Author Page for Yongheng Deng

Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options

Downloads 2,686 (10,917)

Citation 73

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 2,686 (10,712)

Citation 73

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.

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

Number of pages: 55 Posted: 29 Jan 2015 Last Revised: 26 Dec 2024

Brent W. Ambrose, Yongheng Deng, Keyang Li and Jing Wu

Pennsylvania State University - Department of Insurance & Real Estate, Wisconsin School of Business, University of Wisconsin-Madison, University of International Business and Economics (UIBE) - School of International Trade and Economics and Tsinghua University - Hang Lung Center for Real Estate

Downloads 1,158 (39,918)

Citation 28

Abstract:

3.

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 1,134 (41,211)

Citation 10

Abstract:

4.

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 Zhejiang University

Downloads 1,125 (41,708)

Citation 3

Abstract:

5.

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 984 (50,350)

Citation 25

Abstract:

6.

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 923 (55,005)

Citation 36

Abstract:

7.

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 788 (68,167)

Citation 1

Abstract:

8.

Incentives and Outcomes: China's Environmental Policy

Downloads 714 (77,564)

Citation 20

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 405 (154,365)

Citation 4

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 255 (254,320)

Citation 7

Abstract:

Incentives and Outcomes: China's Environmental Policy

NBER Working Paper No. w18754

Number of pages: 48 Posted: 30 Sep 2013 Last Revised: 31 Mar 2023

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 54 (821,542)

Citation 9

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 667 (84,623)

Citation 8

Abstract:

10.

Value Creation Through Securitization: Evidence from the CMBS Market

Downloads 654 (86,773)

Citation 5

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 654 (85,569)

Citation 5

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:

11.

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 595 (97,858)

Citation 4

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 534 (112,164)

Citation 8

Abstract:

13.

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 511 (118,419)

Citation 13

Abstract:

14.

China’s Pseudo-Monetary Policy

Downloads 483 (126,774)

Citation 14

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, 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, NUSInstitute of Real Estate Studies, Tsinghua University and National University of Singapore - Business School

Downloads 371 (170,337)

Citation 11

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 Last Revised: 06 Feb 2022

Yongheng Deng, Randall Morck, Jing Wu, 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, NUSInstitute of Real Estate Studies, Tsinghua University and National University of Singapore - Business School

Downloads 112 (528,037)

Citation 3

Abstract:

15.

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 471 (130,574)

Citation 9

Abstract:

16.

Duration of Residence in the Rental Housing Market

Downloads 450 (138,079)

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 450 (136,486)

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:

17.

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

Number of pages: 47 Posted: 28 Dec 2020 Last Revised: 05 Aug 2024

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

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

Downloads 439 (142,110)

Citation 9

Abstract:

18.

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 431 (145,104)

Citation 5

Abstract:

19.

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

Downloads 348 (185,111)

Citation 5

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 348 (183,477)

Citation 5

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:

20.

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 337 (191,036)

Abstract:

21.

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

Downloads 324 (199,268)

Citation 5

2

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 R. 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 Zicklin School of Business, Baruch College - The City University of New York

Downloads 324 (197,608)

Citation 5

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 R. Hu and Xudong An

Wisconsin School of Business, University of Wisconsin-Madison, Indiana University - Kelley School of Business - Department of Finance, Zicklin School of Business, Baruch College - The City University of New York and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Abstract:

22.

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 Reichman University - Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship

Downloads 323 (199,918)

Citation 3

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 320 (201,974)

Citation 2

Abstract:

24.

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 316 (204,636)

Citation 21

Abstract:

25.

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

Downloads 314 (206,066)

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

Downloads 314 (204,388)

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

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 278 (234,393)

Citation 29

Abstract:

27.

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

Downloads 264 (247,046)

Citation 3

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 264 (245,405)

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

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

Abstract:

28.

The American Housing Finance System: Structure, Evolution, and Implications

The Wharton School Research Paper, Oxford Research Encyclopedia of Economics and Finance, 2024, August 21

Number of pages: 44 Posted: 03 Apr 2024

Yongheng Deng, Susan M. Wachter and Heejin Yoon

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

Downloads 247 (264,237)

Abstract:

29.

Evaluating Conditions in Major Chinese Housing Markets

NBER Working Paper No. w16189

Number of pages: 47 Posted: 19 Jul 2010 Last Revised: 27 Mar 2023

Jing Wu, Jing Wu, Joseph Gyourko and Yongheng Deng

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

Downloads 246 (265,277)

Citation 5

Abstract:

30.

Model Stability and the Subprime Mortgage Crisis

Downloads 237 (275,117)

Citation 3

2

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 237 (273,507)

Citation 3

Abstract:

Model Stability and the Subprime Mortgage Crisis

Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012

Posted: 26 Oct 2012 Last Revised: 20 Feb 2021

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

Abstract:

31.

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

Downloads 234 (278,577)

3

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, Kiyohiko 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 155 (405,831)

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 79 (668,286)

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, Kiyohiko 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:

32.

Information Asymmetry and Organizational Structure: Evidence from REITs

Downloads 231 (282,083)

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 R. Hu and Anand Srinivasan

Wisconsin School of Business, University of Wisconsin-Madison, Zicklin School of Business, Baruch College - The City University of New York and National University of Singapore - Department of Finance

Downloads 231 (280,540)

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 R. Hu and Anand Srinivasan

Wisconsin School of Business, University of Wisconsin-Madison, Zicklin School of Business, Baruch College - The City University of New York and National University of Singapore - Department of Finance

Abstract:

33.

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 222 (293,078)

Citation 5

Abstract:

34.

Adaptation to Climate Change Through Mortgage Default and Prepayment

Number of pages: 71 Posted: 25 Sep 2023

Yongheng Deng, Congyan Han, Teng Li and Timothy J. Riddiough

Wisconsin School of Business, University of Wisconsin-Madison, University of Wisconsin-Madison, Sun Yat-sen University and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics

Downloads 221 (294,351)

Abstract:

35.

Lenders’ Pricing Strategy: Do Neighborhood Risks Matter?

Downloads 221 (294,351)

2

Lenders’ Pricing Strategy: Do Neighborhood Risks Matter?

Number of pages: 48 Posted: 28 May 2020 Last Revised: 21 Jul 2021

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 111 (531,713)

Abstract:

Lenders’ Pricing Strategy: Do Neighborhood Risks Matter?

Number of pages: 48 Posted: 09 Aug 2021

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 110 (535,301)

Abstract:

36.

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 217 (299,557)

Citation 5

Abstract:

37.

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 R. Hu and Adrian D. Lee

Wisconsin School of Business, University of Wisconsin-Madison, Zicklin School of Business, Baruch College - The City University of New York and Deakin University - Department of Finance (Property and Real Estate)

Downloads 190 (339,243)

Abstract:

38.

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 189 (340,843)

Abstract:

39.

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 178 (359,847)

Abstract:

40.

Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry

Downloads 177 (361,625)

Citation 4

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, Beijing Normal University-Hong Kong Baptist University United International College and Wisconsin School of Business, University of Wisconsin-Madison

Downloads 177 (360,948)

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, Beijing Normal University-Hong Kong Baptist University United International College and Wisconsin School of Business, University of Wisconsin-Madison

Abstract:

41.

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

Downloads 172 (370,832)

Citation 22

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 University - Columbia Business School, Finance

Downloads 125 (484,301)

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 Last Revised: 29 Jan 2023

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 University - Columbia Business School, Finance

Downloads 47 (878,193)

Citation 22

Abstract:

42.

Nonbank Growth and Local Housing Booms

Number of pages: 42 Posted: 04 Apr 2024 Last Revised: 20 Nov 2024

Hyun-Soo Choi, Yongheng Deng and Heejin Yoon

College of Business, Korea Advanced Institute of Science and Technology (KAIST), Wisconsin School of Business, University of Wisconsin-Madison and Wisconsin School of Business

Downloads 163 (388,627)

Abstract:

43.

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 159 (397,022)

Citation 7

Abstract:

44.

Transaction Tax and Market Illiquidity

Number of pages: 56 Posted: 17 Jun 2019 Last Revised: 22 Feb 2021

Yongheng Deng, Yong Tu and Yanjiang ZHANG

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

Downloads 140 (440,592)

Citation 1

Abstract:

45.

Housing Price Spillovers in China: A High-Dimensional Generalized VAR Approach

Regional Science and Urban Economicss, 68, 98-114, 2018.

Number of pages: 48 Posted: 22 Aug 2022 Last Revised: 24 May 2023

Jian Yang, Ziliang Yu and Yongheng Deng

University of Colorado at Denver - Business School, School of Finance, Nankai University and Wisconsin School of Business, University of Wisconsin-Madison

Downloads 131 (464,847)

Abstract:

46.

Land and House Price Measurement in China

NBER Working Paper No. w18403

Number of pages: 51 Posted: 22 Sep 2012 Last Revised: 15 Apr 2023

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 122 (494,703)

Citation 1

Abstract:

47.

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 107 (542,543)

Citation 1

Abstract:

48.

The Effectiveness and Consequences of the Hong Kong Government's Cooling Measures For Residential Housing Markets

Number of pages: 50 Posted: 28 Sep 2022

Yongheng Deng, Congyan Han, Teng Li and Yonglin Wang

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

Downloads 98 (577,592)

Abstract:

49.

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: 02 Sep 2022

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 96 (589,374)

Citation 3

Abstract:

50.

Does Air Pollution Cause More Car Accidents? Evidence from Auto Insurance Claims

Number of pages: 54 Posted: 07 Aug 2023

Yongheng Deng, Jia He, Xixi Shen and Bingqing Li

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

Downloads 87 (622,609)

Abstract:

51.

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: 30 Apr 2023

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 72 (694,075)

Citation 13

Abstract:

52.

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 71 (699,427)

Citation 1

Abstract:

53.

Spatial Misallocation in Chinese Housing and Land Markets

NBER Working Paper No. w27230

Number of pages: 67 Posted: 26 May 2020 Last Revised: 28 May 2023

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

Downloads 48 (850,288)

Abstract:

54.

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 Last Revised: 08 Apr 2023

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 (968,787)

Citation 1

Abstract:

55.

Flood Risks and the Chinese Local Government Debt Crisis: Climate Shocks, Borrowing Behavior, and Fiscal Stress

Number of pages: 48 Posted: 11 Feb 2025

Yongheng Deng and Lina Meng

Wisconsin School of Business, University of Wisconsin-Madison and School of Economics, Xiamen University

Downloads 30 (1,021,954)

Abstract:

56.

Secrets in Asset Purchases: Estimating the Unofficial Incomes of Officials

NBER Working Paper No. w31748

Number of pages: 84 Posted: 02 Oct 2023

Yongheng Deng, Shang-Jin Wei, Jing Wu and Rongjie Zhang

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

Downloads 28 (1,044,760)

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Abstract:

57.

Demographics, Property Prices, and Credit Conditions S: Analysis Based on Panel Data from 17 Countries Over a Half-Century

Number of pages: 33 Posted: 09 Sep 2022

Chihiro Shimizu, Yongheng Deng, Tomoo Inoue and Kiyohiko Nishimura

Hitotsubashi University, Wisconsin School of Business, University of Wisconsin-Madison, Seikei University and Hitotsubashi University

Downloads 25 (1,080,366)

Abstract:

58.

Pricing the Flood Risk: Evidence from the Real Estate Market in China

The paper has been accepted by the Oxford Research Encyclopedia of Economics and Finance., 10.1093/acrefore/9780190625979.013.933

Number of pages: 33 Posted: 18 Feb 2025

Yongheng Deng, Lu Lin and Lina Meng

Wisconsin School of Business, University of Wisconsin-Madison, China University of Petroleum (Beijing) - School of Economics and Management and School of Economics, Xiamen University

Downloads 15 (1,239,923)

Abstract:

59.

Vertical Status in the Urban Space: The Value of Relative Positioning in High-Rise Buildings

Number of pages: 39 Posted: 25 Mar 2025

Danny Ben-Shahar, Yongheng Deng, C. Tsuriel Somerville, Eyal Sulganik and Hongjia Zhu

Tel Aviv University, Wisconsin School of Business, University of Wisconsin-Madison, University of British Columbia (UBC) - Division of Strategy and Business Economics, Reichman University and Jinan University

Downloads 11 (1,250,616)

Abstract:

60.

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

Abstract:

61.

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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62.

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

Abstract:

63.

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

Abstract:

64.

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

Abstract:

65.

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

Abstract:

66.

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

Abstract:

67.

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

Abstract:

68.

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

Abstract:

69.

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

Abstract:

70.

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

Abstract:

71.

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

Abstract:

72.

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 - Department of Insurance & Real Estate, Wisconsin School of Business, University of Wisconsin-Madison and Federal Housing Finance Agency

Abstract:

73.

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

Abstract:

74.

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 (74)

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