Yan Chang

Federal Home Loan Mortgage Corporation (FHLMC)

8200 Jones Branch Road

McLean, VA 22101

United States

SCHOLARLY PAPERS

7

DOWNLOADS

938

SSRN CITATIONS
Rank 18,672

SSRN RANKINGS

Top 18,672

in Total Papers Citations

66

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

Adverse Selection in Mortgage Securization

Paolo Baffi Centre Research Paper No. 2010-67
Number of pages: 54 Posted: 08 Jul 2010 Last Revised: 17 Jun 2012
Sumit Agarwal, Yan Chang and Abdullah Yavas
National University of Singapore, Federal Home Loan Mortgage Corporation (FHLMC) and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
Downloads 490 (107,696)
Citation 36

Abstract:

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2.

A Consistent Estimate of Land Price, Structure Price, and Depreciation Factor

Number of pages: 28 Posted: 20 Jul 2013
Yan Chang and Jian Chen
Federal Home Loan Mortgage Corporation (FHLMC) and IFE Group
Downloads 139 (378,614)
Citation 2

Abstract:

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housing price, land price, structure price, depreciation factor

3.

Is the Bond Market a Reliable Partner in the Regulation of Banks? An Examination of Subordinated Debt and the Pricing of Residential Mortgage Risk During the Financial Crises

Number of pages: 19 Posted: 29 Jan 2010
Federal Home Loan Mortgage Corporation (FHLMC), Bentley University and Commodity Futures Trading Commission (CFTC)
Downloads 110 (452,163)
Citation 10

Abstract:

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bank regulation, market discipline, subprime

4.

Distressed Home Sales: Temporary Discount or Permanent Devaluation

Number of pages: 30 Posted: 01 Mar 2014
Yan Chang and Xiaoming Li
Federal Home Loan Mortgage Corporation (FHLMC) and Federal Home Loan Mortgage Corporation (FHLMC)
Downloads 105 (467,600)
Citation 1

Abstract:

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Real Estate Owned (REO); Matching; Repeat Sales

Alternative Lending Channels and the Crisis in U.S. Housing Markets

Number of pages: 35 Posted: 24 Dec 2011
Federal Home Loan Mortgage Corporation (FHLMC), Federal Home Loan Mortgage Corporation (FHLMC) and Federal Home Loan Mortgage Corporation (FHLMC)
Downloads 94 (507,924)
Citation 1

Abstract:

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House prices, Credit cycles, Asset bubbles

Alternative Lending Channels and the Crisis in U.S. Housing Markets

Real Estate Economics, Forthcoming
Posted: 22 Feb 2012
Federal Home Loan Mortgage Corporation (FHLMC), Federal Home Loan Mortgage Corporation (FHLMC) and Federal Home Loan Mortgage Corporation (FHLMC)

Abstract:

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House prices, Credit cycles, Asset bubbles

6.

Does Mortgage Hedging Raise Long-Term Interest Rate Volatility?

Journal of Fixed Income, Vol. 17, March 2005
Posted: 26 Oct 2008
Federal Home Loan Mortgage Corporation (FHLMC), Federal Home Loan Mortgage Corporation (FHLMC) and affiliation not provided to SSRN

Abstract:

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hedging, interest rate volatility

7.

Demystifying the Refi-Share Mystery

Journal of Real Estate Research, Vol. 29, No. 4, 2007
Posted: 15 Nov 2007
Yan Chang and Frank Nothaft
Federal Home Loan Mortgage Corporation (FHLMC) and Freddie Mac

Abstract:

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PMMS, Freddie Mac, HMDA, Home Mortgage Disclosure Act, loan volume, refinance