Search Results - "DUNN, KENNETH B."

Sixty years of research leadership: contributing authors and institutions to the journal of finance.

Authors: Heck, Jean L. Cooley, Philip L.

Source: Review of Quantitative Finance & Accounting. Oct2008, Vol. 31 Issue 3, p287-309. 23p. 8 Charts.

A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities.

Authors: DUNN, KENNETH B. MCCONNELL, JOHN J.

Source: Journal of Finance (Wiley-Blackwell). May81, Vol. 36 Issue 2, p471-484. 14p.

Limiting Loss Distribution of Default and Prepayment for Loan Portfolios and Its Application in RMBS.

Authors: Xia, Chenxi Zang, Xin Bu, Lan et al.

Source: Risks. Aug2025, Vol. 13 Issue 8, p153. 32p.

Mortgage Innovation, Mortgage Choice, and Housing Decisions.

Authors: Chambers, Matthew S. Garriga, Carlos Schlagenhauf, Don

Source: Review (00149187). Nov/Dec2008, Vol. 90 Issue 6, p585-608. 24p. 15 Charts, 1 Graph.

An Analysis of Mortgage Contracting: Prepayment Penalties and the Due-on-Sale Clause.

Authors: Dunn, Kenneth B. Spatt, Chester S.

Source: Journal of Finance (Wiley-Blackwell). Mar1985, Vol. 40 Issue 1, p293-308. 16p.

A dynamic partial equilibrium model of capital gains taxation.

Authors: Lenkey, Stephen L. Simin, Timothy T.

Source: Journal of Finance & Data Science. Nov2023, Vol. 9, p1-28. 28p.

Asset Pricing with Cohort‐Based Trading in MBS Markets.

Authors: FUSARI, NICOLA LI, WEI LIU, HAOYANG et al.

Source: Journal of Finance (John Wiley & Sons, Inc.). Dec2022, Vol. 77 Issue 6, p3249-3287. 39p.

The Cross Section of MBS Returns.

Authors: DIEP, PETER EISFELDT, ANDREA L. RICHARDSON, SCOTT

Source: Journal of Finance (John Wiley & Sons, Inc.). Oct2021, Vol. 76 Issue 5, p2093-2151. 59p.

No Job, No Money, No Refi: Frictions to Refinancing in a Recession.

Authors: DEFUSCO, ANTHONY A. MONDRAGON, JOHN

Source: Journal of Finance (John Wiley & Sons, Inc.). Oct2020, Vol. 75 Issue 5, p2327-2376. 50p.

Selected Abstracts.

Source: Journal of Economic Literature. Jun90, Vol. 28 Issue 2, p966-1077. 112p.

Optimal Contracts for Housing Services Purchases.

Authors: Grochulski, Borys (AUTHOR) borys.grochulski@rich.frb.org

Source: Economic Quarterly (10697225). First Quarter 2011, Vol. 97 Issue 1, p67-93. 27p.

Mortgage Market Design: Lessons from the Great Recession.

Authors: PISKORSKI, TOMASZ SERU, AMIT

Source: Brookings Papers on Economic Activity. Spring2018, p429-499. 71p. 8 Charts, 12 Graphs, 6 Maps.

Disappearing Call Delay and Dividend-Protected Convertible Bonds.

Authors: GRUNDY, BRUCE D. VERWIJMEREN, PATRICK

Source: Journal of Finance (John Wiley & Sons, Inc.). Feb2016, Vol. 71 Issue 1, p195-224. 30p.

HOUSEHOLD RISK MANAGEMENT AND OPTIMAL MORTGAGE CHOICE.

Authors: Campbell, John Y. Cocco, João F.

Source: Quarterly Journal of Economics. Nov2003, Vol. 118 Issue 4, p1449-1494. 46p. 6 Charts, 5 Graphs.

Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?

Authors: Duarte, Jefferson Longstaff, Francis A. Fan Yu

Source: Review of Financial Studies. May2007, Vol. 20 Issue 3, p769-811. 43p.

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk.

Authors: LUSTIG, HANNO VERDELHAN, ADRIEN

Source: American Economic Review. Mar2007, Vol. 97 Issue 1, p89-117. 29p. 14 Charts, 4 Graphs.

Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market.

Authors: GABAIX, XAVIER KRISHNAMURTHY, ARVIND VIGNERON, OLIVIER

Source: Journal of Finance (Wiley-Blackwell). Apr2007, Vol. 62 Issue 2, p557-595. 39p. 10 Charts, 3 Graphs.

The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts.

Authors: GIACCOTTO, CARMELO GOLDBERG, GERSON M. HEGDE, SHANTARAM P.

Source: Journal of Finance (Wiley-Blackwell). Feb2007, Vol. 62 Issue 1, p411-445. 35p. 1 Diagram, 10 Charts, 1 Graph.

Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective.

Authors: LUSTIG, HANNO N. VAN NIEUWERBURGH, STIJN G.

Source: Journal of Finance (Wiley-Blackwell). Jun2005, Vol. 60 Issue 3, p1167-1219. 53p. 17 Charts, 9 Graphs.

Comparing Consumption–Based Asset–Pricing models.

Authors: Gordon, S. Samson, L.

Source: Canadian Journal of Economics. Aug2002, Vol. 35 Issue 3, p586-610. 25p.