Subprime mortgage default
Bibliographic Data
| ID | 11079262 |
|---|---|
| Authors | James B Kau (University of Georgia), Donald C Keenan (Théorie Économique, Modélisation et Applications), Constantine Lyubimov (University of Georgia, corresponding author), V Carlos Slawson (Louisiana State University) |
| Year | 2011 |
| Volume | 70 |
| Issue | 2-3 |
| Pages | 75-87 |
| Publication date | 2011-09-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Journal of Urban Economics (JOURNAL) |
| Journal identifiers | ISSN: 0094-1190 • E-ISSN: 1095-9068 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.jue.2011.05.001 |
| OpenAlex | W3124811318 |
| Language | EN |
| References cited | 35 |
Business · Credit default swap · Credit risk · Credit valuation adjustment · Default · Default Risk · Economics · Financial crisis · Financial system · Monetary economics · Mortgage insurance · Mortgage underwriting · Secondary mortgage market · Shared appreciation mortgage · Subprime mortgage crisis · Surprise · Synthetic CDO · Banking stability, regulation, efficiency · Credit Risk and Financial Regulations · Finance · Housing Market and Economics
Tests for Parameter Instability and Structural Change With Unknown Change Point
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
The Consequences of Mortgage Credit Expansion
Approximate Asymptotic P Values for Structural-Change Tests
Approximate Asymptotic P Values for StructuraS-Change Tests
The contagion effect of foreclosed properties
Juvenile delinquent mortgages
Negative equity and foreclosure
The Rise in Mortgage Defaults
| Citation velocity | historical |
|---|---|
| Highly cited | No |