SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Transaction Costs, Suboptimal Termination and Default Probabilities
16 references·5 citing·33 second hop
Transaction Costs, Suboptimal Termination and Default Probabilities (1993)Transaction Costs, Suboptimal Termination…Theory of rational option pricing (2005)Theory of rational option pri…Default Probabilities for Mortgages (1994)Default Probabilities for Mor…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:…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …FHA Terminations: A Prelude to Rational Mortgage Pricing (1985)FHA Terminations: A Prelude t…Estimation of Mortgage Defaults Using Disaggregate Loan History Data (1985)Estimation of Mortgage Defaul…Determinants of GNMA Mortgage Prices (1985)Determinants of GNMA Mortgage…An Intertemporal General Equilibrium Model of Asset Prices (1985)An Intertemporal General Equi…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…The Determinants of Default on Insured Conventional Residential Mortgage Loans (1983)The Determinants of Default o…Valuation of GNMA Mortgage-Backed Securities (1981)Valuation of GNMA Mortgage-Ba…A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)A Re-Examination of Tradition…A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities (1981)A Comparison of Alternative M…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Unemployment, Negative Equity, and Strategic Default (2013)Unemployment, Negative Equity…Subprime mortgages and the housing bubble (2011)Subprime mortgages and the ho…Mortgage Default: Classification Trees Analysis (2005)Mortgage Default: Classificat…Residential Appraisal and the Lending Process: A Survey of Issues (1998)Residential Appraisal and the…Mortgage Default in Local Markets (1997)Mortgage Default in Local Mar…Rational herding in financial economics (1996)Is There a Bubble in the Housing Market? (2003)Distance and Private Information in Lending (2010)Short- Term Interest Rates as Predictors of Inflation (2021)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)An Intertemporal Capital Asset Pricing Model (1973)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model (1993)Valuation of the early-exercise price for options using simulations and nonparametric regression (1996)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Asset Prices in an Exchange Economy (1978)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Conditional logit analysis of qualitative choice behavior (1972)Race, redlining, and residential mortgage loan performance (1994)Explicit tests of contingent claims models of mortgage default (1995)Subprime Outcomes: Risky Mortgages, Homeownership Experiences, and Foreclosures (2007)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Dynamic Asset Pricing Theory. (1993)Rational Prepayment and the Valuation of Mortgage-Backed Securities (1995)Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market (2007)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (1999)Risk-based capital requirements for mortgage loans (2003)Housing markets and the financial crisis of 2007–2009: Lessons for the future (2010)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates588 cited
  • 1992A Generalized Valuation Model for Fixed-Rate Residential Mortgages336 cited
  • 1981Valuation of GNMA Mortgage-Backed Securities322 cited
  • 1983The Determinants of Default on Insured Conventional Residential Mortgage Loans263 cited
  • 1989Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt247 cited
  • 1994Default Probabilities for Mortgages235 cited
  • 1985FHA Terminations: A Prelude to Rational Mortgage Pricing152 cited
  • 1981A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities151 cited
  • 1985Estimation of Mortgage Defaults Using Disaggregate Loan History Data133 cited

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

  • 1985Determinants of GNMA Mortgage Prices131 cited
  • Cited by

    • 2011Subprime mortgages and the housing bubble95 cited
    • 1997Mortgage Default in Local Markets92 cited
    • 2005Mortgage Default: Classification Trees Analysis77 cited
    • 1998Residential Appraisal and the Lending Process: A Survey of Issues75 cited
    • 2013Unemployment, Negative Equity, and Strategic Default75 cited