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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
Mortgage termination risks, Multinomial Logit Model (MNL), Nested Logit Model (NMNL), Mobility, Refinance, Default
Default risk, CMBS, first-passage model, default hazard rate, Cox proportional hazard model, state space model, extended Kalman filter
Credit risk, commercial mortgage,first-passage model, default hazard rate, Cox proportional hazard model, state space model, extended Kalman filter
Subprime lending, government-sponsored enterprise (GSE), affordable housing goals, mortgage credit, cost savings
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File name: REEC.
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rental index, cap rate, commercial real estate, dynamic panel data model
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
Commercial mortgage-backed securities (CMBS); Subordination; Credit risk; Credit rating agency (CRA)
financial literacy, mortgage credit, mortgage choice, borrowing cost, default, prepayment
File name: reec.
mortgages, housing market, government intervention
Conforming loan limit; credit supply; financial crisis
Mortgage default; option exercise; negative equity beta; HAMP
excess premium, soft information, adverse selection, subprime mortgage
Default risk; CMBS loan; Local trait; Hazard model
Housing Market, Mobility, Mortgage Termination, Multinomial Logit Model
affordable housing goals, GSE, FHA, homeownership, underserved neighborhoods, credit rationing
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