Residential-mortgage lending discrimination and lender-risk-compensating policies

Real Estate Economics

Volumn 27, Issue 4, 1999, Pages 695-717

  Buist, Henry ^a   Linneman, Peter D ^b   Megbolugbe, Isaac F ^a  

^a FANNIE MAE   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033272708     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00789     Document Type: Article

References (13)

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3. Buist, H. and T.T. Yang. 1998. Pricing the Competing Risks of Mortgage Default and Prepayment in Stochastic Metropolitan Economies. Managerial Finance 24: 110-128.
4. Carr, J.H. and I.E. Megbolugbe. 1993. The Federal Reserve Bank of Boston Study on Mortgage Lending Revisited. Journal of Housing Research 4(2): 277-313.
5. Fannie Mae. 1993. The Basics of Sound Underwriting. Customer Education Group: Washington.
6. Kau, J., D. Keenan, W. Muller and J. Epperson. 1995. The Valuation at Origination of Fixed Rate Mortgages with Default and Prepayment. Journal of Real Estate Finance and Economics 11(3): 279-299.
7. Ladd, H.F. 1998. Evidence on Discrimination in Mortgage Lending. Journal of Economic Perspectives 12(2): 41-62.
8. Maddala, G.S. 1996. Applications of Limited Dependent Variable Models in Finance. Handbook of Statistics 14. Elsevier Science: Amsterdam.
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10. Munnell, A.H., G.M.B. Tootell, L.E. Browne and J. McEneaney. 1996. Mortgage Lending in Boston: Interpreting the HMDA Data. American Economic Review 86(1): 25-53.
11. Quinlan, J.R. 1986. Induction of Decision Trees. Machine Learning 1(1): 86-106.
12. Stiglitz, J.E. and A. Weiss. 1981. Credit Rationing in Markets with Imperfect Information. American Economic Review 71(3): 393-410.
13. Yezer, A.M.J., R.F. Phillips and R.P. Trost. 1994. Bias in Estimates of Discrimination and Default in Mortgage Lending: The Effects of Simultaneity and Self-Selection. The Journal of Real Estate Finance and Economics 9(3): 197-215.