peter Gordon and David Dale-Johnson

University of Southern California - Sol Price School of Public Policy, Wisconsin School of Business, University of Wisconsin-Madison, University of Southern California - Sol Price School of Public Policy and University of Southern California - Marshall School of Business

Downloads 245 (144,197)

Abstract:

23.

Default Risk of CMBS Loans: What Explains the Regional Variations?

Number of pages: 40 Posted: 06 Sep 2010

Xudong An, Yongheng Deng and Anthony B. Sanders

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison and George Mason University - School of Business

Downloads 228 (154,483)

Citation 2

Abstract:

24.

Evaluating Conditions in Major Chinese Housing Markets

NBER Working Paper No. w16189

Number of pages: 47 Posted: 19 Jul 2010 Last Revised: 27 Sep 2010

Jing Wu, Joseph Gyourko and Yongheng Deng

Institute of Real Estate Studies, NUS, University of Pennsylvania - Real Estate Department and Wisconsin School of Business, University of Wisconsin-Madison

Downloads 220 (159,870)

Citation 5

Abstract:

25.

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)

Downloads 209 (167,853)

Citation 4

2

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)

Journal of Real Estate Finance and Economics, Forthcoming

Number of pages: 40 Posted: 19 Nov 2010 Last Revised: 21 Jul 2015

Xudong An, Yongheng Deng, Joseph Nichols and Anthony B. Sanders

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business

Downloads 209 (167,584)

Citation 4

Abstract:

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)

Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015

Posted: 04 Sep 2015

Xudong An, Yongheng Deng, Joseph Nichols and Anthony B. Sanders

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business

Abstract:

26.

Asymmetric Information, Adverse Selection, and the Pricing of CMBS

Number of pages: 61 Posted: 18 Jun 2010 Last Revised: 09 Apr 2011

Xudong An, Yongheng Deng and Stuart A. Gabriel

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison and University of California, Los Angeles - Anderson School of Management

Downloads 209 (167,853)

Citation 27

Abstract:

27.

Index Revision, House Price Risk, and the Market for House Price Derivatives

Downloads 209 (167,853)

2

Index Revision, House Price Risk, and the Market for House Price Derivatives

Number of pages: 32 Posted: 22 Feb 2008

John M. Quigley and Yongheng Deng

University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and Wisconsin School of Business, University of Wisconsin-Madison

Downloads 209 (167,584)

Citation 4

Abstract:

Index Revision, House Price Risk, and the Market for House Price Derivatives

Journal of Real Estate Finance and Economics, Vol. 37, No. 3, 2008

Posted: 30 Sep 2008

Yongheng Deng and John M. Quigley

Wisconsin School of Business, University of Wisconsin-Madison and University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased)

Abstract:

28.

Model Stability and the Subprime Mortgage Crisis

Journal of Real Estate Finance and Economics, Forthcoming

Number of pages: 43 Posted: 14 Sep 2010

Xudong An, Yongheng Deng, Eric Rosenblatt and Vincent Yao

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Federal National Mortgage Association (Fannie Mae) - Research and Georgia State University - J. Mack Robinson College of Business

Downloads 189 (184,172)

Abstract:

29.

Information Asymmetry and Organizational Structure: Evidence from REITs

Downloads 169 (203,045)

Citation 2

2

Information Asymmetry and Organizational Structure: Evidence from REITs

Journal of Real Estate Finance and Economics, Forthcoming

Number of pages: 56 Posted: 16 Nov 2011 Last Revised: 22 Feb 2017

Yongheng Deng, Maggie Hu and Anand Srinivasan

Wisconsin School of Business, University of Wisconsin-Madison, The Chinese University of Hong Kong and National University of Singapore - Department of Finance

Downloads 169 (203,181)

Citation 2

Abstract:

Information Asymmetry and Organizational Structure: Evidence from REITs

Journal of Real Estate Finance and Economics, Vol. 55, No. 1, 2017

Posted: 27 Jul 2017

Yongheng Deng, Maggie Hu and Anand Srinivasan

Wisconsin School of Business, University of Wisconsin-Madison, The Chinese University of Hong Kong and National University of Singapore - Department of Finance

Abstract:

30.

Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market

Downloads 158 (214,985)

Citation 6

4

Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market

Number of pages: 44 Posted: 12 Feb 2008 Last Revised: 20 Feb 2012

Yongheng Deng, Stuart A. Gabriel, Kazuo G. Nishimura and Diehang Zheng

Wisconsin School of Business, University of Wisconsin-Madison, University of California, Los Angeles - Anderson School of Management, Kyoto University - Institute of Economic Research and University of Southern California - Sol Price School of Public Policy

Downloads 122 (265,121)

Abstract:

Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market

Number of pages: 48 Posted: 03 Mar 2012 Last Revised: 05 Mar 2012

Yongheng Deng, Stuart A. Gabriel, Kiyohiko G. Nishimura and Diehang (Della) Zheng

Wisconsin School of Business, University of Wisconsin-Madison, University of California, Los Angeles - Anderson School of Management, National Graduate Institute for Policy Studies (GRIPS) and affiliation not provided to SSRN

Downloads 35 (518,612)

Abstract:

Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market

Real Estate Economics, Vol. 40, pp. S234-S272, 2012

Number of pages: 39 Posted: 28 Dec 2012

Yongheng Deng, Stuart A. Gabriel, Kazuo G. Nishimura and Diehang (Della) Zheng

Wisconsin School of Business, University of Wisconsin-Madison, University of California, Los Angeles - Anderson School of Management, Kyoto University - Institute of Economic Research and affiliation not provided to SSRN

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Citation 1

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Abstract:

Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market

Real Estate Economics, Forthcoming

Posted: 06 Mar 2012

Yongheng Deng, Stuart A. Gabriel, Kazuo G. Nishimura and Diehang Zheng

Wisconsin School of Business, University of Wisconsin-Madison, University of California, Los Angeles - Anderson School of Management, Kyoto University - Institute of Economic Research and University of Southern California - Sol Price School of Public Policy

Abstract:

31.

Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry

Downloads 138 (240,128)

2

Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry

Number of pages: 48 Posted: 06 Mar 2011 Last Revised: 28 Dec 2012

Ming Pu, Gang-Zhi Fan and Yongheng Deng

Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, School of Management, Guangzhou University and Wisconsin School of Business, University of Wisconsin-Madison

Downloads 138 (240,831)

Citation 4

Abstract:

Breakeven Determination of Loan Limits for Reverse Mortgages Under Information Asymmetry

Journal of Real Estate Finance and Economics, Vol. 48, No. 3, 2014

Posted: 26 Mar 2014

Ming Pu, Gang-Zhi Fan and Yongheng Deng

Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, School of Management, Guangzhou University and Wisconsin School of Business, University of Wisconsin-Madison

Abstract:

32.

The Hidden Peril: The Role of the Condo Loan Market in the Recent Financial Crisis

Number of pages: 48 Posted: 08 Nov 2012 Last Revised: 07 May 2014

Sumit Agarwal, Yongheng Deng, Chenxi Luo and Wenlan Qian

National University of Singapore, Wisconsin School of Business, University of Wisconsin-Madison, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore - NUS Business School

Downloads 135 (244,297)

Abstract:

33.

Did Bubbles Migrate from the Stock to the Housing Market in China between 2005 and 2010?

Downloads 113 (278,828)

Citation 9

2

Did Bubbles Migrate from the Stock to the Housing Market in China between 2005 and 2010?

Number of pages: 26 Posted: 04 Apr 2017 Last Revised: 11 Sep 2017

Yongheng Deng, Eric Girardin, Roselyne Joyeux and Shuping Shi

Wisconsin School of Business, University of Wisconsin-Madison, University Aix-Marseille 2 - GREQAM, Macquarie University - Department of Economics and Macquarie University

Downloads 113 (280,268)

Abstract:

Did Bubbles Migrate from the Stock to the Housing Market in China between 2005 and 2010?

Pacific Economic Review, Vol. 22, Issue 3, pp. 276-292, 2017

Number of pages: 17 Posted: 28 Aug 2017

Yongheng Deng, Eric Girardin, Roselyne Joyeux and Shuping Shi

Wisconsin School of Business, University of Wisconsin-Madison, University Aix-Marseille 2 - GREQAM, Macquarie University - Department of Economics and Macquarie University

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Citation 5

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Abstract:

34.

Melting Pot or Salad Bowl: Cultural Distance and Housing Investments

Number of pages: 71 Posted: 17 Aug 2015 Last Revised: 03 Feb 2020

Yongheng Deng, Maggie Hu and Adrian D. Lee

Wisconsin School of Business, University of Wisconsin-Madison, The Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)

Downloads 103 (297,418)

Abstract:

35.

Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy

HKIMR Working Paper No.22/2015

Number of pages: 37 Posted: 13 Nov 2015

Yongheng Deng, Eric Girardin and Roselyne Joyeux

Wisconsin School of Business, University of Wisconsin-Madison, University Aix-Marseille 2 - GREQAM and Macquarie University - Department of Economics

Downloads 101 (301,299)

Citation 2

Abstract:

36.

Time Preferences, Mortgage Choice and Mortgage Default

Number of pages: 42 Posted: 11 Jun 2014 Last Revised: 14 Sep 2014

Sumit Agarwal, Yongheng Deng and Jia He

National University of Singapore, Wisconsin School of Business, University of Wisconsin-Madison and Nankai University

Downloads 99 (305,256)

Abstract:

37.

Default Option Exercise Over the Financial Crisis and Beyond

Number of pages: 54 Posted: 15 Apr 2016 Last Revised: 01 Sep 2020

Xudong An, Yongheng Deng and Stuart A. Gabriel

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison and University of California, Los Angeles - Anderson School of Management

Downloads 98 (307,277)

Citation 4

Abstract:

38.

One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?

Downloads 82 (343,520)

Citation 8

2

One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?

Journal of Financial Economics (JFE), Vol. 130, 2018

Number of pages: 76 Posted: 03 Nov 2014 Last Revised: 01 Sep 2020

Yongheng Deng, Xin Liu and Shang-Jin Wei

Wisconsin School of Business, University of Wisconsin-Madison, Research School of Finance, Actuarial Studies & Applied Statistics, CBE, Australian National University and Columbia Business School - Finance and Economics

Downloads 57 (423,445)

Citation 1

Abstract:

One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?

NBER Working Paper No. w19974

Number of pages: 60 Posted: 19 Mar 2014

Yongheng Deng, Xin Liu and Shang-Jin Wei

Wisconsin School of Business, University of Wisconsin-Madison, National University of Singapore (NUS) - Department of Finance and Columbia Business School - Finance and Economics

Downloads 25 (578,438)

Citation 4

Abstract:

39.

COVID-19 Pandemic and Unemployment: Evidence from Mobile Phone Data in China

Number of pages: 42 Posted: 28 Dec 2020 Last Revised: 31 Dec 2020

Panle Jia Barwick, Yongheng Deng, Xinfei Huang, Shanjun Li and Teng Li

Cornell University - Department of Economics, Wisconsin School of Business, University of Wisconsin-Madison, Sun Yat-sen University, Cornell University - School of Applied Economics and Management and Sun Yat-sen University

Downloads 70 (375,873)

Abstract:

40.

Mortgage Brokers and the Effectiveness of Regulatory Oversights

Management Science, forthcoming

Number of pages: 58 Posted: 29 Apr 2019 Last Revised: 27 Apr 2020

Sumit Agarwal, Swee Hoon Ang, Yongheng Deng and Yonglin Wang

National University of Singapore, National University of Singapore (NUS) - Department of Marketing, Wisconsin School of Business, University of Wisconsin-Madison and Lingnan University

Downloads 67 (384,759)

Abstract:

41.

Mortgage Default and Low Downpayment Loans: The Costs of Public Subsidy

NBER Working Paper No. w5184

Number of pages: 42 Posted: 21 Jul 2000 Last Revised: 21 Sep 2010

Yongheng Deng, John M. Quigley and Robert Van Order

Wisconsin School of Business, University of Wisconsin-Madison, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research

Downloads 65 (390,921)

Citation 3

Abstract:

42.

Explicit Measures of Impacts of Transaction Taxes as Market Cooling Measure: Evidence from the Sellers’ Stamp Duty in Singapore Housing Market

Number of pages: 73 Posted: 17 Jun 2019

Yongheng Deng, Yong Tu and Yanjiang ZHANG

Wisconsin School of Business, University of Wisconsin-Madison, National University of Singapore (NUS) and Chinese Academy of Housing and Real Estate

Downloads 51 (438,668)

Citation 2

Abstract:

43.

Environmental Regulation as a Double-Edged Sword for Housing Markets: Evidence From the NOx Budget Trading Program

Georgetown McDonough School of Business Research Paper No. 3075855

Number of pages: 61 Posted: 05 Dec 2017

Sumit Agarwal, Yongheng Deng and Teng Li

National University of Singapore, Wisconsin School of Business, University of Wisconsin-Madison and Sun Yat-sen University

Downloads 45 (462,219)

Citation 1

Abstract:

44.

Pulling the Trigger: Default Option Exercise Over the Business Cycle

Number of pages: 45 Posted: 20 Sep 2014

Xudong An, Yongheng Deng and Stuart A. Gabriel

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison and University of California, Los Angeles - Anderson School of Management

Downloads 44 (466,429)

Citation 1

Abstract:

45.

Land and House Price Measurement in China

NBER Working Paper No. w18403

Number of pages: 51 Posted: 22 Sep 2012

Yongheng Deng, Joseph Gyourko and Jing Wu

Wisconsin School of Business, University of Wisconsin-Madison, University of Pennsylvania - Real Estate Department and Tsinghua University - Hang Lung Center for Real Estate

Downloads 40 (483,747)

Citation 1

Abstract:

46.

Evaluating the Risk of Chinese Housing Markets: What We Know and What We Need to Know

NBER Working Paper No. w21346

Number of pages: 64 Posted: 13 Jul 2015 Last Revised: 28 Jul 2015

Jing Wu, Joseph Gyourko and Yongheng Deng

Tsinghua University - Hang Lung Center for Real Estate, University of Pennsylvania - Real Estate Department and Wisconsin School of Business, University of Wisconsin-Madison

Downloads 35 (506,725)

Citation 8

Abstract:

47.

Understanding the Evolution in Mortgage Pricing Strategy: Do Neighborhood Factors Matter?

Number of pages: 37 Posted: 28 May 2020

Sumit Agarwal, Yongheng Deng, Jia He and Yonglin Wang

National University of Singapore, Wisconsin School of Business, University of Wisconsin-Madison, Nankai University and Lingnan University

Downloads 32 (521,931)

Abstract:

48.

Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks

Downloads 18 (607,368)

Citation 2

2

Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks

Real Estate Economics, Vol. 34, No. 2, pp. 243-273, Summer 2006

Number of pages: 31 Posted: 20 Nov 2006

John M. Clapp, Xudong An and Yongheng Deng

University of Connecticut - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Wisconsin School of Business, University of Wisconsin-Madison

Downloads 18 (628,673)

Citation 2

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Abstract:

Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks

Real Estate Economics, Forthcoming

Posted: 25 Jan 2006 Last Revised: 30 Dec 2013

John M. Clapp, Yongheng Deng and Xudong An

University of Connecticut - Department of Finance, Wisconsin School of Business, University of Wisconsin-Madison and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Abstract:

49.

Is There Evidence of a Real Estate Collateral Channel Effect on Listed Firm Investment in China?

NBER Working Paper No. w18762

Number of pages: 56 Posted: 02 Feb 2013

Jing Wu, Joseph Gyourko and Yongheng Deng

Tsinghua University - Hang Lung Center for Real Estate, University of Pennsylvania - Real Estate Department and Wisconsin School of Business, University of Wisconsin-Madison

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50.

Spatial Misallocation in Chinese Housing and Land Markets

NBER Working Paper No. w27230

Number of pages: 67 Posted: 26 May 2020

Yongheng Deng, Yang Tang, Ping Wang and Jing Wu

Wisconsin School of Business, University of Wisconsin-Madison, Nanyang Technological University (NTU), Washington University in St. Louis - Department of Economics and Tsinghua University - Hang Lung Center for Real Estate

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51.

The Nascent Market for ‘Green’ Real Estate in Beijing

Posted: 11 Nov 2019

Siqi Zheng, Jing Wu, Matthew E. Kahn and Yongheng Deng

Samuel Talk Lee Professor of Urban and Real Estate Sustainability, Faculty Director of MIT Center for Real Estate, Tsinghua University - Hang Lung Center for Real Estate, University of Southern California and Wisconsin School of Business, University of Wisconsin-Madison

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52.

The Role of Debt Covenants in the Investment Grade Bond Market - The REIT Experiment

Journal of Real Estate Finance and Economics, Vol. 52, No. 4, 2016

Posted: 14 Apr 2016

Yongheng Deng, Erik Devos, Shofiqur Rahman and Desmond Tsang

Wisconsin School of Business, University of Wisconsin-Madison, University of Texas at El Paso - College of Business Administration - Department of Economics and Finance, University of Texas at El Paso and McGill University - Desautels Faculty of Management

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53.

Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches

Journal of Real Estate Finance and Economics, Vol. 50, No. 3, 2015

Posted: 28 Mar 2015

Jing Wu and Yongheng Deng

Tsinghua University - Hang Lung Center for Real Estate and Wisconsin School of Business, University of Wisconsin-Madison

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54.

House Price Index Construction in the Nascent Housing Market: The Case of China

Journal of Real Estate Finance and Economics, Vol. 48, No. 3, 2014

Posted: 25 Mar 2014

Jing Wu, Yongheng Deng and Hongyu Liu

Tsinghua University - Hang Lung Center for Real Estate, Wisconsin School of Business, University of Wisconsin-Madison and Tsinghua University - Institute of Real Estate Studies

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55.

Local Traits and Securitized Commercial Mortgage Default

Journal of Real Estate Finance and Economics, Vol. 47, No. 4, 2013

Posted: 15 Nov 2013

Xudong An, Yongheng Deng, Joseph Nichols and Anthony B. Sanders

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business

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56.

Commercial Mortgage Workout Strategy and Conditional Default Probability: Evidence from Special Serviced CMBS Loans

Journal of Real Estate Finance and Economics, Vol. 46, No. 4, 2013

Posted: 21 Mar 2013

Jun Chen and Yongheng Deng

Moody's Corporation - Moody’s Analytics and Wisconsin School of Business, University of Wisconsin-Madison

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57.

Omitted Mobility Characteristics and Property Market Dynamics: Application to Mortgage Termination

Journal of Real Estate Finance and Economics, Vol. 41, No. 3, 2010

Posted: 26 May 2010

Xudong An, John M. Clapp and Yongheng Deng

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Connecticut - Department of Finance and Wisconsin School of Business, University of Wisconsin-Madison

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58.

Correlation and Volatility Dynamics in REIT Returns: Performance and Portfolio Considerations

Posted: 12 Apr 2010

Peng Fei, Letian Ding and Yongheng Deng

University of Southern California, University of Southern California and Wisconsin School of Business, University of Wisconsin-Madison

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59.

Is the Mean Return of Hotel Real Estate Stocks Apt to Overreact to Past Performance?

Journal of Real Estate Finance and Economics, Vol. 40, No. 4, 2010

Posted: 27 Feb 2010

Minye Zhang and Yongheng Deng

California State Polytechnic University, Pomona and Wisconsin School of Business, University of Wisconsin-Madison

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60.

An Early Assessment of Residential Mortgage Performance in China

Posted: 14 Jan 2005

Della Zheng, Yongheng Deng and Changfeng Ling

Independent, Wisconsin School of Business, University of Wisconsin-Madison and Tsinghua University

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61.

A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias

Posted: 04 Feb 2003

Brian A. Ciochetti, Rui Yao, Yongheng Deng, Gail Lee and James D. Shilling

Independent, Baruch College - Department of Economics and Finance, Wisconsin School of Business, University of Wisconsin-Madison, Credit Suisse First Boston and DePaul University

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62.

Racial Differences in Homeownership: The Effect of Residential Location

Posted: 22 Nov 2002

Yongheng Deng, Stephen L. Ross and Susan M. Wachter

Wisconsin School of Business, University of Wisconsin-Madison, University of Connecticut - Department of Economics and University of Pennsylvania - Wharton School, Department of Real Estate

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63.

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

Posted: 15 Jun 2002

Brent W. Ambrose, Yongheng Deng and Charles A. Capone

Pennsylvania State University, Wisconsin School of Business, University of Wisconsin-Madison and Federal Housing Finance Agency

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64.

A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations

Posted: 20 Apr 2002

Charles A. Calhoun and Yongheng Deng

Calhoun Consulting and Wisconsin School of Business, University of Wisconsin-Madison

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65.

Mortgage Termination: An Empirical Hazard Model with Stochastic Term Structure

J. OF REAL ESTATE FINANCE AND ECONOMICS

Posted: 19 Apr 1996

Yongheng Deng

Wisconsin School of Business, University of Wisconsin-Madison

Yongheng Deng

Wisconsin School of Business, University of Wisconsin-Madison

John P. Morgridge Distinguished Chair Professor in Business

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Scholarly Papers (65)

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Commercial Real Estate Rental Index: A Dynamic Panel Data Model Estimation

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Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market

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Did Bubbles Migrate from the Stock to the Housing Market in China between 2005 and 2010?

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