Author Page for Xudong An

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 665 (30,408)

Citation 13

Abstract:

2.

Value Creation Through Securitization: Evidence from the CMBS Market

Downloads 607 ( 38,703)

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 607 (38,125)

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:

3.

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 364 (70,812)

Citation 3

Abstract:

4.

Macroeconomic Growth, Real Estate Market Conditions, and the Time Series Dynamics of CMBS Loan Default Risk

Number of pages: 59 Posted: 25 Mar 2008 Last Revised: 15 May 2009

Xudong An

Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Downloads 320 (77,223)

Abstract:

5.

Macroeconomic Conditions, Systematic Risk Factors, and the Time Series Dynamics of Commercial Mortgage Credit Risk

Number of pages: 59 Posted: 17 Jul 2007

Xudong An

Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Downloads 300 (81,280)

Citation 2

Abstract:

6.

Policy Incentives and the Extension of Mortgage Credit: Increasing Market Discipline for Subprime Lending

Number of pages: 36 Posted: 16 Jun 2008

Xudong An and Raphael W. Bostic

Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta

Downloads 245 (110,536)

Citation 1

Abstract:

7.

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

Downloads 218 (126,822)

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 218 (126,445)

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

Add to Cart

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:

8.

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 181 (150,891)

Citation 2

Abstract:

9.

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 167 (142,276)

Citation 10

Abstract:

10.

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 158 (140,171)

Citation 2

Abstract:

11.

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

Downloads 142 (185,756)

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 142 (186,253)

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:

12.

Financial Literacy and Mortgage Credit: Evidence from the Recent Mortgage Market Crisis

Number of pages: 52 Posted: 18 Jul 2015

Xudong An, Raphael W. Bostic and Vincent W. Yao

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta and Georgia State University - J. Mack Robinson College of Business

Downloads 33 (233,564)

Abstract:

13.

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 27 (395,336)

Abstract:

14.

Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks

Downloads 17 (494,039)

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 (512,203)

Citation 14

Add to Cart

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

Abstract:

15.

Cash Flow Performance of Fannie Mae Multifamily Real Estate: Evidence from Repeated NOI and EGI Indices

Journal of Real Estate Finance and Economics, Forthcoming, Kelley School of Business Research Paper No. 15-55

Number of pages: 48 Posted: 22 Jul 2015

Xudong An, Jeffrey D. Fisher and David Geltner

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Indiana University - Kelley School of Business - Department of Finance and Massachusetts Institute of Technology (MIT)

Downloads 16 (387,997)

Abstract:

16.

Default of Commercial Mortgage Loans during the Financial Crisis

46th Annual AREUEA Conference Paper

Number of pages: 48 Posted: 01 Dec 2010 Last Revised: 21 Jul 2015

Xudong An and Anthony B. Sanders

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

Downloads 6 (333,872)

Abstract:

17.

Regime Shift and the Post-Crisis World of Mortgage Loss Severities

FRB of Philadelphia Working Paper No. 17-8

Number of pages: 46 Posted: 10 Apr 2017

Xudong An and Lawrence Cordell

Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Downloads 0 (441,409)

Abstract:

18.

Credit Expansion, Competition, and House Prices

Number of pages: 45 Posted: 03 Sep 2016 Last Revised: 17 Nov 2016

Xudong An and Vincent W. Yao

Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Georgia State University - J. Mack Robinson College of Business

Downloads 0 (348,612)

Abstract:

19.

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 0 (320,373)

Abstract:

20.

Asymmetric Information and Subprime Mortgage Default

Number of pages: 34 Posted: 15 Nov 2015

Xudong An, A. Quang Do, Timothy J. Riddiough and Vincent W. Yao

Federal Reserve Banks - Federal Reserve Bank of Philadelphia, San Diego State University, University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics and Georgia State University - J. Mack Robinson College of Business

Downloads 0 (272,206)

Abstract:

21.

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:

22.

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:

23.

GSE Activity, FHA Feedback, and Implications for the Efficacy of the Affordable Housing Goals

Journal of Real Estate Finance and Economics, Vol. 36, No. 2, 2008

Posted: 16 Oct 2007

Xudong An and Raphael W. Bostic

Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta

Xudong An

Federal Reserve Banks - Federal Reserve Bank of Philadelphia

23

Top 10,438

4,049

Top 8,631

52

Scholarly Papers (23)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

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

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: