4 Architecture Drive
National University of Singapore, Business School and the School of Design and Environment
National University of Singapore (NUS) - Department of Real Estate
in Total Papers Downloads
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default risk, CMBS loan, special service, workout strategy, hazard model, logit model
Mortgage prepayment, heterogeneity, mortgage pricing, behavioral finance, martingale transform
Mortgage termination risks, Cox Proportional Hazard Model (CPH), Multinomial Logit Model (MNL), Out-of-sample prediction; Unobserved heterogeneity
Securitization, commercial mortgage-backed securities, conduit loans, portfolio loans, mortgage-treasury rate spread, simultaneous equation model
securitization, commercial mortgage-backed securities (CMBS), conduit loans, portfolio loans, mortgage-treasury rate spread, simultaneous equation model
collateralized debt obligations, subprime crisis, yield spreads on mortgage-backed securities
Insurance premium structure, Reverse mortgage, Constant monthly payments, Graduate monthly payments, Total annual loan costs rates
duration model, competing risks, space-varying coefficient, martingale residual, mortgage refinance, default, residential mobility
duration of residence, rental housing, hazard model
Urban Infrastructure, Environmental Protection, Local Government, China
Mortgage termination risks, Multinomial Logit Model (MNL), Nested Logit Model (NMNL), Mobility, Refinance, Default
environmental sustainability, housing market, energy efficiency, green labels
Mortgage, Prepayment, Default, Credit Risk, Forward Contract, Pre-sale
mortgage, prepayment, default, credit risk, forward contract, pre-sale
Mobile Home, Rent Control, Capitalization, Regulatory Taking
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: REEC.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
rental index, cap rate, commercial real estate, dynamic panel data model
Repeat sales index, index revision, house price risk, house price derivatives
repeat sales index, index revision, house price risk, house price derivative
Subprime Mortgage, Default Risk, Model Stability, Hazard Model, Logit Model
CMBS, conduit lending, asymmetric information, lemons discount
default risk, CMBS loan, regional variation, hazard model, martingale residual
price dispersion, search models, housing markets, time on the market
File name: j-6229.
Commercial mortgage-backed securities (CMBS); Subordination; Credit risk; Credit rating agency (CRA)
China municipal bonds, fixed-income securities, house prices, China development
external advisor, Real Estate Investment Trust, organizational structure, loan contract terms, information opacity, certification effect
External advisor; Real estate investment trust (REIT); Organizational structure; Loan contract terms; Information opacity; Certification effect
Reverse Mortgages, Heterogeneous Beliefs, Information Asymmetry, Loan Limits
Reverse mortgages; Heterogeneous beliefs; Information asymmetry; Loan limits
Financial Crisis, Condo Market, Default, Mortgages, Household Finance, Investors, Speculators, Subprime Mortgages
File name: PAER.
Mortgage default, mortgage choice, heterogeneity, present-biased preference, dynamic inconsistency
File name: reec.
Tobin tax, institutional investors, cross-listed stocks
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
Mortgage default; option exercise; negative equity beta; HAMP
Debt covenants; Investment grade bond; REIT
Information diffusion; Price discovery; House price; Google searches
House price index; Hedonic method; Quality change; Nascent housing market
Default risk; CMBS loan; Local trait; Hazard model
Default risk, CMBS loan, Special service, Workout strategy, Hazard model, Logit model
Housing Market, Mobility, Mortgage Termination, Multinomial Logit Model
Dynamic Conditional Correlation, REIT returns, Real Estate, Diversification
Hotel, Stock return pattern, Overreact
Chinese Mortgage Market, Prepayment and Default, Empirical Hazard Model, Econometric Analysis
mortgages, asset pricing, bankruptcy, liquidation, prepayment, default
Homeownership, Residential Location, Race, Credit Constraints, Equity Risk
mortgage default, loss severity, foreclosure
default, prepayment, option values, event history models, conditional probability, time-varying logit
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