Servicers and Mortgage-Backed Securities Default: Theory and Evidence
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Cited by:
- Stephen L. Buschbom & James B. Kau & Donald C. Keenan & Constantine Lyubimov, 2021. "Delinquencies, Default and Borrowers' Strategic Behavior toward the Modification of Commercial Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 936-967, September.
- Lingxiao Li & Erdem Ucar & Abdullah Yavas, 2022. "Social Capital and Mortgage Delinquency," The Journal of Real Estate Finance and Economics, Springer, vol. 64(3), pages 379-403, April.
- Mayock, Tom & Tzioumis, Konstantinos, 2021. "New construction and mortgage default," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Peimin Chen & Igor Kozhanov & Peng Liu & Chunchi Wu, 2021. "Commercial Mortgage‐Backed Security Pricing with Real Estate Liquidity Risk," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S2), pages 490-525, September.
- Yavas, Abdullah & Zhu, Shuang, 2024. "Private mortgage securitization and adverse selection—New evidence from expected loan losses," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Mayock, Tom & Shi, Lan, 2022. "Adverse selection in the market for mortgage servicing rights," Journal of Housing Economics, Elsevier, vol. 58(PB).
- Andra C. Ghent & Kristian R. Miltersen & Walter N. Torous, 2020. "Second Mortgages: Valuation and Implications for the Performance of Structured Financial Products," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(4), pages 1234-1273, December.
- Xudong An & Lawrence R. Cordell & Nicholas Smith, 2023. "CMBS Market Evolution and Emerging Risks," Working Papers 23-27, Federal Reserve Bank of Philadelphia.
- Eric Higgins & Abdullah Yavas & Shuang Zhu, 2022. "Private mortgage securitization and loss given default," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(5), pages 1334-1359, September.
- Walter D'Lima & Luis Arturo Lopez, 2021. "Trustee affiliation and servicer oversight: Evidence from CMBS markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 699-732, September.
- Andra Ghent & Rossen Valkanov, 2016. "Comparing Securitized and Balance Sheet Loans: Size Matters," Management Science, INFORMS, vol. 62(10), pages 2784-2803, October.
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