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The Conditional Probability of Foreclosure: An Empirical Analysis of Conventional Mortgage Loan Defaults
11 references·0 citing·32 second hop
The Conditional Probability of Foreclosure: An Empirical Analysis of Conventional Mortgage Loan Defaults (2004)The Conditional Probability of Foreclosur…Subprime Transitions: Lingering or Malingering in Default? (2006)Subprime Transitions: Lingeri…The Hazard Rates of First and Second Defaults (2000)The Hazard Rates of First and…Embedded Options in the Mortgage Contract (2000)Embedded Options in the Mortg…Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions (1998)Modeling the Conditional Prob…Pricing Mortgage Default and Foreclosure Delay (1997)Pricing Mortgage Default and …Cost-benefit analysis of single-family foreclosure alternatives (1996)Cost-benefit analysis of sing…Waiting to Default: The Value of Delay (1994)Waiting to Default: The Value…Default Probabilities for Mortgages (1994)Default Probabilities for Mor…A Generalized Valuation Model for Fixed-Rate Residential Mortgages (1992)A Generalized Valuation Model…Local House Price Indexes: 1982-1991 (1991)Local House Price Indexes: 19…The Effect of State Foreclosure Laws on Loan Losses: Evidence from the Mortgage Insurance Industry (1990)The Effect of State Foreclosu…A Theory of the Term Structure of Interest Rates (1985)An Intertemporal General Equilibrium Model of Asset Prices (1985)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (1999)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 Pricing of Options and Corporate Liabilities (1973)Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt (1989)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)Theory of Rational Option Pricing (1973)Subprime Refinancing: Equity Extraction and Mortgage Termination (2007)The delinquency of subprime mortgages (2007)Housing Finance Review: 1998/99 (1998)Why Don't Lenders Renegotiate More Home Mortgages? Redefaults, Self-Cures and Securitization (2009)Models for the Analysis of Labor Force Dynamics (1982)Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure (1997)Credit Counseling and Mortgage Termination by Low-Income Households (2005)The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing (2008)Pricing Default Risk in Mortgages (1985)Stability in consumer credit scores: Level and direction of FICO score drift as a precursor to mortgage default and prepayment (2011)Simple Binomial Processes as Diffusion Approximations in Financial Models (1990)Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure (2001)Mortgage Default and Possession Under Recourse: A Competing Hazards Approach (2003)Efficient Mortgage Default Option Exercise: Evidence from Loss Severity (1995)Fear, Shame and Guilt: Economic and Behavioral Motivations for Strategic Default (2012)The Cost of Foreclosure Delay (2015)The valuation at origination of fixed-rate mortgages with default and prepayment (1995)Subprime Outcomes: Risky Mortgages, Homeownership Experiences, and Foreclosures (2007)The Depth of Negative Equity and Mortgage Default Decisions (2010)Insolvency, Trigger Events, and Consumer Risk Posture in the Theory of Single-Family Mortgage Default (1999)Why Don't Lenders Renegotiate More Home Mortgages? Redefaults, Self-Cures, and Securitization (2009)
this work references cited by second hop

References

  • 1992A Generalized Valuation Model for Fixed-Rate Residential Mortgages336 cited
  • 1994Default Probabilities for Mortgages235 cited
  • 1997Pricing Mortgage Default and Foreclosure Delay153 cited
  • 1998Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions134 cited
  • 1990The Effect of State Foreclosure Laws on Loan Losses: Evidence from the Mortgage Insurance Industry115 cited
  • 1996Cost-benefit analysis of single-family foreclosure alternatives87 cited
  • 1994Waiting to Default: The Value of Delay87 cited
  • 2000The Hazard Rates of First and Second Defaults71 cited
  • 2000Embedded Options in the Mortgage Contract65 cited
  • 2006Subprime Transitions: Lingering or Malingering in Default?62 cited
  • 1991Local House Price Indexes: 1982-199162 cited

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