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The valuation and securitization of commercial and multifamily mortgages

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Author Info

  • Kau, James B.
  • Keenan, Donald C.
  • Muller, Walter III
  • Epperson, James F.

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File URL: http://www.sciencedirect.com/science/article/B6VCY-45CX16J-11/2/4de228ab46e94bca67a77db807d9027d
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 11 (1987)
Issue (Month): 3 (September)
Pages: 525-546

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Handle: RePEc:eee:jbfina:v:11:y:1987:i:3:p:525-546

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Web page: http://www.elsevier.com/locate/jbf

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Cited by:
  1. Posey, Lisa L. & Yavas, Abdullah, 2001. "Adjustable and Fixed Rate Mortgages as a Screening Mechanism for Default Risk," Journal of Urban Economics, Elsevier, vol. 49(1), pages 54-79, January.
  2. Jun Chen & Yongheng Deng, 2013. "Commercial Mortgage Workout Strategy and Conditional Default Probability: Evidence from Special Serviced CMBS Loans," The Journal of Real Estate Finance and Economics, Springer, vol. 46(4), pages 609-632, May.
  3. Andrey Pavlov & George Blazenko, 2005. "The Neighborhood Effect of Real Estate Maintenance," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 327-340, June.
  4. Foote, Christopher L. & Gerardi, Kristopher & Willen, Paul S., 2008. "Negative equity and foreclosure: Theory and evidence," Journal of Urban Economics, Elsevier, vol. 64(2), pages 234-245, September.
  5. Yildiray Yildirim, 2008. "Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring," The Journal of Real Estate Finance and Economics, Springer, vol. 37(2), pages 93-111, August.
  6. Daglish, Toby, 2009. "What motivates a subprime borrower to default?," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 681-693, April.
  7. J. Sa-Aadu & James Shilling & George Wang, 2000. "A Test of Integration and Cointegration of Commercial Mortgage Rates," Journal of Financial Services Research, Springer, vol. 18(1), pages 45-61, October.
  8. Vink, Dennis, 2007. "An Empirical Analysis of Asset-Backed Securitization," MPRA Paper 10382, University Library of Munich, Germany, revised 25 Aug 2008.
  9. Grovenstein, Robert A. & Harding, John P. & Sirmans, C.F. & Thebpanya, Sansanee & Turnbull, Geoffrey K., 2005. "Commercial mortgage underwriting: How well do lenders manage the risks?," Journal of Housing Economics, Elsevier, vol. 14(4), pages 355-383, December.

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