Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"Mortgage Default"”.
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Mortgage Default in Southern California: Examining Distressed Borrower's Decision Making and Market Contagion
<p>This dissertation focuses on mortgage defaults in Southern California during the housing bubble of the 2000s. The rapid decline in the housing market that precipitated the current recession has been accompanied by an unprecedented number of loan defaults and foreclosures. Recent studies have …
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Essays on Structured Finance and Housing Markets
… This led to the collapse of markets for mortgage-backed securities, and to a precipitous fall in their ratings. This thesis studies the downgrading of mortgaged-backed Collateralized Debt Obligation (CDO), and the factors that drive mortgage default loans. In Chapter 1, I look at the CDO …
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The determinants of mortgage delinquency
… need to better understand the determinants of mortgage default. Concerns about potential sizable differences in default rates by race and ethnicity as well as reports in the popular press regarding the propensity for rising numbers of homeowners to strategically default motivate a careful study …
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Three Essays In Applied Econometrics
… to analyze economic issues relating to the mortgage and labour markets. In chapter 2, I use a dynamic discrete choice model to quantify the impact of the Home Affordable Refinance Program (HARP) in the United States during the Great Recession, on mortgage default rates, as well as its …
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Default study of commercial mortgages in CMBS pools : an empirical analysis of defaults and loss severity
The commercial mortgage backed securities ("CMBS") market has become a major source of real estate financing over the last 10-12 years. The growth of this market has been accompanied by strong real estate fundamentals. Consequently the collateral in the CMBS pools has not seen a major real estate …