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Richard J. Buttimer

Personal Details

First Name:Richard
Middle Name:J.
Last Name:Buttimer
Suffix:
RePEc Short-ID:pbu124
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
Belk College of Business
University of North Carolina-Charlotte

Charlotte, North Carolina (United States)
http://www.belkcollege.uncc.edu/default.asp?id=67&objId=3

:


RePEc:edi:denccus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Richard Buttimer & Steven H. Ott, 2005. "Commercial Real Estate Valuation and Development with Leasing Uncertainty," ERES eres2005_132, European Real Estate Society (ERES).
  2. Richard Buttimer & Steven P. Clark, 2005. "Housing Development, Slow Growth Policies and Leviathan Government," ERES eres2005_131, European Real Estate Society (ERES).
  3. Richard J. Buttimer & Che-Chun Lin, 2004. "An Options-Based Model of Mortgage Servicing Rights," ERES eres2004_504, European Real Estate Society (ERES).
  4. Brent W. Ambrose & Richard J. Buttimer Jr., 1998. "Embedded Options in the Mortgage Contract," Zell/Lurie Center Working Papers 305, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.

Articles

  1. Tsay, Jing-Tang & Lin, Che-Chun & Prather, Larry J. & Buttimer, Richard J., 2014. "An approximation approach for valuing reverse mortgages," Journal of Housing Economics, Elsevier, vol. 25(C), pages 39-52.
  2. Brent W. Ambrose & Richard J. Buttimer Jr., 2012. "The Adjustable Balance Mortgage: Reducing the Value of the Put," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(3), pages 536-565, September.
  3. Richard J. Buttimer & Jun Chen & I-Hsuan Ethan Chiang, 2012. "REIT performance and market timing ability," Managerial Finance, Emerald Group Publishing, vol. 38(3), pages 249-279, February.
  4. Richard J. Buttimer, 2011. "The financial crisis: imperfect markets and imperfect regulation," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 3(1), pages 12-32, April.
  5. Richard Buttimer & Erasmo Giambona & Kanak Patel, 2009. "Amsterdam-Cambridge-UNC Charlotte Symposium 2008 Real Estate Portfolio & Risk Management," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 225-228, October.
  6. Richard Buttimer & Kanak Patel, 2008. "Cambridge-UNC Charlotte Symposium 2006 Real Estate Risk Management and Property Derivatives," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 1-4, January.
  7. Richard Buttimer & Steven Clark & Steven Ott, 2008. "Land Development: Risk, Return and Risk Management," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 81-102, January.
  8. Richard Buttimer & Kanak Patel, 2008. "Cambridge–UNC Charlotte Symposium 2007 Real Estate Risk Management and Property Derivatives Editors’ Introduction," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 187-189, October.
  9. Richard Buttimer & Steven H. Ott, 2007. "Commercial Real Estate Valuation, Development and Occupancy Under Leasing Uncertainty," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(1), pages 21-56, March.
  10. Buttimer, Richard Jr. & Lin, Che-Chun, 2005. "Valuing US and Canadian mortgage servicing rights with default and prepayment," Journal of Housing Economics, Elsevier, vol. 14(3), pages 194-211, September.
  11. Richard J. Buttimer & David C. Hyland & Anthony B. Sanders, 2005. "REITs, IPO Waves and Long-Run Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(1), pages 51-87, March.
  12. Ambrose, Brent W. & Buttimer, Richard Jr., 2005. "GSE impact on rural mortgage markets," Regional Science and Urban Economics, Elsevier, vol. 35(4), pages 417-443, July.
  13. Richard J. Buttimer Jr. & Anthony Yanxiang Gu & Tyler T. Yang, 2004. "The Chinese Housing Provident Fund," International Real Estate Review, Asian Real Estate Society, vol. 7(1), pages 1-30.
  14. Ambrose, Brent W & Buttimer, Richard & Thibodeau, Thomas, 2001. "A New Spin on the Jumbo/Conforming Loan Rate Differential," The Journal of Real Estate Finance and Economics, Springer, vol. 23(3), pages 309-335, November.
  15. Ambrose, Brent W & Buttimer, Richard J, Jr, 2000. "Embedded Options in the Mortgage Contract," The Journal of Real Estate Finance and Economics, Springer, vol. 21(2), pages 95-111, September.
  16. Buttimer, Richard J, Jr, 1998. "A Contingent Claims Analysis of Real Estate Listing Agreements," The Journal of Real Estate Finance and Economics, Springer, vol. 16(3), pages 257-267, May.
  17. Richard J. Buttimer, Jr. & Ronald C. Rutherford & Ron Witten, 1997. "Industrial Warehouse Rent Determinants in the Dallas/Fort Worth Area," Journal of Real Estate Research, American Real Estate Society, vol. 13(1), pages 47-56.
  18. Ambrose, Brent W & Buttimer, Richard J, Jr & Capone, Charles A, 1997. "Pricing Mortgage Default and Foreclosure Delay," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 314-325, August.
  19. John G. Gallo & Richard J. Buttimer & Larry J. Lockwood & Ronald C. Rutherford, 1997. "Determinants of Performance for Mortgage-Backed Securities Funds," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(4), pages 657-681.
  20. Allen, Marcus T & Buttimer, Richard J & Waller, Neil G, 1995. "An Examination of the Role of Security Clauses and Deposits in Residential Lease Contracts," The Journal of Real Estate Finance and Economics, Springer, vol. 10(3), pages 271-283, May.

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

  1. Brent W. Ambrose & Richard J. Buttimer Jr., 1998. "Embedded Options in the Mortgage Contract," Zell/Lurie Center Working Papers 305, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.

    Cited by:

    1. Smith, Brent C, 2011. "Stability in consumer credit scores: Level and direction of FICO score drift as a precursor to mortgage default and prepayment," Journal of Housing Economics, Elsevier, vol. 20(4), pages 285-298.
    2. Lynn Fisher & Abdullah Yavas, 2007. "The Value of Equitable Redemption in Commercial Mortgage Contracting," The Journal of Real Estate Finance and Economics, Springer, vol. 35(4), pages 411-425, November.
    3. Youngha Cho & Soosung Hwang & Steve Satchell, 2012. "The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 645-677, October.
    4. Richard J. Buttimer, 2011. "The financial crisis: imperfect markets and imperfect regulation," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 3(1), pages 12-32, April.
    5. Brent Ambrose & Anthony Sanders, 2004. "Legal Restrictions in Personal Loan Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 30(2), pages 133-151, November.
    6. Tsai, Ming-Shann & Liao, Szu-Lang & Chiang, Shu-Ling, 2009. "Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks," Journal of Housing Economics, Elsevier, vol. 18(2), pages 92-103, June.
    7. 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.
    8. Brent W. Ambrose & Charles A. Capone, 1998. "Modeling the Conditional Probability of Foreclosure in the Context of Single-Family Mortgage Default Resolutions," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(3), pages 391-429.
    9. Buttimer, Richard Jr. & Lin, Che-Chun, 2005. "Valuing US and Canadian mortgage servicing rights with default and prepayment," Journal of Housing Economics, Elsevier, vol. 14(3), pages 194-211, September.
    10. Goodman, Allen C. & Smith, Brent C., 2010. "Residential mortgage default: Theory works and so does policy," Journal of Housing Economics, Elsevier, vol. 19(4), pages 280-294, December.
    11. Katja Hanewald & Michael Sherris, 2013. "Postcode-Level House Price Models for Banking and Insurance Applications," The Economic Record, The Economic Society of Australia, vol. 89(286), pages 411-425, September.
    12. Lynn Fisher, 2006. "Renegotiation in the Common Law Mortgage and the Impact of Equitable Redemption," The Journal of Real Estate Finance and Economics, Springer, vol. 32(1), pages 61-82, February.
    13. Katja Hanewald & Michael Sherris, 2011. "House Price Risk Models for Banking and Insurance Applications," Working Papers 201118, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
    14. 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.
    15. Wayne Archer & Brent Smith, 2013. "Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option," The Journal of Real Estate Finance and Economics, Springer, vol. 46(2), pages 355-378, February.
    16. Szu-Lang Liao & Ming-Shann Tsai & Shu-Ling Chiang, 2008. "Closed-Form Mortgage Valuation Using Reduced-Form Model," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(2), pages 313-347, June.
    17. Ming Shann Tsai & Shu Ling Chiang, 2016. "The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions," International Review of Finance, International Review of Finance Ltd., vol. 16(3), pages 421-444, September.
    18. Che-Chun Lin & Ting-Heng Chu & Larry Prather, 2006. "Valuation of Mortgage Servicing Rights with Foreclosure Delay and Forbearance Allowed," Review of Quantitative Finance and Accounting, Springer, vol. 26(1), pages 41-54, February.
    19. O. Emre Ergungor, 2009. "Foreclosures in Ohio: does lender type matter?," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
    20. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

Articles

  1. Brent W. Ambrose & Richard J. Buttimer Jr., 2012. "The Adjustable Balance Mortgage: Reducing the Value of the Put," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(3), pages 536-565, September.

    Cited by:

    1. Nejadmalayeri, Ali, 2011. "Wages, inflation, and mortgage design," Journal of Economics and Business, Elsevier, vol. 63(5), pages 503-516, September.
    2. Karamon, Kadiri & McManus, Douglas & Yannopoulos, Elias, 2016. "Spillover effects of continuous forbearance mortgages," Journal of Economics and Business, Elsevier, vol. 84(C), pages 95-108.
    3. Shiller, Robert J. & Wojakowski, Rafał M. & Ebrahim, M. Shahid & Shackleton, Mark B., 2013. "Mitigating financial fragility with Continuous Workout Mortgages," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 269-285.
    4. Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton, 2017. "Continuous Workout Mortgages: Efficient Pricing and Systemic Implications," Cowles Foundation Discussion Papers 2116, Cowles Foundation for Research in Economics, Yale University.
    5. Poitras, Geoffrey & Zanotti, Giovanna, 2016. "Mortgage contract design and systemic risk immunization," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 320-331.

  2. Richard Buttimer & Steven Clark & Steven Ott, 2008. "Land Development: Risk, Return and Risk Management," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 81-102, January.

    Cited by:

    1. Su Chan & Ko Wang & Jing Yang, 2012. "Presale Contract and its Embedded Default and Abandonment Options," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 116-152, January.
    2. Ming-Cheng WU & I-Cheng LIN & Yi-Ting HUANG & Chang-Rong, 2015. "Forecasting Prices Of Presale Houses: A Real Option Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 143-158, March.

  3. Richard Buttimer & Steven H. Ott, 2007. "Commercial Real Estate Valuation, Development and Occupancy Under Leasing Uncertainty," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(1), pages 21-56, March.

    Cited by:

    1. Edward Rosenthal, 2011. "A Pricing Model for Residential Homes with Poisson Arrivals and a Sales Deadline," The Journal of Real Estate Finance and Economics, Springer, vol. 42(2), pages 143-161, February.
    2. Clark, David & Pennington-Cross, Anthony, 2016. "Determinants of industrial property rents in the Chicago metropolitan area," Regional Science and Urban Economics, Elsevier, vol. 56(C), pages 34-45.
    3. Robert H. Edelstein & Peng Liu, 2016. "The Economics of Commercial Real Estate Preleasing," The Journal of Real Estate Finance and Economics, Springer, vol. 53(2), pages 200-217, August.

  4. Buttimer, Richard Jr. & Lin, Che-Chun, 2005. "Valuing US and Canadian mortgage servicing rights with default and prepayment," Journal of Housing Economics, Elsevier, vol. 14(3), pages 194-211, September.

    Cited by:

    1. Richard J. Buttimer, 2011. "The financial crisis: imperfect markets and imperfect regulation," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 3(1), pages 12-32, April.
    2. Sanders, Anthony B., 2005. "Barriers to homeownership and housing quality: The impact of the international mortgage market," Journal of Housing Economics, Elsevier, vol. 14(3), pages 147-152, September.
    3. Chiang, Shu Ling & Yang, Tyler T. & Tsai, Ming Shann, 2016. "Assessing mortgage servicing rights using a reduced-form model: Considering the effects of interest rate risks, prepayment and default risks, and random state variables," Journal of Housing Economics, Elsevier, vol. 32(C), pages 29-46.

  5. Richard J. Buttimer & David C. Hyland & Anthony B. Sanders, 2005. "REITs, IPO Waves and Long-Run Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(1), pages 51-87, March.

    Cited by:

    1. Ooi, Joseph T.L. & Le, Thao T.T., 2013. "The spillover effects of infill developments on local housing prices," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 850-861.
    2. Ranajit Kumar Bairagi & William Dimovski, 2012. "The direct costs of raising external equity capital for US REIT IPOs," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 30(6), pages 538-562, September.
    3. Leung, Charles Ka Yui & Tang, Edward Chi Ho, 2013. "Speculating China economic growth through Hong Kong? Evidence from the stock market IPO and real estate markets," MPRA Paper 46346, University Library of Munich, Germany.
    4. Su Chan & Jiajin Chen & Ko Wang, 2013. "Are REIT IPOs Unique? The Global Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 719-759, November.
    5. Elizabeth Devos & Erik Devos & Seow Eng Ong & Andrew Spieler, 2017. "Are REIT Investors Overly Optimistic after Equity Offerings?: Evidence from Analyst Forecast Errors," ERES eres2017_129, European Real Estate Society (ERES).
    6. Hsuan-Chi Chen & Chiuling Lu, 2006. "How Much Do REITs Pay for Their IPOs?," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 105-125, September.
    7. James Doran & David Peterson & S. Price, 2012. "Earnings Conference Call Content and Stock Price: The Case of REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 402-434, August.
    8. Charles Ka Yui Leung & Edward Chi Ho Tang, 2015. "Speculating China Economic Growth through Hong Kong? Evidence from Stock Market IPOs and Real Estate Markets," International Real Estate Review, Asian Real Estate Society, vol. 18(1), pages 45-87.
    9. Mine Ertugrul & Erasmo Giambona, 2011. "Property Segment and REIT Capital Structure," The Journal of Real Estate Finance and Economics, Springer, vol. 43(4), pages 505-526, November.
    10. Ranajit Kumar Bairagi & William Dimovski, 2010. "The underpricing of US REIT IPOs: 1996--2010," Journal of Property Research, Taylor & Francis Journals, vol. 28(3), pages 233-248, December.
    11. Lawrence Kryzanowski & Margarita Tcherednitchenko, 2007. "Performance of Canadian E-REITs," International Real Estate Review, Asian Real Estate Society, vol. 10(2), pages 1-22.
    12. SeungHan Ro & Paul Gallimore, 2014. "Real Estate Mutual Funds: Herding, Momentum Trading and Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(1), pages 190-222, March.
    13. Kevin C.H. Chiang & Kirill Kozhevnikov & Ming-Long Lee & Craig H. Wisen, 2006. "REIT Mimicking Portfolio Analysis," International Real Estate Review, Asian Real Estate Society, vol. 9(1), pages 95-111.

  6. Ambrose, Brent W. & Buttimer, Richard Jr., 2005. "GSE impact on rural mortgage markets," Regional Science and Urban Economics, Elsevier, vol. 35(4), pages 417-443, July.

    Cited by:

    1. Richard K. Green & Susan M. Wachter, 2005. "The American Mortgage in Historical and International Context," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 93-114, Fall.
    2. Wayne Passmore & Shane M. Sherlund & Gillian Burgess, 2005. "The effect of housing government-sponsored enterprises on mortgage rates," Finance and Economics Discussion Series 2005-06, Board of Governors of the Federal Reserve System (U.S.).
    3. Benjamin Liu & Donghui Li & Eduardo Roca, 2009. "What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Discussion Papers in Finance finance:200901, Griffith University, Department of Accounting, Finance and Economics.
    4. Giang Ho & Anthony Pennington-Cross, 2006. "Predatory lending laws and the cost of credit," Working Papers 2006-022, Federal Reserve Bank of St. Louis.

  7. Richard J. Buttimer Jr. & Anthony Yanxiang Gu & Tyler T. Yang, 2004. "The Chinese Housing Provident Fund," International Real Estate Review, Asian Real Estate Society, vol. 7(1), pages 1-30.

    Cited by:

    1. Liming Yao & Michael White & Alla Koblyakova, 2015. "House price appreciation and housing affordability: a study of younger households tenure choice in China," ERES eres2015_44, European Real Estate Society (ERES).
    2. Hiroshi Sato & Terry Sicular & Ximing Yue, 2011. "Housing Ownership, Incomes, and Inequality in China, 2002-2007," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 201112, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    3. Tang, Mingzhe & Coulson, N. Edward, 2017. "The impact of China's housing provident fund on homeownership, housing consumption and housing investment," Regional Science and Urban Economics, Elsevier, vol. 63(C), pages 25-37.
    4. Claude Taffin & Roy Friedemann & Kim Kyung-Hwan, 2011. "Strategic Reorientation of the Housing Provident Fund System in the People's Republic of China," World Bank Other Operational Studies 12780, The World Bank.
    5. Atella, Vincenzo & Brugiavini, Agar & Pace, Noemi, 2015. "The health care system reform in China: Effects on out-of-pocket expenses and saving," China Economic Review, Elsevier, vol. 34(C), pages 182-195.
    6. Kazuya Tani & Yoshiyuki Kikuchi & Hideo Takaoka & Shubin Lin, 2014. "Housing Acquisition Process for Public Housing and Commodity Housing in Shanghai: A Survey of Residents," International Real Estate Review, Asian Real Estate Society, vol. 17(3), pages 415-444.

  8. Ambrose, Brent W & Buttimer, Richard & Thibodeau, Thomas, 2001. "A New Spin on the Jumbo/Conforming Loan Rate Differential," The Journal of Real Estate Finance and Economics, Springer, vol. 23(3), pages 309-335, November.

    Cited by:

    1. Passmore, Wayne & Sparks, Roger & Ingpen, Jamie, 2002. "GSEs, Mortgage Rates, and the Long-Run Effects of Mortgage Securitization," The Journal of Real Estate Finance and Economics, Springer, vol. 25(2-3), pages 215-242, Sept.-Dec.
    2. John M. Quigley, 2006. "Federal credit and insurance programs: housing," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 281-310.
    3. Xudong An & Raphael W. Bostic, 2006. "Have the Affordable Housing Goals been a Shield against Subprime? Regulatory Incentives and the Extension of Mortgage Credit," Working Paper 8572, USC Lusk Center for Real Estate.
    4. Wayne Passmore & Shane M. Sherlund & Gillian Burgess, 2005. "The effect of housing government-sponsored enterprises on mortgage rates," Finance and Economics Discussion Series 2005-06, Board of Governors of the Federal Reserve System (U.S.).
    5. Dwight Jaffee & John M. Quigley, 2012. "The Future of the Government-Sponsored Enterprises: The Role for Government in the U.S. Mortgage Market," NBER Chapters,in: Housing and the Financial Crisis, pages 361-417 National Bureau of Economic Research, Inc.
    6. Ambrose, Brent W. & Buttimer, Richard Jr., 2005. "GSE impact on rural mortgage markets," Regional Science and Urban Economics, Elsevier, vol. 35(4), pages 417-443, July.
    7. Xudong An & Raphael W. Bostic, 2006. "GSE Activity, FHA Feedback, and Implications for the Efficacy of the Affordable Housing Goals," Working Paper 8573, USC Lusk Center for Real Estate.
    8. Che-Chun Lin & Ting-Heng Chu & Larry J. Prather & Perry Wang, 2005. "Mortgage Curtailment and Default," International Real Estate Review, Asian Real Estate Society, vol. 8(1), pages 95-109.
    9. Wayne Passmore, 2003. "The GSE implicit subsidy and value of government ambiguity," Finance and Economics Discussion Series 2003-64, Board of Governors of the Federal Reserve System (U.S.).
    10. Shane M. Sherlund, 2008. "The jumbo-conforming spread: a semiparametric approach," Finance and Economics Discussion Series 2008-01, Board of Governors of the Federal Reserve System (U.S.).
    11. Alex Kaufman, 2012. "The influence of Fannie and Freddie on mortgage loan terms," Finance and Economics Discussion Series 2012-33, Board of Governors of the Federal Reserve System (U.S.).

  9. Ambrose, Brent W & Buttimer, Richard J, Jr, 2000. "Embedded Options in the Mortgage Contract," The Journal of Real Estate Finance and Economics, Springer, vol. 21(2), pages 95-111, September.
    See citations under working paper version above.
  10. Buttimer, Richard J, Jr, 1998. "A Contingent Claims Analysis of Real Estate Listing Agreements," The Journal of Real Estate Finance and Economics, Springer, vol. 16(3), pages 257-267, May.

    Cited by:

    1. John D. Benjamin & G. Donald Jud & G. Stacy Sirmans, 2000. "Real Estate Brokerage and the Hosting Market: An Annotated Bibliography," Journal of Real Estate Research, American Real Estate Society, vol. 20(1), pages 217-278.
    2. John D. Benjamin & G. Donald Jud & G. Stacy Sirmans, 2000. "What Do We Know About Real Estate Brokerage?," Journal of Real Estate Research, American Real Estate Society, vol. 20(1), pages 5-30.

  11. Richard J. Buttimer, Jr. & Ronald C. Rutherford & Ron Witten, 1997. "Industrial Warehouse Rent Determinants in the Dallas/Fort Worth Area," Journal of Real Estate Research, American Real Estate Society, vol. 13(1), pages 47-56.

    Cited by:

    1. Robert Thompson & Sotiris Tsolacos, 2000. "Projections in the Industrial Property Market using a Simultaneous Equation System," Journal of Real Estate Research, American Real Estate Society, vol. 19(2), pages 165-188.
    2. Thomas O. Jackson, 2002. "Environmental Contamination and Industrial Real Estate Prices," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 179-200.
    3. Bob Thompson & Sotiris Tsolacos, 2001. "Industrial Land Values — A Guide to Future Markets?," Journal of Real Estate Research, American Real Estate Society, vol. 21(1/2), pages 55-76.
    4. Bob Thompson & Sotiris Tsolacos, 1999. "Rent Adjustments and Forecasts in the Industrial Market," Journal of Real Estate Research, American Real Estate Society, vol. 17(2), pages 151-168.

  12. Ambrose, Brent W & Buttimer, Richard J, Jr & Capone, Charles A, 1997. "Pricing Mortgage Default and Foreclosure Delay," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 314-325, August.

    Cited by:

    1. Anthony Pennington-Cross, 2010. "The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing," The Journal of Real Estate Finance and Economics, Springer, vol. 40(2), pages 109-129, February.
    2. Calem, Paul S. & Jagtiani, Julapa & Lang, William W., 2014. "Foreclosure delay and consumer credit performance," Working Papers 14-8, Federal Reserve Bank of Philadelphia.
    3. Satyajit Chatterjee & Burcu Eyigungor, 2011. "A quantitative analysis of the U.S. housing and mortgage markets and the foreclosure crisis," Working Papers 11-26, Federal Reserve Bank of Philadelphia.
    4. Wenli Li & Florian Oswald, 2017. "Recourse and residential mortgages: The case of Nevada," Sciences Po publications info:hdl:2441/6ka8i7k76r8, Sciences Po.
    5. Tyler T. Yang & Jessie Y. Zhang, 2014. "Mortgage defaults and risk-based capital: post-global financial crisis development and implications for emerging markets," Chapters,in: The Global Financial Crisis and Housing, chapter 10, pages 231-261 Edward Elgar Publishing.
    6. Xudong An & John Clapp & Yongheng Deng, 2010. "Omitted Mobility Characteristics and Property Market Dynamics: Application to Mortgage Termination," The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 245-271, October.
    7. Marianna Kudlyak & Andra Ghent, 2010. "Recourse and Residential Mortgage Default: Theory and Evidence from U.S. States," 2010 Meeting Papers 33, Society for Economic Dynamics.
    8. Karen M. Pence, 2003. "Foreclosing on opportunity: state laws and mortgage credit," Finance and Economics Discussion Series 2003-16, Board of Governors of the Federal Reserve System (U.S.).
    9. Cowan, Kevin & Drexler, Alejandro & Yañez, Álvaro, 2015. "The effect of credit guarantees on credit availability and delinquency rates," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 98-110.
    10. Lynn Fisher & Abdullah Yavas, 2007. "The Value of Equitable Redemption in Commercial Mortgage Contracting," The Journal of Real Estate Finance and Economics, Springer, vol. 35(4), pages 411-425, November.
    11. 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.
    12. Ioan Voicu & Marilyn Jacob & Kristopher Rengert & Irene Fang, 2012. "Subprime Loan Default Resolutions: Do They Vary Across Mortgage Products and Borrower Demographic Groups?," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 939-964, November.
    13. Alexei Tchistyi & Tomasz Piskorski, 2008. "Stochastic House Appreciation and Optimal Mortgage Lending," 2008 Meeting Papers 938, Society for Economic Dynamics.
    14. Youngha Cho & Soosung Hwang & Steve Satchell, 2012. "The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 645-677, October.
    15. Kyle F. Herkenhoff & Lee E. Ohanian, 2012. "Foreclosure delay and U.S. unemployment," Working Papers 2012-017, Federal Reserve Bank of St. Louis.
    16. Richard J. Buttimer, 2011. "The financial crisis: imperfect markets and imperfect regulation," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 3(1), pages 12-32, April.
    17. Palmroos, Peter, 2009. "Effects of unobserved defaults on correlation between probability of default and loss given on mortgage loans," Research Discussion Papers 3/2009, Bank of Finland.
    18. Michelle A. Danis & Anthony Pennington-Cross, 2005. "A dynamic look at subprime loan performance," Working Papers 2005-029, Federal Reserve Bank of St. Louis.
    19. Manuel Adelino & Kristopher Gerardi & Paul S. Willen, 2009. "Why Don't Lenders Renegotiate More Home Mortgages? Redefaults, Self-Cures and Securitization," NBER Working Papers 15159, National Bureau of Economic Research, Inc.
    20. Doblas-Madrid, Antonio & Minetti, Raoul, 2013. "Sharing information in the credit market: Contract-level evidence from U.S. firms," Journal of Financial Economics, Elsevier, vol. 109(1), pages 198-223.
    21. Brent Ambrose & Anthony Sanders, 2004. "Legal Restrictions in Personal Loan Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 30(2), pages 133-151, November.
    22. Zhang, Yan, 2013. "Does loan renegotiation differ by securitization status? A transition probability study," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 513-527.
    23. Park, Yun W. & Bang, Doo Won, 2014. "Loss given default of residential mortgages in a low LTV regime: Role of foreclosure auction process and housing market cycles," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 192-210.
    24. Ambrose, Brent W. & Buttimer, Richard Jr., 2005. "GSE impact on rural mortgage markets," Regional Science and Urban Economics, Elsevier, vol. 35(4), pages 417-443, July.
    25. Sarah W. Carroll & Wenli Li, 2008. "The homeownership experience of households in bankruptcy," Working Papers 08-14, Federal Reserve Bank of Philadelphia.
    26. Schmeiser, Maximilian D. & Gross, Matthew B., 2015. "The Determinants of Subprime Mortgage Performance Following a Loan Modification," Finance and Economics Discussion Series 2015-6, Board of Governors of the Federal Reserve System (U.S.).
    27. Buttimer, Richard Jr. & Lin, Che-Chun, 2005. "Valuing US and Canadian mortgage servicing rights with default and prepayment," Journal of Housing Economics, Elsevier, vol. 14(3), pages 194-211, September.
    28. Li, Wenli & Oswald, Florian, 2017. "Recourse and residential mortgages: The case of Nevada," Journal of Urban Economics, Elsevier, vol. 101(C), pages 1-13.
    29. Goodman, Allen C. & Smith, Brent C., 2010. "Residential mortgage default: Theory works and so does policy," Journal of Housing Economics, Elsevier, vol. 19(4), pages 280-294, December.
    30. Michelle A. Danis & Anthony Pennington-Cross, 2005. "The delinquency of subprime mortgages," Working Papers 2005-022, Federal Reserve Bank of St. Louis.
    31. Brent Ambrose & Michael LaCour-Little & Anthony Sanders, 2005. "Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 28(1), pages 113-133, October.
    32. Nicholas Sharp & Paul Johnson & David Newton & Peter Duck, 2009. "A New Prepayment Model (with Default): An Occupation-time Derivative Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 118-145, August.
    33. Seung Dong You, 2014. "The Leveraged City," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(4), pages 1042-1066, December.
    34. Eddie Lam, 2002. "A Risk Management Model for MBS Issuers," International Real Estate Review, Asian Real Estate Society, vol. 5(1), pages 169-195.
    35. Tsai, Ming Shann & Chiang, Shu Ling & Miller, Chen, 2016. "A study on the distribution of the foreclosure lag, its expected capital opportunity cost and its analyses," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 156-170.
    36. Qi, Min & Yang, Xiaolong, 2009. "Loss given default of high loan-to-value residential mortgages," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 788-799, May.
    37. Brent C. Smith, 2011. "Mortgage reform and the countercyclical role of the Federal Housing Administration's mortgage mutual fund insurance," Economic Quarterly, Federal Reserve Bank of Richmond, issue 1Q, pages 95-110.
    38. Allen C. Goodman & Brent C. Smith, 2010. "Housing default: theory works and so does policy," Working Paper 10-10, Federal Reserve Bank of Richmond.
    39. 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.
    40. Ambrose, Brent W. & Pennington-Cross, Anthony, 2000. "Local economic risk factors and the primary and secondary mortgage markets," Regional Science and Urban Economics, Elsevier, vol. 30(6), pages 683-701, December.
    41. Abel Cadenillas & Robert Elliott & Hong Miao & Zhenyu Wu, 2009. "Risk-Hedging in Real Estate Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 16(4), pages 265-285, December.
    42. Li, Wenli & Oswald, Florian, 2014. "Recourse and residential mortgages: the case of Nevada," Working Papers 15-2, Federal Reserve Bank of Philadelphia.
    43. Chan, Sewin & Haughwout, Andrew F. & Hayashi, Andrew & Van der Klaauw, Wilbert, 2015. "Determinants of mortgage default and consumer credit use: the effects of foreclosure laws and foreclosure delays," Staff Reports 732, Federal Reserve Bank of New York.
    44. O. Emre Ergungor, 2009. "Foreclosures in Ohio: does lender type matter?," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
    45. Zhu, Shuang & Pace, R. Kelley, 2015. "Factors underlying short sales," Journal of Housing Economics, Elsevier, vol. 27(C), pages 60-70.
    46. Shuang Zhu & R. Pace & Walter Morales, 2014. "Using Housing Futures in Mortgage Research," The Journal of Real Estate Finance and Economics, Springer, vol. 48(1), pages 1-15, January.
    47. Wenli Li, 2009. "Residential housing and personal bankruptcy," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 19-29.
    48. Jang Jiwook, 2009. "The Cost of Delay in a Mortgage/Credit Loan Portfolio," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 4(1), pages 1-14, November.
    49. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    50. Elettra PALAZZESI & Andrea COVELLI & Giovanni CASCIELLO, 2014. "On The Volatility As A Determinant Of The Financial Crisis," Curentul Juridic, The Juridical Current, Le Courant Juridique, Petru Maior University, Faculty of Economics Law and Administrative Sciences and Pro Iure Foundation, vol. 57, pages 101-109, June.

  13. Allen, Marcus T & Buttimer, Richard J & Waller, Neil G, 1995. "An Examination of the Role of Security Clauses and Deposits in Residential Lease Contracts," The Journal of Real Estate Finance and Economics, Springer, vol. 10(3), pages 271-283, May.

    Cited by:

    1. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

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