donald keenan : Citation Profile


Are you donald keenan?

Université de Cergy-Pontoise

9

H index

6

i10 index

294

Citations

RESEARCH PRODUCTION:

30

Articles

1

Papers

RESEARCH ACTIVITY:

   29 years (1980 - 2009). See details.
   Cites by year: 10
   Journals where donald keenan has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 3 (1.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke193
   Updated: 2020-08-01    RAS profile: 2010-09-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with donald keenan.

Is cited by:

Willen, Paul (15)

Gerardi, Kristopher (11)

Foote, Christopher (10)

merton, robert (5)

Green, Richard (5)

Lo, Andrew (5)

Ergungor, Ozgur (5)

Nocetti, Diego (5)

Zame, William (4)

Tracy, Joseph (4)

Aron, Janine (4)

Cites to:

Kau, James (5)

merton, robert (4)

Jarrow, Robert (4)

Stiglitz, Joseph (3)

Kimball, Miles (3)

Quigley, John (3)

Muller, Walter (3)

Lando, David (2)

Gollier, Christian (2)

Dierker, Egbert (2)

Deng, Yongheng (2)

Main data


Where donald keenan has published?


Journals with more than one article published# docs
Real Estate Economics4
Journal of Mathematical Economics2
Journal of Risk and Uncertainty2
Journal of Urban Economics2
Economics Letters2
Journal of Economic Theory2
The Journal of Real Estate Finance and Economics2

Recent works citing donald keenan (2018 and 2017)


YearTitle of citing document
2018Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance. (2018). Marcato, Gianluca ; Michel, Lok Man. In: ERES. RePEc:arz:wpaper:eres2018_300.

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2019Underinsurance Caused by Uninsurable Losses in the Public Goods and Personal Assets. (2019). Liu, Haiyong ; Kung, Fan-chin . In: Review of Economics & Finance. RePEc:bap:journl:190102.

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2020Economic Policy Uncertainty and House Prices: Evidence from Geographical Regions of England and Wales. (2020). Choudhry, Taufiq. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:504-529.

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2017Continuous Workout Mortgages: Efficient Pricing and Systemic Implications. (2017). Shiller, Robert ; Shackleton, Mark ; Ebrahim, Shahid M ; Wojakowski, Rafal M. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2116.

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2017Continuous Workout Mortgages: Efficient Pricing and Systemic Implications. (2017). Shackleton, Mark B ; Ebrahim, Shahid M ; Wojakowski, Rafal M ; Shiller, Robert J. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3016.

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2020Should I default on my mortgage even if I can pay? Experimental evidence. (2020). Barreda-Tarrazona, Iván ; Pavan, Marina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301320.

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2017Fair valuation of mortgage insurance under stochastic default and interest rates. (2017). Wu, Yang-Che ; Chuang, Ming-Che ; Lin, Shih-Kuei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:433-447.

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2020Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?. (2020). Tang, Xueli ; Ali, Huson Joher ; Wadud, Mokhtarul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303547.

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2017The price of shelter - Downside risk reduction with precious metals. (2017). Potì, Valerio ; Conlon, Thomas ; Bredin, Don ; Poti, Valerio. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

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2018CMBS market efficiency: The crisis and the recovery. (2018). Jarrow, Robert ; Christopoulos, Andreas D. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:159-186.

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2017The composition of CMBS risk. (2017). Christopoulos, Andreas D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:215-239.

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2019Continuous Workout Mortgages: Efficient pricing and systemic implications. (2019). Shackleton, Mark ; Ebrahim, Shahid M ; Wojakowski, Rafal M ; Shiller, Robert J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:244-274.

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2017Systematic mistakes in the mortgage market and lack of financial sophistication. (2017). Ben-David, Itzhak ; Agarwal, Sumit ; Yao, Vincent . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:42-58.

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2017Greater parametric downside risk aversion. (2017). Keenan, Donald C ; Snow, Arthur. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:71:y:2017:i:c:p:119-128.

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2018Bringing order to rankings of utility functions by strong increases in nth order aversion to risk. (2018). Keenan, Donald C ; Snow, Arthur. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:78:y:2018:i:c:p:35-44.

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2018Spillover effects in home mortgage defaults: Identifying the power neighbor. (2018). Chomsisengphet, Souphala ; Liu, Xiaodong ; Kiefer, Hua. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:73:y:2018:i:c:p:68-82.

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2019Does money supply drive housing prices in China?. (2019). Chang, Hsu-Ling ; Tao, Ran ; Wang, Xiao-Qing ; Su, Chi-Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:85-94.

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2020Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods. (2020). Slaymaker, Rachel ; O'Toole, Conor. In: Papers. RePEc:esr:wpaper:wp652.

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2017Cant Pay or Wont Pay? Unemployment, Negative Equity, and Strategic Default. (2017). Ohanian, Lee ; Herkenhoff, Kyle ; Gerardi, Kristopher ; Willen, Paul S.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2013-04.

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2017Mortgage-default research and the recent foreclosure crisis. (2017). Foote, Christopher ; Willen, Paul S. In: Working Papers. RePEc:fip:fedbwp:17-13.

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2019The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom. (2019). Kay, Benjamin S ; Kahn, James A. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-46.

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2017The Homeownership Experience of Minorities During the Great Recession. (2017). Schlagenhauf, Don ; Ricketts, Lowell ; Garriga, Carlos. In: Review. RePEc:fip:fedlrv:00078.

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2020A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes. (2020). Miguelbravo, Jorge ; Chamboko, Richard. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:64-:d:369662.

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2018Substitutability and the Quest for Stability.. (2018). Lenfant, Jean-Sébastien. In: Working Papers. RePEc:hal:wpaper:hal-01764115.

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2018Foreclosure Spillovers within Broad Neighborhoods. (2018). Ross, Stephen ; Nelson, Ashlyn ; Huang, Weiran. In: Working Papers. RePEc:hka:wpaper:2018-096.

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2018Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions. (2018). Kimball, Miles ; Gollier, Christian. In: IDEI Working Papers. RePEc:ide:wpaper:32600.

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2018Re-Default Risk of Modified Mortgages. (2018). Chen, Jian ; Yang, Tyler T ; Xiang, Jin . In: International Real Estate Review. RePEc:ire:issued:v:21:n:01:2018:p:1-40.

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2018Comparison of Two Affordable Housing Finance Channels. (2018). Miller, Chen L. In: International Real Estate Review. RePEc:ire:issued:v:21:n:02:2018:p:227-250.

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2018Communication in a threshold public goods game with ambiguity: Anomalies and regularities. (2018). Marini, Matteo M. ; García-Gallego, Aurora ; Corazzini, Luca ; Garcia-Gallego, Aurora. In: Working Papers. RePEc:jau:wpaper:2018/03.

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2018Unintended Consequences of Risk Based Pricing: Racial Differences in Mortgage Costs. (2018). Daniels, Kenneth ; Smith, Brent C. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:3:d:10.1007_s10693-017-0274-5.

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2017Implicit Hedonic Pricing Using Mortgage Payment Information. (2017). Pace, Kelley R ; Zhu, Shuang. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9578-8.

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2017Refinance and Mortgage Default: A Regression Discontinuity Analysis of HARP’s Impact on Default Rates. (2017). Karamon, Kadiri ; Zhu, Jun ; McManus, Douglas. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9566-z.

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2018“Cure” Effects and Mortgage Default: A Split Population Survival Time Model. (2018). Liu, BO ; Sing, Tien Foo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-017-9597-0.

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2019How Big are the Ambiguity-Based Premiums on Mortgage Insurances?. (2019). Chen, Chang-Chih ; Chang, Chia-Chien. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:1:d:10.1007_s11146-016-9569-9.

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2019Borrower Risk and Housing Price Appreciation. (2019). Hayunga, Darren K ; Zhu, Shuang ; Pace, Kelley R. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:4:d:10.1007_s11146-018-9669-9.

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2019Evaluation of Mortgage Default Characteristics Using Fannie Mae’s Loan Performance Data. (2019). Ahlawat, Samit. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:4:d:10.1007_s11146-018-9686-8.

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2019Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach. (2019). Selcuk-Kestel, Sevtap A ; Yilmaz, Bilgi. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:4:d:10.1007_s11146-018-9688-6.

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2019Credit risk and macroeconomic stress tests in China. (2019). Mo, Maggie ; Arestis, Philip. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:3:d:10.1057_s41261-018-0084-1.

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2017Higher-order risk vulnerability. (2017). Huang, James ; Stapleton, Richard . In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:2:d:10.1007_s00199-015-0935-2.

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2018Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions. (2018). Kimball, Miles ; Gollier, Christian. In: TSE Working Papers. RePEc:tse:wpaper:32598.

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2018Foreclosure Spillovers within Broad Neighborhoods. (2018). Ross, Stephen ; HUANG, WEIRAN ; Nelson, Ashlyn. In: Working papers. RePEc:uct:uconnp:2018-23.

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2017BEHAVIORAL VALUE ADJUSTMENTS. (2017). Bissiri, Matteo ; Cogo, Riccardo. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:08:n:s0219024917500509.

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Works by donald keenan:


YearTitleTypeCited
1981The Output Distribution Frontier: Comment. In: American Economic Review.
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article0
2006The Private Provision of Public Goods under Uncertainty: A Symmetric‐Equilibrium Approach In: Journal of Public Economic Theory.
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article9
1985Rational Pricing of Adjustable Rate Mortgages In: Real Estate Economics.
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article7
1985Pricing Default Risk in Mortgages In: Real Estate Economics.
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article30
1987Taxes, Points and Rationality in the Mortgage Market In: Real Estate Economics.
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article3
1993Transaction Costs, Suboptimal Termination and Default Probabilities In: Real Estate Economics.
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article32
1999A Complete Characterization of Potential Compensation Tests of Hicksian Welfare Measures In: Canadian Journal of Economics.
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article0
1980The Theory of Housing and Interest Rates In: Journal of Financial and Quantitative Analysis.
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article7
1993Competition, collusion, and chaos In: Journal of Economic Dynamics and Control.
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article5
1985Global stability for homothetic preferences in a distribution economy In: Economics Letters.
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article0
2000The law of demand implies limits to chaos In: Economics Letters.
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article0
1988Shadow interest groups and safety regulation In: International Review of Law and Economics.
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article0
1987The valuation and securitization of commercial and multifamily mortgages In: Journal of Banking & Finance.
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article14
2001Aggregate Substitution Effects Implying Global Stability In: Journal of Economic Theory.
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article2
2009Greater downside risk aversion in the large In: Journal of Economic Theory.
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article14
1992A note on bias resulting from imposing expedient conditions on mortgage valuation models In: Journal of Housing Economics.
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article0
2004Foundations of non-cooperative game theory, Klaus Ritzberger, Oxford University Press, Oxford, 2000/2, 353 pages, ISBN: 019924785, $80.00, paperback 353 pages, ISBN: 019924786, $29.95, hardcover In: Journal of Economic Psychology.
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article0
1981On the theory of interest rates, consumer durables, and the demand for housing In: Journal of Urban Economics.
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article3
1994Default Probabilities for Mortgages In: Journal of Urban Economics.
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article90
1981Further remarks on the Global Newton method In: Journal of Mathematical Economics.
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article9
1982Uniqueness and global stability in general equilibrium theory In: Journal of Mathematical Economics.
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article2
1983Inflation, taxes and housing: A theoretical analysis In: Journal of Public Economics.
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article1
1999Patterns of rational default In: Regional Science and Urban Economics.
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article8
1993Voluntary Public-Good Provisions Under Uncertainty with Nash and Non-Nash Behavior. In: Georgia - College of Business Administration, Department of Economics.
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paper0
1990Morishima Systems and Global Stability. In: International Economic Review.
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article3
1999Catastrophic Default and Credit Risk for Lending Institutions In: Journal of Financial Services Research.
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article7
2006Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models In: The Journal of Real Estate Finance and Economics.
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article7
2009Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) In: The Journal of Real Estate Finance and Economics.
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article8
2002Greater Downside Risk Aversion. In: Journal of Risk and Uncertainty.
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article22
2008Risk preferences and changes in background risk In: Journal of Risk and Uncertainty.
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article9
2003Locally Greater Vulnerability to Background Risk In: The Geneva Risk and Insurance Review.
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article2

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