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Waiting to Default: The Value of Delay

Citations

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Cited by:

  1. Chao Tian & Roberto Quercia & Sarah Riley, 2016. "Unemployment as an Adverse Trigger Event for Mortgage Default," The Journal of Real Estate Finance and Economics, Springer, vol. 52(1), pages 28-49, January.
  2. Moshe Milevsky, 2004. "A diffusive wander through human life," Quantitative Finance, Taylor & Francis Journals, vol. 4(2), pages 21-23.
  3. Shuang Zhu & R. Kelley Pace, 2015. "The Influence of Foreclosure Delays on Borrowers' Default Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1205-1222, September.
  4. Anthony Pennington‐Cross & Giang Ho, 2010. "The Termination of Subprime Hybrid and Fixed‐Rate Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(3), pages 399-426, September.
  5. Fang, Lu & Munneke, Henry J., 2021. "A spatial analysis of borrowers’ mortgage termination decision – A nonparametric approach," Regional Science and Urban Economics, Elsevier, vol. 86(C).
  6. Yuan Cheng & Xuehui Han, 2013. "Does large volatility help?—stochastic population forecasting technology in explaining real estate price process," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(1), pages 323-356, January.
  7. Seow Ong & Poh Neo & Yong Tu, 2008. "Foreclosure Sales: The Effects of Price Expectations, Volatility and Equity Losses," The Journal of Real Estate Finance and Economics, Springer, vol. 36(3), pages 265-287, April.
  8. Brent C Smith & Kenneth N. Daniels, 2018. "Unintended Consequences of Risk Based Pricing: Racial Differences in Mortgage Costs," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 323-343, December.
  9. Seung Dong You, 2014. "The Leveraged City," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(4), pages 1042-1066, December.
  10. Wenli Li & Ishani Tewari & Michelle J. White, 2014. "Using Bankruptcy to Reduce Foreclosures: Does Strip-down of Mortgages Affect the Supply of Mortgage Credit?," NBER Working Papers 19952, National Bureau of Economic Research, Inc.
  11. Allen C. Goodman & Brent C. Smith, 2010. "Housing default: theory works and so does policy," Working Paper 10-10, Federal Reserve Bank of Richmond.
  12. Sumit Agarwal & Yongheng Deng & Jia He & Yonglin Wang & Qi Zhang, 2023. "Lenders’ pricing strategy: Do neighborhood risks matter?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(4), pages 1011-1047, July.
  13. Giang Ho & Anthony Pennington-Cross, 2006. "Loan servicer heterogeneity and the termination of subprime mortgages," Working Papers 2006-024, Federal Reserve Bank of St. Louis.
  14. O. Emre Ergungor, 2009. "Foreclosures in Ohio: does lender type matter?," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
  15. 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.
  16. Gordon W. Crawford & Eric Rosenblatt, 1995. "Efficient Mortgage Default Option Exercise: Evidence from Loss Severity," Journal of Real Estate Research, American Real Estate Society, vol. 10(5), pages 543-556.
  17. Patric H. Hendershott & Thomas G. Thibodeau & Halbert C. Smith, 2009. "Evolution of the American Real Estate and Urban Economics Association1," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(4), pages 559-598, December.
  18. Kelly, Austin, 2007. "Zero down payment mortgage default," MPRA Paper 4318, University Library of Munich, Germany.
  19. deRitis, Cristian & Kuo, Chionglong & Liang, Yongping, 2010. "Payment shock and mortgage performance," Journal of Housing Economics, Elsevier, vol. 19(4), pages 295-314, December.
  20. Dennis Capozza & Thomas Thomson, 2006. "Subprime Transitions: Lingering or Malingering in Default?," The Journal of Real Estate Finance and Economics, Springer, vol. 33(3), pages 241-258, November.
  21. Michelle A. Danis & Anthony Pennington-Cross, 2005. "A dynamic look at subprime loan performance," Working Papers 2005-029, Federal Reserve Bank of St. Louis.
  22. 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.
  23. 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.
  24. 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.
  25. Danis, Michelle A. & Pennington-Cross, Anthony, 2008. "The delinquency of subprime mortgages," Journal of Economics and Business, Elsevier, vol. 60(1-2), pages 67-90.
  26. Hoon Cho & Brian Ciochetti & James Shilling, 2013. "Are Commercial Mortgage Defaults Affected by Tax Considerations?," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 1-23, January.
  27. 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.
  28. 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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