Efficient Mortgage Default Option Exercise: Evidence from Loss Severity

Article Properties
  • Language
    English
  • DOI (url)
    10.1080/10835547.1995.12090809
  • Publication Date
    1995/01/01
  • Journal
    Journal of Real Estate Research
  • Indian UGC (journal)
  • Refrences
    25
  • Citations
    45
  • Gordon Crawford Fannie Mae, Financial Analysis Department, NW, Washington, DC
  • Eric Rosenblatt Fannie Mae, Financial Analysis Department, NW, Washington, DC
Cite
Crawford, Gordon, and Eric Rosenblatt. “Efficient Mortgage Default Option Exercise: Evidence from Loss Severity”. Journal of Real Estate Research, vol. 10, no. 5, 1995, pp. 543-55, https://doi.org/10.1080/10835547.1995.12090809.
Crawford, G., & Rosenblatt, E. (1995). Efficient Mortgage Default Option Exercise: Evidence from Loss Severity. Journal of Real Estate Research, 10(5), 543-555. https://doi.org/10.1080/10835547.1995.12090809
Crawford G, Rosenblatt E. Efficient Mortgage Default Option Exercise: Evidence from Loss Severity. Journal of Real Estate Research. 1995;10(5):543-55.
Journal Categories
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
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Citations Analysis
Category Category Repetition
Social Sciences: Finance19
Social Sciences: Economic theory. Demography: Economics as a science18
Social Sciences: Commerce: Business17
Social Sciences: Communities. Classes. Races: Urban groups. The city. Urban sociology: City planning9
Social Sciences4
Geography. Anthropology. Recreation: Environmental sciences2
Social Sciences: Commerce: Business: Accounting. Bookkeeping2
Social Sciences: Commerce: Business: Personnel management. Employment management1
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Science: Mathematics1
Technology: Mechanical engineering and machinery: Renewable energy sources1
Technology: Environmental technology. Sanitary engineering1
Science: Biology (General): Ecology1
Social Sciences: Communities. Classes. Races: Urban groups. The city. Urban sociology1
Geography. Anthropology. Recreation1
Geography. Anthropology. Recreation: Human ecology. Anthropogeography: Settlements: Cities. Urban geography1
Political science1
Social Sciences: Sociology (General)1
Technology: Manufactures: Production management. Operations management1
Technology: Technology (General): Industrial engineering. Management engineering1
Technology: Engineering (General). Civil engineering (General)1
Political science: Political institutions and public administration (General)1
Social Sciences: Social history and conditions. Social problems. Social reform1
Social Sciences: Industries. Land use. Labor1
Social Sciences: Economic theory. Demography1
The category Social Sciences: Finance 19 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled The Value of Federal Sponsorship: The Case of Freddie Mac and was published in 1997. The most recent citation comes from a 2023 study titled Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. This article reached its peak citation in 2010, with 7 citations. It has been cited in 26 different journals, 3% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 8 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year