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Leverage and Mortgage Foreclosures

https://doi.org/10.2139/ssrn.1352537
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26/26 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 26 checked references that resolve
resolves10.2139/ssrn.860427
The Pricing of Unexpected Credit Losses
resolves10.1111/j.0960-1627.2004.t01-1-00193.x
A GENERAL FRAMEWORK FOR PRICING CREDIT RISK
resolves10.2139/ssrn.556080
Measuring Default Risk Premia from Default Swap Rates and EDFs
resolves10.1023/A:1024736903090
Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model
resolves10.1016/s0304-4076(98)00084-0
GMM estimation with cross sectional dependence
resolves10.1111/1468-0262.00110
Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options
resolves10.1007/978-1-4757-3437-9
Sequential Monte Carlo Methods in Practice
resolves10.2139/ssrn.301844
Is Default Event Risk Priced in Corporate Bonds?
resolves10.1093/rfs/12.1.197
Estimating the Price of Default Risk
resolves10.1093/rfs/12.4.687
Modeling Term Structures of Defaultable Bonds
resolves10.1515/9781400829170
Credit Risk
resolves10.2139/ssrn.479323
Credit Risk Modeling and Valuation: An Introduction
resolves10.1049/ip-f-2.1993.0015
Novel approach to nonlinear/non-Gaussian Bayesian state estimation
resolves10.1007/978-3-662-02514-7
Limit Theorems for Stochastic Processes
resolves10.1142/9789812819222_0019
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
resolves10.3905/jfi.2000.319237
A Non-Parametric Prepayment Model and Valuation of Mortgage-Backed Securities
resolves10.2307/1992718
A Generalized Valuation Model for Fixed-Rate Residential Mortgages
resolves10.1007/bf01531332
On cox processes and credit risky securities
resolves10.1007/bf01531333
Pricing the risks of default
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.1016/0304-405x(76)90022-2
Option pricing when underlying stock returns are discontinuous
resolves10.1023/A:1022935019768
Mixed Discrete and Continuous Cox Regression Model
resolves10.1016/s0304-4076(98)00090-6
Stratified partial likelihood estimation
resolves10.1111/j.1540-6261.1989.tb05062.x
Prepayment and the Valuation of Mortgage‐Backed Securities
resolves10.1111/j.1540-6261.1989.tb05061.x
Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt
resolves10.2307/3315038
Coupling methods in approximations
The 10 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedTesting Term Structure Estimation Methods
no DOI — not checkedref12
no DOI — not checkedref13
no DOI — not checkedref14
no DOI — not checkedModelling Bonds and Derivatives with Default Risk
no DOI — not checkedref28
no DOI — not checkedref31
no DOI — not checkedref32
no DOI — not checkedref36
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