-
1
-
-
40549126871
-
Testing for interaction in multiple regression
-
Allison, P.D. 1977. Testing for Interaction in Multiple Regression. American Journal of Sociology 83(1): 144-153.
-
(1977)
American Journal of Sociology
, vol.83
, Issue.1
, pp. 144-153
-
-
Allison, P.D.1
-
3
-
-
4544287954
-
Determinants of multifamily mortgage default
-
Washington, DC: Federal Deposit Insurance Corporation
-
Archer, W.R., P.J. Elmer, D.M. Harrison and D.C. Ling. 1999. Determinants of Multifamily Mortgage Default. Working Paper 99-2. Washington, DC: Federal Deposit Insurance Corporation.
-
(1999)
Working Paper 99-2
-
-
Archer, W.R.1
Elmer, P.J.2
Harrison, D.M.3
Ling, D.C.4
-
4
-
-
0036024885
-
Determinants of multifamily mortgage default
-
-. 2002. Determinants of Multifamily Mortgage Default. Real Estate Economics 30(3): 445-473.
-
(2002)
Real Estate Economics
, vol.30
, Issue.3
, pp. 445-473
-
-
-
6
-
-
0001182327
-
The loan market, collateral, and rates of interest
-
Barro, R.J. 1976. The Loan Market, Collateral, and Rates of Interest. Journal of Money, Credit, and Banking 8: 439-456.
-
(1976)
Journal of Money, Credit, and Banking
, vol.8
, pp. 439-456
-
-
Barro, R.J.1
-
7
-
-
0001209480
-
Collateral and rationing: Sorting equilibria in monopolistic and competitive credit markets
-
Besanko, D. and A.V. Thakor. 1987. Collateral and Rationing: Sorting Equilibria in Monopolistic and Competitive Credit Markets. International Economic Review 28: 671-688.
-
(1987)
International Economic Review
, vol.28
, pp. 671-688
-
-
Besanko, D.1
Thakor, A.V.2
-
8
-
-
84981865845
-
Screening vs. rationing in credit markets with imperfect information
-
Bester, H. 1985. Screening vs. Rationing in Credit Markets with Imperfect Information. American Economic Review 75: 850-855.
-
(1985)
American Economic Review
, vol.75
, pp. 850-855
-
-
Bester, H.1
-
9
-
-
38249010227
-
Borrower mobility, self-selection, and the relative prices of fixed- and adjustable-rate mortgages
-
Brueckner, J.K. 1992. Borrower Mobility, Self-Selection, and the Relative Prices of Fixed- and Adjustable-Rate Mortgages. Journal of Financial Intermediation 2: 401-421.
-
(1992)
Journal of Financial Intermediation
, vol.2
, pp. 401-421
-
-
Brueckner, J.K.1
-
10
-
-
0002097677
-
Borrower mobility, adverse selection, and mortgage points
-
-. 1994a. Borrower Mobility, Adverse Selection, and Mortgage Points. Journal of Financial Intermediation 3: 416-441.
-
(1994)
Journal of Financial Intermediation
, vol.3
, pp. 416-441
-
-
-
11
-
-
0039074720
-
The demand for mortgage debt: Some basic results
-
-. 1994b. The Demand for Mortgage Debt: Some Basic Results. Journal of Housing Economics 3: 1-21.
-
(1994)
Journal of Housing Economics
, vol.3
, pp. 1-21
-
-
-
12
-
-
0034411087
-
Mortgage default with asymmetric information
-
-. 2000. Mortgage Default with Asymmetric Information. Journal of Real Estate Finance and Economics 20: 251-275.
-
(2000)
Journal of Real Estate Finance and Economics
, vol.20
, pp. 251-275
-
-
-
13
-
-
0000447739
-
The determinants of default on insured conventional residential mortgage loans
-
Campbell, T.S. and J.K. Dietrich. 1983. The Determinants of Default on Insured Conventional Residential Mortgage Loans. Journal of Finance 38: 1569-1579.
-
(1983)
Journal of Finance
, vol.38
, pp. 1569-1579
-
-
Campbell, T.S.1
Dietrich, J.K.2
-
14
-
-
0002582975
-
Asymmetric valuations and the role of collateral in loan agreements
-
Chan, Y. and G. Kanatas. 1985. Asymmetric Valuations and the Role of Collateral in Loan Agreements. Journal of Money, Credit, and Banking 17: 84-95.
-
(1985)
Journal of Money, Credit, and Banking
, vol.17
, pp. 84-95
-
-
Chan, Y.1
Kanatas, G.2
-
15
-
-
84977725256
-
Adverse selection in a model of real estate lending
-
Chari, V.V. and R. Jagannathan. 1989. Adverse Selection in a Model of Real Estate Lending. Journal of Finance 44: 499-508.
-
(1989)
Journal of Finance
, vol.44
, pp. 499-508
-
-
Chari, V.V.1
Jagannathan, R.2
-
16
-
-
0030116084
-
The value of recourse and cross-default clauses in commercial mortgage contracting
-
Childs, P.D., S.H. Ott and T.J. Riddiough. 1996. The Value of Recourse and Cross-Default Clauses in Commercial Mortgage Contracting. Journal of Banking and Finance 20: 511-536.
-
(1996)
Journal of Banking and Finance
, vol.20
, pp. 511-536
-
-
Childs, P.D.1
Ott, S.H.2
Riddiough, T.J.3
-
17
-
-
18744407634
-
Mortgage terminations, heterogeneity, and the exercise of mortgage options
-
Deng, Y., J.M. Quigley and R. Van Order. 2000. Mortgage Terminations, Heterogeneity, and the Exercise of Mortgage Options. Econometrica 68: 275-307.
-
(2000)
Econometrica
, vol.68
, pp. 275-307
-
-
Deng, Y.1
Quigley, J.M.2
Van Order, R.3
-
18
-
-
84977325646
-
Valuation of GNMA mortgage-backed securities
-
Dunn, K.B. and J.J. McConnell. 1981. Valuation of GNMA Mortgage-Backed Securities. Journal of Finance 36: 599-616.
-
(1981)
Journal of Finance
, vol.36
, pp. 599-616
-
-
Dunn, K.B.1
McConnell, J.J.2
-
19
-
-
0001343573
-
Prepayment penalties and the due-on-sale clause
-
Dunn, K.B. and C.S. Spatt. 1985. Prepayment Penalties and the Due-on-Sale Clause. Journal of Finance 40: 293-308.
-
(1985)
Journal of Finance
, vol.40
, pp. 293-308
-
-
Dunn, K.B.1
Spatt, C.S.2
-
20
-
-
0002322083
-
Private information and incentives: Implications for mortgage contract terms and pricing
-
-. 1988. Private Information and Incentives: Implications for Mortgage Contract Terms and Pricing. Journal of Real Estate Finance and Economics 1: 47-60.
-
(1988)
Journal of Real Estate Finance and Economics
, vol.1
, pp. 47-60
-
-
-
21
-
-
0040843308
-
Call options, points, and dominance restrictions on debt contracts
-
-. 1999. Call Options, Points, and Dominance Restrictions on Debt Contracts. Journal of Finance 54: 2317-2337.
-
(1999)
Journal of Finance
, vol.54
, pp. 2317-2337
-
-
-
23
-
-
0001207806
-
An option-based model of mortgage default
-
Foster, C. and R. Van Order. 1984. An Option-Based Model of Mortgage Default. Housing Finance Review 3: 351-372.
-
(1984)
Housing Finance Review
, vol.3
, pp. 351-372
-
-
Foster, C.1
Van Order, R.2
-
25
-
-
21844527500
-
Tests of a signaling hypothesis: The choice between fixed- and adjustable-rate debt
-
Guedes, J. and R. Thompson. 1995. Tests of a Signaling Hypothesis: The Choice Between Fixed- and Adjustable-Rate Debt. Review of Financial Studies 8: 605-636.
-
(1995)
Review of Financial Studies
, vol.8
, pp. 605-636
-
-
Guedes, J.1
Thompson, R.2
-
26
-
-
84944836061
-
Dividends, dilution, and taxes: A signaling equilibrium
-
John, K. and J. Williams. 1985. Dividends, Dilution, and Taxes: A Signaling Equilibrium. The Journal of Finance 40: 1053-1070.
-
(1985)
The Journal of Finance
, vol.40
, pp. 1053-1070
-
-
John, K.1
Williams, J.2
-
28
-
-
0000945119
-
A generalized valuation model for fixed-rate residential mortgages
-
Kau, J.B., D.C. Keenan, W.J. Muller III and J.F. Epperson. 1992. A Generalized Valuation Model for Fixed-Rate Residential Mortgages. Journal of Money, Credit and Banking 24: 279-299.
-
(1992)
Journal of Money, Credit and Banking
, vol.24
, pp. 279-299
-
-
Kau, J.B.1
Keenan, D.C.2
Muller III, W.J.3
Epperson, J.F.4
-
29
-
-
0000140435
-
Informational asymmetries, financial structure, and financial intermediation
-
Leland, H.E. and D.H. Pyle. 1977. Informational Asymmetries, Financial Structure, and Financial Intermediation. Journal of Finance 32: 371-387.
-
(1977)
Journal of Finance
, vol.32
, pp. 371-387
-
-
Leland, H.E.1
Pyle, D.H.2
-
30
-
-
0030515905
-
Mortgage valuation under optimal prepayment
-
LeRoy, S.F. 1996. Mortgage Valuation under Optimal Prepayment. Review of Financial Studies 9: 817-844.
-
(1996)
Review of Financial Studies
, vol.9
, pp. 817-844
-
-
LeRoy, S.F.1
-
31
-
-
0039993832
-
Evidence on the demand for mortgage debt by owner-occupants
-
Ling, D.C. and G.A. McGill. 1998. Evidence on the Demand for Mortgage Debt by Owner-Occupants. Journal of Urban Economics 44: 391-414.
-
(1998)
Journal of Urban Economics
, vol.44
, pp. 391-414
-
-
Ling, D.C.1
McGill, G.A.2
-
32
-
-
0000893894
-
Why are credit card rates sticky?
-
Mester, L.J. 1994. Why Are Credit Card Rates Sticky? Economic Theory 4: 505-530.
-
(1994)
Economic Theory
, vol.4
, pp. 505-530
-
-
Mester, L.J.1
-
34
-
-
84939429904
-
Dividend policy under asymmetric information
-
Miller, H.M. and K. Rock. 1985. Dividend Policy Under Asymmetric Information. The Journal of Finance 40: 1031-1051.
-
(1985)
The Journal of Finance
, vol.40
, pp. 1031-1051
-
-
Miller, H.M.1
Rock, K.2
-
35
-
-
0035181037
-
Adjustable and fixed rate mortgages as a screening mechanism for default risk
-
Posey, L. and A. Yavas. 2001. Adjustable and Fixed Rate Mortgages as a Screening Mechanism for Default Risk. Journal of Urban Economics 29: 54-79.
-
(2001)
Journal of Urban Economics
, vol.29
, pp. 54-79
-
-
Posey, L.1
Yavas, A.2
-
37
-
-
84983921593
-
Commercial mortgage pricing with unobservable borrower default costs
-
Riddiough, T.J. and H.E. Thompson. 1993. Commercial Mortgage Pricing with Unobservable Borrower Default Costs. AREUEA Journal 3: 265-291.
-
(1993)
AREUEA Journal
, vol.3
, pp. 265-291
-
-
Riddiough, T.J.1
Thompson, H.E.2
-
38
-
-
0005179732
-
Household mobility, asymmetric information, and the pricing of mortgage contract rates
-
Rosenthal, S.S. and P. Zorn. 1993. Household Mobility, Asymmetric Information, and the Pricing of Mortgage Contract Rates. Journal of Urban Economics 33: 235-253.
-
(1993)
Journal of Urban Economics
, vol.33
, pp. 235-253
-
-
Rosenthal, S.S.1
Zorn, P.2
-
39
-
-
84960565386
-
Equilibrium in competitive insurance markets: An essay on the economics of imperfect information
-
Rothschild, M. and J. Stiglitz. 1976. Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information. Quarterly Journal of Economics 90: 629-649.
-
(1976)
Quarterly Journal of Economics
, vol.90
, pp. 629-649
-
-
Rothschild, M.1
Stiglitz, J.2
-
40
-
-
0000904401
-
Prepayment, default, and the valuation of mortgage pass-through securities
-
Schwartz, E.S. and W.N. Torous. 1992. Prepayment, Default, and the Valuation of Mortgage Pass-through Securities. Journal of Business 65: 221-239.
-
(1992)
Journal of Business
, vol.65
, pp. 221-239
-
-
Schwartz, E.S.1
Torous, W.N.2
-
41
-
-
0032393104
-
Mortgage choice: What is the point?
-
Stanton, R. and N. Wallace. 1998. Mortgage Choice: What is the Point? Real Estate Economics 26: 173-205.
-
(1998)
Real Estate Economics
, vol.26
, pp. 173-205
-
-
Stanton, R.1
Wallace, N.2
-
42
-
-
0006735546
-
Game theory in finance
-
Thakor, A.V. 1991. Game Theory in Finance. Financial Management 21: 71-94.
-
(1991)
Financial Management
, vol.21
, pp. 71-94
-
-
Thakor, A.V.1
-
43
-
-
84977722318
-
Interest rate swaps and corporate financing choices
-
Titman, S. 1992. Interest Rate Swaps and Corporate Financing Choices. Journal of Finance 47: 1503-1516.
-
(1992)
Journal of Finance
, vol.47
, pp. 1503-1516
-
-
Titman, S.1
-
44
-
-
84977701086
-
Valuing commercial mortgages: An empirical investigation of the contingent-claims approach to pricing risky debt
-
Titman, S. and W.N. Torous. 1989. Valuing Commercial Mortgages: An Empirical Investigation of the Contingent-Claims Approach to Pricing Risky Debt. Journal of Finance 44: 345-373.
-
(1989)
Journal of Finance
, vol.44
, pp. 345-373
-
-
Titman, S.1
Torous, W.N.2
-
45
-
-
84909956495
-
Default risk under alternative mortgage instruments
-
Vandell, K.D. 1978. Default Risk Under Alternative Mortgage Instruments. Journal of Finance 33: 1279-1296.
-
(1978)
Journal of Finance
, vol.33
, pp. 1279-1296
-
-
Vandell, K.D.1
-
46
-
-
84980103260
-
Default risk on FHA-insured home mortgages as a function of the terms of financing: A quantitative analysis
-
Von Furstenberg, G.M. 1969. Default Risk on FHA-Insured Home Mortgages as a Function of the Terms of Financing: A Quantitative Analysis. Journal of Finance 24: 459-477.
-
(1969)
Journal of Finance
, vol.24
, pp. 459-477
-
-
Von Furstenberg, G.M.1
-
47
-
-
0000320985
-
Collateral in credit rationing in markets with imperfect information: Note
-
Wette, H.C. 1983. Collateral in Credit Rationing in Markets with Imperfect Information: Note. American Economic Review 73: 442-445.
-
(1983)
American Economic Review
, vol.73
, pp. 442-445
-
-
Wette, H.C.1
-
49
-
-
84983945974
-
Self-selection in the fixed-rate mortgage market
-
Yang, T.L. 1992. Self-Selection in the Fixed-Rate Mortgage Market. AREUEA Journal 20: 359-391.
-
(1992)
AREUEA Journal
, vol.20
, pp. 359-391
-
-
Yang, T.L.1
|