SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure
15 references·1 citing·30 second hopsampled
Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure (2001)Optimal Put Exercise: An Empirical Examin…Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Mortgage Terminations, Hetero…Embedded Options in the Mortgage Contract (2000)Embedded Options in the Mortg…Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (1999)Mortgage Terminations, Hetero…Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions (1998)Modeling the Conditional Prob…Discrimination, Competition, and Loan Performance in FHA Mortgage Lending (1998)Discrimination, Competition, …Pricing Mortgage Default and Foreclosure Delay (1997)Pricing Mortgage Default and …Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure (1997)Mortgage Termination: An Empi…Cost-benefit analysis of single-family foreclosure alternatives (1996)Cost-benefit analysis of sing…Mortgage default and low downpayment loans: The costs of public subsidy (1995)Mortgage default and low down…Explicit tests of contingent claims models of mortgage default (1995)Explicit tests of contingent …Efficient Mortgage Default Option Exercise: Evidence from Loss Severity (1995)Efficient Mortgage Default Op…Transaction Costs, Suboptimal Termination and Default Probabilities (1993)Transaction Costs, Suboptimal…Loan Loss Severity and Optimal Mortgage Default (1993)Loan Loss Severity and Optima…A Generalized Valuation Model for Fixed-Rate Residential Mortgages (1992)A Generalized Valuation Model…Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt (1989)Valuing Commercial Mortgages:…Application of data mining to the spatial heterogeneity of foreclosed mortgages (2009)Application of data mining to…The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Pricing Interest-Rate-Derivative Securities (1990)Commercial Mortgage-Backed Securities: Prepayment and Default (2003)Deep Learning for Mortgage Risk (2018)An Intertemporal General Equilibrium Model of Asset Prices (1985)Risk-based capital requirements for mortgage loans (2003)Theory of rational option pricing (2005)Housing markets and the financial crisis of 2007–2009: Lessons for the future (2010)The journal of financial economics (1993)Insolvency, Trigger Events, and Consumer Risk Posture in the Theory of Single-Family Mortgage Default (1999)Consumer Ruthlessness and Mortgage Default during the 2007 to 2009 Housing Bust (2017)Theory of Rational Option Pricing (1973)An Empirical Model of Subprime Mortgage Default From 2000 to 2007 (2008)Can't Pay or Won't Pay? Unemployment, Negative Equity, and Strategic Default (2015)The Economics of Discrimination. (1972)Mortgage Lending in Boston: Interpreting HMDA Data (1992)Racial Bias in Motor Vehicle Searches: Additional Theory and Evidence (2004)American Economic Review (2019)Measuring Bias in Consumer Lending (2021)Mortgage prepayment, race, and monetary policy (2023)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Regression Method for Real Estate Price Index Construction (1963)The Housing Meltdown: Why Did it Happen in the United States? (2008)Risk-Based Pricing and the Enhancement of Mortgage Credit Availability among Underserved and Higher Credit-Risk Populations (2006)The impact of predatory loan terms on subprime foreclosures: The special case of prepayment penalties and balloon payments (2007)Why Don't Lenders Renegotiate More Home Mortgages? Redefaults, Self-Cures, and Securitization (2009)Negative equity and foreclosure: Theory and evidence (2008)What moves housing markets: A variance decomposition of the rent–price ratio (2009)A Model of Mortgage Default (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2000Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options794 cited
  • 1992A Generalized Valuation Model for Fixed-Rate Residential Mortgages336 cited
  • 1989Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt247 cited
  • 1999Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options205 cited
  • 1997Pricing Mortgage Default and Foreclosure Delay153 cited
  • 1997Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure152 cited
  • 1998Discrimination, Competition, and Loan Performance in FHA Mortgage Lending142 cited
  • 1995Explicit tests of contingent claims models of mortgage default137 cited
  • 1998Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions134 cited
  • 1995Mortgage default and low downpayment loans: The costs of public subsidy131 cited
  • 1993Transaction Costs, Suboptimal Termination and Default Probabilities101 cited
  • 1996Cost-benefit analysis of single-family foreclosure alternatives87 cited
  • 1993Loan Loss Severity and Optimal Mortgage Default79 cited
  • 1995Efficient Mortgage Default Option Exercise: Evidence from Loss Severity66 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2000
Embedded Options in the Mortgage Contract
65 cited

Cited by

  • 2009Application of data mining to the spatial heterogeneity of foreclosed mortgages62 cited