Yan Chang

Federal Home Loan Mortgage Corporation (FHLMC)

8200 Jones Branch Road

McLean, VA 22101

United States

  • Federal Home Loan Mortgage Corporation (FHLMC)

SCHOLARLY PAPERS

9

DOWNLOADS

736

SSRN CITATIONS
Rank 17,844

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Top 17,844

in Total Papers Citations

31

CROSSREF CITATIONS

18

Scholarly Papers (9)

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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 421 (72,320)
Citation 24

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2.

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
Yan Chang, Kristina Minnick and Nela Thomas Richardson
Federal Home Loan Mortgage Corporation (FHLMC), Bentley University and Commodity Futures Trading Commission (CFTC)
Downloads 86 (306,567)
Citation 9

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bank regulation, market discipline, subprime

3.

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 84 (311,045)
Citation 2

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housing price, land price, structure price, depreciation factor

4.

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

Downloads 73 (337,619)

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

Number of pages: 35 Posted: 24 Dec 2011
James A. Berkovec, Yan Chang and Douglas A. McManus
Federal Home Loan Mortgage Corporation (FHLMC), Federal Home Loan Mortgage Corporation (FHLMC) and Federal Home Loan Mortgage Corporation (FHLMC)
Downloads 73 (341,315)

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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
James A. Berkovec, Yan Chang and Douglas A. McManus
Federal Home Loan Mortgage Corporation (FHLMC), Federal Home Loan Mortgage Corporation (FHLMC) and Federal Home Loan Mortgage Corporation (FHLMC)

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House prices, Credit cycles, Asset bubbles

5.

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 69 (348,159)
Citation 1

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Real Estate Owned (REO); Matching; Repeat Sales

6.

Do Borrowers Make Rational Choices on Points and Refinancing?

Real Estate Economics, Vol. 37, No. 4, pp. 635-658, Winter 2009
Number of pages: 24 Posted: 21 Dec 2009
Yan Chang and Abdullah Yavas
Federal Home Loan Mortgage Corporation (FHLMC) and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
Downloads 2 (670,375)
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7.

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

Real Estate Economics, Vol. 40, pp. S8-S31, 2012
Number of pages: 24 Posted: 28 Dec 2012
Jim Berkovec, Yan Chang and Douglas A. McManus
affiliation not provided to SSRN, Federal Home Loan Mortgage Corporation (FHLMC) and Federal Home Loan Mortgage Corporation (FHLMC)
Downloads 1 (682,426)
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8.

Does Mortgage Hedging Raise Long-Term Interest Rate Volatility?

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

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hedging, interest rate volatility

9.

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

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