Access Statistics for James B. Kau

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Valuation Model for Fixed-Rate Residential Mortgages 2 3 10 698 2 5 18 1,617
A note on bias resulting from imposing expedient conditions on mortgage valuation models 0 0 0 5 1 5 5 49
A random coefficient model to estimate a stochastic density gradient 0 0 0 11 0 3 3 41
An Analysis of Financial and Nonfinancial Prepayment of GNMA Securities with a Varying Coefficient Model 0 0 0 93 0 3 4 547
An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects 1 1 2 35 2 6 8 112
Asymmetric Information in the Subprime Mortgage Market 0 0 0 61 0 10 15 259
Catastrophic Default and Credit Risk for Lending Institutions 0 0 0 29 2 3 3 106
Changes in urban land values: 1836-1970 0 0 0 15 0 0 0 58
Contributing authors and institutions to the Journal of Urban Economics: 1974-1989 0 0 0 6 0 3 5 45
Default Probabilities for Mortgages 0 0 4 507 1 3 13 926
Development Value: A Real Options Approach Using Empirical Data 1 1 4 49 1 6 18 165
Do managers listen to the market? 0 0 0 68 1 3 10 215
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 2 4 9 303
Frictions, Heterogeneity and Optimality in Mortgage Modeling 0 0 0 58 0 0 3 209
Ideology, Voting, and Shirking 0 0 0 0 0 4 9 245
Inflation, taxes and housing: A theoretical analysis 0 0 0 9 2 2 2 37
Leverage and Mortgage Foreclosures 0 0 0 19 1 6 8 95
On the theory of interest rates, consumer durables, and the demand for housing 0 1 1 49 0 5 5 139
Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages 1 1 1 266 1 5 7 894
POLITICAL DETERMINANTS OF RATES IN ELECTRIC UTILITIES 0 0 0 4 0 4 4 24
Patterns of rational default 0 1 1 77 0 4 10 331
Pricing Commercial Mortgages and Their Mortgage-Backed Securities 0 0 0 1 1 11 12 359
Pricing Default Risk in Mortgages 0 0 0 101 1 6 7 296
Pricing a Class of American and European Path Dependent Securities 0 0 0 2 0 1 3 27
Racial discrimination and occupational attainment at the turn of the century 0 0 0 7 0 5 5 112
Rational Pricing of Adjustable Rate Mortgages 0 0 0 9 0 1 3 47
Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models 0 0 0 230 0 4 5 471
Self-Interest, Ideology, and Logrolling in Congressional Voting 0 0 2 64 1 6 16 571
Structural shifts in urban population density gradients: An empirical investigation 0 0 0 18 0 0 1 69
Subprime mortgage default 0 0 0 58 1 5 8 194
Taxes, Points and Rationality in the Mortgage Market 0 0 0 5 3 6 6 43
Technological change and economic growth in housing 0 0 0 10 0 4 6 44
The Effect of Mortgage Price and Default Risk on Mortgage Spreads 0 0 0 151 1 4 7 577
The Growth of Government 0 0 0 37 0 3 3 135
The Theory of Housing and Interest Rates 0 0 2 118 0 5 12 274
The Timing of Prepayment: A Theoretical Analysis 0 0 0 0 1 5 6 130
The Valuation and Analysis of Adjustable Rate Mortgages 0 0 0 12 0 7 8 57
The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment 0 0 0 3 1 4 18 538
The elasticity of substitution in urban housing production: A VES approach 0 0 0 30 2 4 4 75
The prepayment of fixed-rate mortgages underlying mortgage-backed securities: A switching regimes analysis 0 0 1 57 1 2 4 168
The valuation and securitization of commercial and multifamily mortgages 0 0 1 89 0 3 4 291
Transaction Costs, Suboptimal Termination and Default Probabilities 0 0 1 61 0 3 7 167
Urban land value functions and the price elasticity of demand for housing 1 1 3 128 1 4 8 442
Urban spatial structure: An analysis with a varying coefficient model 0 1 1 44 0 2 2 126
Valuing Prepayment and Default in a Fixed‐Rate Mortgage: A Bivariate Binomial Options Pricing Technique 0 0 0 84 3 6 10 218
Voting on Minimum Wages: A Time-Series Analysis 0 0 0 49 0 5 6 164
Waiting to Default: The Value of Delay 0 0 0 36 0 4 5 97
Total Journal Articles 6 10 34 3,562 33 194 335 12,109


Statistics updated 2026-03-04