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Default Probabilities for Mortgages

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Author Info
Kau James B.
Keenan Donald C.
Kim Taewon

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6WMG-45NJHMG-12/2/233b78a059359020d3dcb705c22d4ec0
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Article provided by Elsevier in its journal Journal of Urban Economics.

Volume (Year): 35 (1994)
Issue (Month): 3 (May)
Pages: 278-296
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:juecon:v:35:y:1994:i:3:p:278-296

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Web page: http://www.elsevier.com/locate/inca/622905

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  1. Christopher Foote & Kristopher Gerardi & Lorenz Goette & Paul Willen, 2009. "Reducing Foreclosures: No Easy Answers," NBER Working Papers 15063, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009. "Systemic Risk and the Refinancing Ratchet Effect," NBER Working Papers 15362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. David Feldman & Shulamith Gross, 2005. "Mortgage Default: Classification Trees Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 369-396, June. [Downloadable!] (restricted)
  4. Christopher L. Foote & Kristopher Gerardi & Lorenz Goette & Paul S. Willen, 2008. "Subprime facts: what (we think) we know about the subprime crisis and what we don’t," Public Policy Discussion Paper 08-2, Federal Reserve Bank of Boston. [Downloadable!]
  5. Dennis Capozza & Thomas Thomson, 2004. "Optimal Stopping and Losses on Subprime Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 30(2), pages 115-131, November. [Downloadable!] (restricted)
  6. James Kau & Donald Keenan, 1999. "Catastrophic Default and Credit Risk for Lending Institutions," Journal of Financial Services Research, Springer, vol. 15(2), pages 87-102, March. [Downloadable!] (restricted)
  7. Ozgur Emre Ergungor, 2007. "Foreclosures in Ohio: does lender type matter?," Working Paper 0724, Federal Reserve Bank of Cleveland. [Downloadable!]
  8. Andrew Haughwout & Richard Peach & Joseph Tracy, 2008. "Juvenile delinquent mortgages: bad credit or bad economy?," Staff Reports 341, Federal Reserve Bank of New York. [Downloadable!]
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  9. Richard K. Green & Susan M. Wachter, 2007. "The housing finance revolution," Proceedings, Federal Reserve Bank of Kansas City, pages 21-67. [Downloadable!]
  10. Benjamin Liu & Donghui Li & Eduardo Roca, . "What Determine Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Working Papers finance:200901, Department of Finance, Accounting, and Economics, Griffith University. [Downloadable!]
  11. Souphala Chomsisengphet & Anthony Pennington-Cross, 2006. "Subprime refinancing: equity extraction and mortgage termination," Working Papers 2006-023, Federal Reserve Bank of St. Louis. [Downloadable!]
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  12. Seow Ong & Tien Sing & Alan Teo, 2007. "Delinquency and Default in Arms: The Effects of Protected Equity and Loss Aversion," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 253-280, October. [Downloadable!] (restricted)
  13. Christopher L. Foote & Kristopher Gerardi & Paul S. Willen, 2008. "Negative equity and foreclosure: theory and evidence," Public Policy Discussion Paper 08-3, Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
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