Author Page for Yongheng Deng

Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options

Downloads 2,533 ( 4,503)

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), University of Wisconsin - Madison - School of Business and Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research

Downloads 2,533 (4,409)

Citation 135

Abstract:

Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options

Econometrica

Posted: 30 Mar 1999

Yongheng Deng, John M. Quigley and Robert Van Order

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

Downloads 1,059 (18,666)

Citation 5

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

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

Downloads 920 (22,989)

Citation 16

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

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

Downloads 820 (27,179)

Citation 17

Abstract:

5.

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 University of Wisconsin - Madison - School of Business

Downloads 730 (31,891)

Citation 13

Abstract:

6.

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

Number of pages: 50 Posted: 27 Dec 2018

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

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

Downloads 612 (40,492)

Abstract:

7.

Value Creation Through Securitization: Evidence from the CMBS Market

Downloads 612 ( 40,393)

Citation 4

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

Downloads 612 (39,798)

Citation 4

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

Abstract:

8.

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

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

Downloads 530 (48,618)

Citation 4

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 University of Wisconsin - Madison - School of Business

Downloads 529 (48,746)

Citation 2

Abstract:

10.

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

Downloads 489 (53,805)

Abstract:

11.

Commercial Mortgage Terminations: Evidence from CMBS

Number of pages: 22 Posted: 11 Mar 2005

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

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

Downloads 454 (59,084)

Citation 5

Abstract:

12.

Incentives and Outcomes: China's Environmental Policy

Downloads 445 ( 60,572)

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, University of Wisconsin - Madison - School of Business, Shanghai University of Finance and Economics, University of Alberta - Department of Finance and Statistical Analysis and National University of Singapore - Business School

Downloads 261 (110,471)

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, University of Wisconsin - Madison - School of Business, Shanghai University of Finance and Economics, University of Alberta - Department of Finance and Statistical Analysis and National University of Singapore - Business School

Downloads 175 (163,032)

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, University of Wisconsin - Madison - School of Business, Shanghai University of Finance and Economics, University of Alberta - Department of Finance and Statistical Analysis and National University of Singapore - Business School

Downloads 9 (582,567)

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

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

Downloads 422 (64,566)

Citation 13

Abstract:

14.

Duration of Residence in the Rental Housing Market

Downloads 409 ( 67,090)

Citation 4

2

Duration of Residence in the Rental Housing Market

USC FBE Working Paper No. 02-3

Number of pages: 31 Posted: 26 Mar 2002

Yongheng Deng, Frank Nothaft and Stuart A. Gabriel

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

Downloads 409 (66,476)

Citation 4

Abstract:

Duration of Residence in the Rental Housing Market

Journal of Real Estate Finance & Economics, Vol. 26, No. 2

Posted: 09 Dec 2002

Yongheng Deng, Frank Nothaft and Stuart A. Gabriel

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

Abstract:

15.

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

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

Downloads 391 (70,692)

Citation 3

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, University of Wisconsin - Madison - School of Business and University of Connecticut - Department of Finance

Downloads 375 (74,281)

Citation 3

Abstract:

17.

China’s Pseudo-Monetary Policy

Downloads 301 ( 95,377)

Citation 6

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

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

Downloads 245 (117,992)

Citation 6

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

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

Downloads 56 (356,619)

Citation 6

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

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

Downloads 268 (107,951)

Citation 6

Abstract:

19.

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

Downloads 264 (109,621)

Citation 2

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

University of Wisconsin - Madison - School of Business and Cornell University

Downloads 264 (109,080)

Citation 2

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

University of Wisconsin - Madison - School of Business and Cornell University

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

Downloads 260 (111,897)

Citation 1

Abstract:

21.

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

Downloads 239 (121,471)

Abstract:

22.

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

Downloads 222 (130,682)

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 Rong Hu

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

Downloads 222 (130,275)

Citation 1

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 Rong Hu

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

Downloads 0

Citation 1

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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 Rong Hu and Xudong An

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

Abstract:

23.

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 University of Wisconsin - Madison - School of Business

Downloads 214 (135,347)

Citation 6

Abstract:

24.

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, University of Wisconsin - Madison - School of Business and George Mason University - School of Business

Downloads 206 (140,335)

Citation 2

Abstract:

25.

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

Downloads 201 (143,606)

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 University of Wisconsin - Madison - School of Business

Downloads 201 (143,410)

Citation 3

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

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

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

Downloads 197 (146,310)

Citation 10

Abstract:

27.

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 W. Yao

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

Downloads 185 (155,020)

Citation 2

Abstract:

28.

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

Downloads 162 (174,260)

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

Downloads 162 (174,477)

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

Abstract:

29.

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

Downloads 147 (189,000)

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

University of Wisconsin - Madison - School of Business, 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 117 (227,006)

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

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

Downloads 29 (461,932)

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

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

Downloads 1 (646,290)

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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

University of Wisconsin - Madison - School of Business, 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:

30.

Information Asymmetry and Organizational Structure: Evidence from REITs

Downloads 146 (190,074)

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 Rong Hu and Anand Srinivasan

University of Wisconsin - Madison - School of Business, Chinese University of Hong Kong and CAFRAL, Reserve Bank of India

Downloads 146 (190,550)

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 Rong Hu and Anand Srinivasan

University of Wisconsin - Madison - School of Business, Chinese University of Hong Kong and CAFRAL, Reserve Bank of India

Abstract:

31.

Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry

Downloads 127 (212,534)

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 University of Wisconsin - Madison - School of Business

Downloads 127 (213,325)

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 University of Wisconsin - Madison - School of Business

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

Downloads 113 (231,784)

Abstract:

33.

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

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

Downloads 95 (261,226)

Abstract:

34.

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

Downloads 89 (272,324)

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

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

Downloads 89 (274,515)

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

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

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Abstract:

35.

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

Downloads 78 (294,958)

Abstract:

36.

Default Option Exercise Over the Financial Crisis and Beyond

Number of pages: 59 Posted: 15 Apr 2016

Xudong An, Yongheng Deng and Stuart A. Gabriel

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

Downloads 67 (321,164)

Abstract:

37.

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

University of Wisconsin - Madison - School of Business, 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 57 (348,341)

Citation 26

Abstract:

38.

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

Downloads 52 (363,697)

Citation 1

2

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

Number of pages: 76 Posted: 03 Nov 2014 Last Revised: 16 Jun 2017

Yongheng Deng, Xin Liu and Shang-Jin Wei

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

Downloads 33 (442,521)

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

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

Downloads 19 (520,363)

Citation 1

Abstract:

39.

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

Downloads 40 (404,417)

Abstract:

40.

Melting Pot or Salad Bowl: Cultural Distance and Housing Investments

Number of pages: 67 Posted: 17 Aug 2015 Last Revised: 22 Nov 2017

Yongheng Deng, Maggie Rong Hu and Adrian D. Lee

University of Wisconsin - Madison - School of Business, Chinese University of Hong Kong and University of Technology, Sydney - Finance Discipline Group

Downloads 36 (420,115)

Abstract:

41.

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

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

Downloads 26 (464,730)

Citation 1

Abstract:

42.

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 University of Wisconsin - Madison - School of Business

Downloads 20 (497,258)

Abstract:

43.

Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks

Downloads 17 (513,825)

Citation 14

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 University of Wisconsin - Madison - School of Business

Downloads 17 (532,705)

Citation 14

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

Abstract:

44.

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

Downloads 16 (519,285)

Abstract:

45.

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 University of Wisconsin - Madison - School of Business

Downloads 6 (575,521)

Abstract:

46.

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

University of Wisconsin - Madison - School of Business, 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

Abstract:

47.

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 University of Wisconsin - Madison - School of Business

Abstract:

48.

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, University of Wisconsin - Madison - School of Business and Tsinghua University - Institute of Real Estate Studies

Abstract:

49.

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

Abstract:

50.

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 University of Wisconsin - Madison - School of Business

Abstract:

51.

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 University of Wisconsin - Madison - School of Business

Abstract:

52.

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 University of Wisconsin - Madison - School of Business

Abstract:

53.

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 University of Wisconsin - Madison - School of Business

Abstract:

54.

An Early Assessment of Residential Mortgage Performance in China

Journal of Real Estate Finance and Economics, Vol. 31, No. 2

Posted: 14 Jan 2005

Della Zheng, Yongheng Deng and Changfeng Ling

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

Abstract:

55.

A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias

Journal of Real Estate Finance & Economics, Vol. 27, No. 1

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, University of Wisconsin - Madison - School of Business, Credit Suisse First Boston and DePaul University

Abstract:

56.

Racial Differences in Homeownership: The Effect of Residential Location

Regional Science and Urban Economics, Forthcoming

Posted: 22 Nov 2002

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

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

Abstract:

57.

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

Pennsylvania State University, University of Wisconsin - Madison - School of Business and JPMorgan Chase

Abstract:

58.

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

Journal of Real Estate Finance & Economics, Vol. 24, No. 1 & 2

Posted: 20 Apr 2002

Charles A. Calhoun and Yongheng Deng

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

Abstract:

59.

Mortgage Termination: An Empirical Hazard Model with Stochastic Term Structure

J. OF REAL ESTATE FINANCE AND ECONOMICS

Posted: 19 Apr 1996

Yongheng Deng

University of Wisconsin - Madison - School of Business

Yongheng Deng

University of Wisconsin - Madison - School of Business

Professor

59

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Scholarly Papers (59)

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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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Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks

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