Ken Lam
Personal Details
First Name: | Ken |
Middle Name: | |
Last Name: | Lam |
Suffix: | |
RePEc Short-ID: | pla840 |
| |
Affiliation
Federal Housing Finance Agency (FHFA)
Government of the United States
Washington, District of Columbia (United States)http://www.fhfa.gov/
RePEc:edi:fhfaaus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Ken Lam & Robert Dunsky & Austin Kelly, 2013. "Impacts of Down Payment Underwriting Standards on Loan Performance," FHFA Staff Working Papers 13-03, Federal Housing Finance Agency.
Articles
- David T. Rodda & Ken Lam & Andrew Youn, 2004. "Stochastic Modeling of Federal Housing Administration Home Equity Conversion Mortgages with Low‐Cost Refinancing," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(4), pages 589-617, December.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Ken Lam & Robert Dunsky & Austin Kelly, 2013.
"Impacts of Down Payment Underwriting Standards on Loan Performance,"
FHFA Staff Working Papers
13-03, Federal Housing Finance Agency.
Cited by:
- Morris A. Davis & William D. Larson & Stephen D. Oliner & Benjamin Smith, 2019.
"Mortgage Risk Since 1990,"
FHFA Staff Working Papers
19-02, Federal Housing Finance Agency.
- Stephen D. Oliner & Morris A. Davis & Will Larson, 2019. "Mortgage risk since 1990," AEI Economics Working Papers 1001502, American Enterprise Institute.
- Ravn, Søren Hove, 2016. "Endogenous credit standards and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 89-111.
- Alexander N. Bogin & William M. Doerner & William D. Larson, 2016.
"Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling,"
FHFA Staff Working Papers
16-04, Federal Housing Finance Agency.
- Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling," Working Papers 2016-010, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Christopher L. Foote & Paul S. Willen, 2017.
"Mortgage-default research and the recent foreclosure crisis,"
Working Papers
17-13, Federal Reserve Bank of Boston.
- Christopher L. Foote & Paul S. Willen, 2018. "Mortgage-Default Research and the Recent Foreclosure Crisis," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 59-100, November.
- Fout, Hamilton & Li, Grace & Palim, Mark & Pan, Ying, 2020. "Credit risk of low income mortgages," Regional Science and Urban Economics, Elsevier, vol. 80(C).
- Saty Patrabansh, 2015. "The Marginal Effect of First-Time Homebuyer Status on Mortgage Default and Prepayment," FHFA Staff Working Papers 15-02, Federal Housing Finance Agency.
- James A Kahn & Benjamin S Kay, 2020. "The impact of credit risk mispricing on mortgage lending during the subprime boom," BIS Working Papers 875, Bank for International Settlements.
- James A. Kahn & Benjamin S. Kay, 2019. "The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom," Finance and Economics Discussion Series 2019-046, Board of Governors of the Federal Reserve System (U.S.).
- Morris A. Davis & William D. Larson & Stephen D. Oliner & Benjamin Smith, 2019.
"Mortgage Risk Since 1990,"
FHFA Staff Working Papers
19-02, Federal Housing Finance Agency.
Articles
- David T. Rodda & Ken Lam & Andrew Youn, 2004.
"Stochastic Modeling of Federal Housing Administration Home Equity Conversion Mortgages with Low‐Cost Refinancing,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(4), pages 589-617, December.
Cited by:
- Shan Jiang & Chen L. Miller, 2019. "Termination Risk of Reverse Mortgages," International Real Estate Review, Global Social Science Institute, vol. 22(2), pages 169-196.
- Moulton, Stephanie & Haurin, Donald R. & Shi, Wei, 2015. "An analysis of default risk in the Home Equity Conversion Mortgage (HECM) program," Journal of Urban Economics, Elsevier, vol. 90(C), pages 17-34.
- Yung-Tsung Lee & Tianxiang Shi, 2022. "Valuation of Reverse Mortgages with Surrender: A Utility Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 65(4), pages 593-621, November.
- Shi, Tianxiang & Lee, Yung-Tsung, 2021. "Prepayment risk in reverse mortgages: An intensity-governed surrender model," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 68-82.
- Begley, Jaclene & Fout, Hamilton & LaCour-Little, Michael & Mota, Nuno, 2020. "Home equity conversion mortgages: The secondary market investor experience," Journal of Housing Economics, Elsevier, vol. 47(C).
- Chen, Hua & Cox, Samuel H. & Wang, Shaun S., 2010. "Is the Home Equity Conversion Mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 371-384, April.
- Seungryul Ma & Yongheng Deng, 2006. "Insurance Premium Structure of Reverse Mortgage Loans in Korea," Working Paper 8568, USC Lusk Center for Real Estate.
- Shu Ling Chiang & Ming Shann Tsai, 2020. "A Microeconomic Model for the Decision of Reverse Mortgage Borrowers to Sell their House Early and its Application on the Estimation of Termination Rates," The Journal of Real Estate Finance and Economics, Springer, vol. 61(2), pages 288-312, August.
More information
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Corrections
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