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Do Riskier Borrowers Borrow More?
16 references·1 citing·42 second hop
Do Riskier Borrowers Borrow More? (2004)Do Riskier Borrowers Borrow More?Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Mortgage Terminations, Hetero…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:…Signaling in Credit Markets (1988)Signaling in Credit MarketsCollateral and Rationing: Sorting Equilibria in Monopolistic and Competitive Credit Markets (1987)Collateral and Rationing: Sor…Screening vs. Rationing in Credit Markets with Imperfect Information (1985)Screening vs. Rationing in Cr…Dividends, Dilution, and Taxes: A Signalling Equilibrium (1985)Dividends, Dilution, and Taxe…Dividend Policy under Asymmetric Information (1985)Dividend Policy under Asymmet…Asymmetric Valuations and the Role of Collateral in Loan Agreements (1985)Asymmetric Valuations and the…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…Informational Asymmetries, Financial Structure, and Financial Intermediation (1977)Informational Asymmetries, Fi…INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)INFORMATIONAL ASYMMETRIES, FI…The Loan Market, Collateral, and Rates of Interest (1976)The Loan Market, Collateral, …Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Equilibrium in Competitive In…Stability in consumer credit scores: Level and direction of FICO score drift as a precursor to mortgage default and prepayment (2011)Stability in consumer credit …Imperfect Information, Uncertainty, and Credit Rationing (1976)Credit Rationing in Markets with Imperfect Information (1981)The Consequences of the Dependence of Quality on Price (1987)Collateral, loan quality and bank risk (1990)Relationship Lending within a Bank-Based System: Evidence from European Small Business Data (2000)A Theory of the Term Structure of Interest Rates (1985)An Intertemporal General Equilibrium Model of Asset Prices (1985)The valuation at origination of fixed-rate mortgages with default and prepayment (1995)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (1999)Theory of rational option pricing (2005)Housing markets and the financial crisis of 2007–2009: Lessons for the future (2010)Dividend Policy, Growth, and the Valuation of Shares (1961)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)In Search of New Foundations (2000)Dividends, Share Repurchases, and the Substitution Hypothesis (2002)A Catering Theory of Dividends (2004)Rules for Ordering Uncertain Prospects (1969)Does Corporate Lending by Banks and Finance Companies Differ? Evidence on Specialization in Private Debt Contracting (1998)Competition, Small Business Financing, and Discrimination: Evidence from a New Survey (2002)Courts and Banks: Effects of Judicial Enforcement on Credit Markets (2005)Essays in the Theory of Risk-Bearing. (1972)Job Market Signaling (1973)The Economics of Caste and of the Rat Race and Other Woeful Tales (1976)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Signaling in Retrospect and the Informational Structure of Markets (2002)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Efficient Capital Markets: II (1991)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Financial Intermediation and Delegated Monitoring (1984)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)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)Lending Booms and Lending Standards (2006)Initial Public Offerings and Underwriter Reputation (1990)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Economic Consequences of Legal Origins (2008)
this work references cited by second hop

References

  • 1976Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information4,984 cited
  • 1977INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION4,056 cited
  • 1977Informational Asymmetries, Financial Structure, and Financial Intermediation3,772 cited
  • 1985Dividend Policy under Asymmetric Information3,459 cited
  • 1985Screening vs. Rationing in Credit Markets with Imperfect Information1,432 cited
  • 1985Dividends, Dilution, and Taxes: A Signalling Equilibrium1,425 cited
  • 1987Collateral and Rationing: Sorting Equilibria in Monopolistic and Competitive Credit Markets966 cited
  • 2000Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options794 cited
  • 1985Asymmetric Valuations and the Role of Collateral in Loan Agreements474 cited
  • 1992A Generalized Valuation Model for Fixed-Rate Residential Mortgages336 cited
  • 1981Valuation of GNMA Mortgage-Backed Securities322 cited
  • 1976The Loan Market, Collateral, and Rates of Interest292 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

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1994
Default Probabilities for Mortgages
235 cited
  • 1988Signaling in Credit Markets169 cited
  • Cited by

    • 2011Stability in consumer credit scores: Level and direction of FICO score drift as a precursor to mortgage default and prepayment21 cited