Anthony N. Pennington-Cross : Citation Profile

Are you Anthony N. Pennington-Cross?

Marquette University

13

H index

14

i10 index

477

Citations

RESEARCH PRODUCTION:

26

Articles

17

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 25
   Journals where Anthony N. Pennington-Cross has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 16 (3.25 %)

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   Permalink: http://citec.repec.org/ppe175
   Updated: 2020-06-20    RAS profile: 2017-05-01    
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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 Anthony N. Pennington-Cross.

Is cited by:

Willen, Paul (25)

Gerardi, Kristopher (23)

Frame, W (16)

Haughwout, Andrew (12)

Steinbuks, Jevgenijs (10)

White, Lawrence (9)

Sengupta, Rajdeep (9)

yao, vincent (8)

Ambrose, Brent (6)

Demyanyk, Yuliya (6)

Mundra, Kusum (6)

Cites to:

Ambrose, Brent (21)

wachter, susan (14)

hendershott, patric (11)

Deng, Yongheng (7)

Quigley, John (6)

Nigro, Peter (6)

Yezer, Anthony (5)

Haurin, Donald (5)

Ho, Giang (5)

Pence, Karen (5)

Capozza, Dennis (5)

Main data

Where Anthony N. Pennington-Cross has published?

Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics5
Real Estate Economics4
The Regional Economist4
Review3
Atlantic Economic Journal2
Regional Science and Urban Economics2
Journal of Economics and Business2
Journal of Urban Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis10
FHFA Staff Working Papers / Federal Housing Finance Agency5

Recent works citing Anthony N. Pennington-Cross (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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2017Distinguishing between Good and Bad Subprime Auto Loans Borrowers: The Role of Demographic, Region and Loan Characteristics. (2017). Ghulam, Yaseen ; Hill, Sophie. In: Review of Economics & Finance. RePEc:bap:journl:170404.

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2017National Culture and Default on Mortgages. (2017). Tajaddini, Reza ; Gholipour Fereidouni, Hassan. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:107-133.

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2019The impact of lending standards on default rates of residential real estate loans. (2019). Schwarz, Claudia ; Mazany, Agnieszka ; Gaudencio, Joo. In: Occasional Paper Series. RePEc:ecb:ecbops:2019220.

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2018Macroeconomic and distributional effects of mortgage guarantee programs for the poor. (2018). Kim, Jiseob ; Wang, Yicheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:124-151.

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2018Filtered likelihood for point processes. (2018). Giesecke, Kay ; Schwenkler, Gustavo. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:33-53.

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2018An empirical study on credit card loan delinquency. (2018). Kim, Hyeongjun ; Ryu, Doojin ; Cho, Hoon. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:437-449.

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2017Percentage rent contracts between co-stores. (2017). Moussawi-Haidar, Lama ; Omez-Dolgan, Nagihan . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:3:p:912-925.

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2018Predicting loss severities for residential mortgage loans: A three-step selection approach. (2018). Scheule, Harald ; Rosch, Daniel ; Do, Hung Xuan. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:246-259.

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2019A Bayesian approach to modeling mortgage default and prepayment. (2019). Soyer, Refik ; Wilson, Simon P ; Bhattacharya, Arnab. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1112-1124.

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2017The effect of foreclosure laws on securitization: Evidence from U.S. states. (2017). Milonas, Kristoffer. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:1-22.

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2018The effect of mortgage broker licensing under the originate-to-distribute model: Evidence from the U.S. mortgage market. (2018). Shi, Lan ; Zhang, Yan . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:70-85.

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2017Financial position and house price determination: An empirical study of income and wealth effects. (2017). Steegmans, Joep ; Hassink, Wolter . In: Journal of Housing Economics. RePEc:eee:jhouse:v:36:y:2017:i:c:p:8-24.

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2017Direct and spillover effects of forced sales on house prices: Evidence from the Netherlands. (2017). Overvest, Bastiaan ; Mocking, Remco . In: Journal of Housing Economics. RePEc:eee:jhouse:v:38:y:2017:i:c:p:50-61.

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2018Optimal life cycle mortgage and portfolio choices in the presence of the affordability constraint. (2018). Chen, XI. In: Journal of Housing Economics. RePEc:eee:jhouse:v:39:y:2018:i:c:p:1-16.

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2019How foreclosure delays impact mortgage defaults and mortgage modifications. (2019). Kim, Jiseob. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:18-37.

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2018Warehouse rental market segmentation using spatial profile regression. (2018). Lim, Hyunwoo ; Park, Min Young ; Yoo, Eun-Hye. In: Journal of Transport Geography. RePEc:eee:jotrge:v:73:y:2018:i:c:p:64-74.

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2020Bank adaptation to neighborhood change: Mortgage lending and the Community Reinvestment Act. (2020). Bostic, Raphael W ; Lee, Hyojung. In: Journal of Urban Economics. RePEc:eee:juecon:v:116:y:2020:i:c:s0094119019300889.

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2017Financial literacy: A barrier to home ownership for the young?. (2017). Weber, Jörg ; Gathergood, John. In: Journal of Urban Economics. RePEc:eee:juecon:v:99:y:2017:i:c:p:62-78.

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2019Subprime credit, idiosyncratic risk, and foreclosures. (2019). Simlai, Prodosh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:175-189.

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2018An examination of the first-time homebuyer tax credit. (2018). Hembre, Erik. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:73:y:2018:i:c:p:196-216.

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2018Measuring Aggregate Housing Wealth : New Insights from an Automated Valuation Model. (2018). Nielsen, Eric ; Molloy, Raven S ; Sommer, Kamila ; Gallin, Joshua H ; Smith, Paul A. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-64.

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2018Determinants of Housing Values and Variations in Home Prices Across Neighborhoods in Cook County. (2018). Toussaint-Comeau, Maude ; Lee, Jin Man. In: Profitwise. RePEc:fip:fedhpw:00041.

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2019Health spending slowed down in spite of the crisis. (2016). Pinkovskiy, Maxim ; Haughwout, Andrew ; Mazewski, Matthew ; Kermani, Amir ; di Maggio, Marco ; Dimaggio, Marco . In: Staff Reports. RePEc:fip:fednsr:781.

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2018Does CFPB oversight crimp credit?. (2018). Vickery, James ; Plosser, Matthew ; Fuster, Andreas. In: Staff Reports. RePEc:fip:fednsr:857.

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2017REGIME SHIFT AND THE POST-CRISIS WORLD OF MORTGAGE LOSS SEVERITIES. (2017). Cordell, Lawrence R ; An, Xudong. In: Working Papers. RePEc:fip:fedpwp:17-8.

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2017FHA Loans in Foreclosure Proceedings: Distinguishing Sources of Interdependence in Competing Risks. (2017). Deng, Ran ; Haghani, Shermineh . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2017:i:1:p:2-:d:124612.

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2018The Interaction of Borrower and Loan Characteristics in Predicting Risks of Subprime Automobile Loans. (2018). Ghulam, Yaseen ; Hill, Sophie ; Naseem, Sana ; Dhruva, Kamini. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:101-:d:169957.

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2019Modeling the Spatial Dimensions of Warehouse Rent Determinants: A Case Study of Seoul Metropolitan Area, South Korea. (2019). Park, Minyoung ; Lim, Hyunwoo . In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:259-:d:302775.

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2017Can Differences Deceive? The Case of “Foreclosure Externalities. (2017). Liu, Yishen. In: Working Papers. RePEc:gwi:wpaper:2017-29.

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2017What Broker Charges Reveal about Mortgage Credit Risk. (2017). Sands, Patrik ; Hollifield, Burton ; Berndt, Antje. In: Working Paper Series. RePEc:hhs:rbnkwp:0336.

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2018Evidence and Actions on Mortgage Market Disparities: Research, Fair Lending Enforcement and Consumer Protection. (2018). Ross, Stephen ; Courchane, Marsha J. In: Working Papers. RePEc:hka:wpaper:2018-052.

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2017Foreclosure, REO, and Market Sales in Residential Real Estate. (2017). Wu, Zhonghua ; Hardin, William ; Chinloy, Peter . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:2:d:10.1007_s11146-015-9544-x.

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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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2018System Dynamics Modeling of Chinese Urban Housing Markets for Pedagogical and Policy Analysis Purposes. (2018). Zhang, Xin ; Neufville, Richard ; Geltner, David. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:3:d:10.1007_s11146-017-9650-z.

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2018Characteristics of Mortgage Terminations: an Analysis of a Loan-Level Dataset. (2018). Kim, Hyeongjun ; Ryu, Doojin ; Cho, Hoon. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:4:d:10.1007_s11146-017-9620-5.

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2019Impact of Foreclosure Laws on Mortgage Loan Supply and Performance. (2019). Zhao, Daxuan ; Sing, Tien Foo ; Wang, Yonglin. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9641-0.

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2020The Impact of Default and Foreclosure on Housing Values: Rings Vs. Neighborhoods Approach. (2020). Sunderman, Mark A ; Spahr, Ronald W ; Huang, Ying. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:3:d:10.1007_s11146-018-9691-y.

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2017Real Estate Indices: the good and the bad. (2017). Costa, Odilon ; Cazassa, Eduardo Fernandes. In: LARES. RePEc:lre:wpaper:lares_2017_paper_65.

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2020Immigrant and Minority Homeownership Experience: Evidence from the 2009 American Housing Survey. (2020). Mundra, Kusum. In: Eastern Economic Journal. RePEc:pal:easeco:v:46:y:2020:i:1:d:10.1057_s41302-019-00153-4.

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2017Distributional Implications of Government Guarantees in Mortgage Markets. (2017). Gete, Pedro ; Zecchetto, Franco . In: MPRA Paper. RePEc:pra:mprapa:80643.

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2018Globalization misguided views. (2018). Obregón Díaz, Carlos ; Obregon, Carlos. In: MPRA Paper. RePEc:pra:mprapa:85813.

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2018Globalización visiones equivocadas. (2018). Obregón Díaz, Carlos. In: MPRA Paper. RePEc:pra:mprapa:86396.

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2019The impact of macroeconomic factors on collateral value within the framework of expected credit loss calculation. (2019). Yurchenko, Yurii. In: MPRA Paper. RePEc:pra:mprapa:97135.

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2019The Impact of Foreclosure Delay on U.S. Employment. (). Ohanian, Lee ; Herkenhoff, Kyle. In: Review of Economic Dynamics. RePEc:red:issued:18-242.

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2018Evidence and Actions on Mortgage Market Disparities: Research, Fair lending Enforcement and Consumer Protection. (2018). Ross, Stephen ; Courchane, Marsha. In: Working papers. RePEc:uct:uconnp:2018-14.

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2019Stress testing the German mortgage market. (2019). Schmidt, Alexander ; Koban, Anne ; Haenle, Philipp ; Barasinska, Nataliya. In: Discussion Papers. RePEc:zbw:bubdps:172019.

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Works by Anthony N. Pennington-Cross:

YearTitleTypeCited
2005Aggregation bias and the repeat sales price index In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter1
2003Aggregation Bias and the Repeat Sales Price Index.(2003) In: FHFA Staff Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1997Measuring External Shocks to the City Economy: An Index of Export Prices and Terms of Trade In: Real Estate Economics.
[Full Text][Citation analysis]		article2
2008Predatory Lending Laws and the Cost of Credit In: Real Estate Economics.
[Full Text][Citation analysis]		article10
2006Predatory lending laws and the cost of credit.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2010The Termination of Subprime Hybrid and Fixed‐Rate Mortgages In: Real Estate Economics.
[Full Text][Citation analysis]		article55
2006The termination of subprime hybrid and fixed rate mortgages.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2012Mortgage Default and Prepayment Risks among Moderate- and Low-Income Households In: Real Estate Economics.
[Full Text][Citation analysis]		article8
2008State and local anti-predatory lending laws: The effect of legal enforcement mechanisms In: Journal of Economics and Business.
[Full Text][Citation analysis]		article24
2008The delinquency of subprime mortgages In: Journal of Economics and Business.
[Full Text][Citation analysis]		article32
2005The delinquency of subprime mortgages.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2002Credit Rationing in the U.S. Mortgage Market: Evidence from Variation in FHA Market Shares In: Journal of Urban Economics.
[Full Text][Citation analysis]		article14
2006The impact of local predatory lending laws on the flow of subprime credit In: Journal of Urban Economics.
[Full Text][Citation analysis]		article23
2006The impact of local predatory lending laws on the flow of subprime credit.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2000Local economic risk factors and the primary and secondary mortgage markets In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article14
2016Determinants of industrial property rents in the Chicago metropolitan area In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article2
2005Service industries keep employment steady in Arkansas capital In: The Regional Economist.
[Full Text][Citation analysis]		article0
2005Fayetteville and Hot Springs lead the recovery in employment In: The Regional Economist.
[Full Text][Citation analysis]		article0
2006Rock solid in Little Rock? In: The Regional Economist.
[Full Text][Citation analysis]		article0
2006States fight predatory lending in different ways In: The Regional Economist.
[Full Text][Citation analysis]		article3
2006The evolution of the subprime mortgage market In: Review.
[Full Text][Citation analysis]		article57
2006Editors introduction In: Review.
[Full Text][Citation analysis]		article0
2007The varying effects of predatory lending laws on high-cost mortgage applications In: Review.
[Full Text][Citation analysis]		article8
2004The value of foreclosed property In: Working Papers.
[Full Text][Citation analysis]		paper69
2006The Value of Foreclosed Property.(2006) In: Journal of Real Estate Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		article
2005A dynamic look at subprime loan performance In: Working Papers.
[Full Text][Citation analysis]		paper15
2005The impact of local predatory lending laws In: Working Papers.
[Full Text][Citation analysis]		paper5
2006Subprime refinancing: equity extraction and mortgage termination In: Working Papers.
[Full Text][Citation analysis]		paper6
2006Loan servicer heterogeneity and the termination of subprime mortgages In: Working Papers.
[Full Text][Citation analysis]		paper5
2006The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing In: Working Papers.
[Full Text][Citation analysis]		paper32
2010The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing.(2010) In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
2002Patterns of Default and Prepayment for Prime and Nonprime Mortgages In: FHFA Staff Working Papers.
[Full Text][Citation analysis]		paper0
2002Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices In: FHFA Staff Working Papers.
[Full Text][Citation analysis]		paper19
2004Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices.(2004) In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2003Subprime and Prime Mortgages – Loss Distributions In: FHFA Staff Working Papers.
[Full Text][Citation analysis]		paper5
2004The Value of Foreclosed Property – House Prices, Foreclosure Laws, and Appraisals In: FHFA Staff Working Papers.
[Full Text][Citation analysis]		paper0
2012Mortgage Finance Markets: Lessons from the Past and Keys to the Future In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article0
2012Mortgage Product Substitution and State Anti-predatory Lending Laws: Better Loans and Better Borrowers? In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article5
2003Credit History and the Performance of Prime and Nonprime Mortgages. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article34
2004Borrower Self-Selection, Underwriting Costs, and Subprime Mortgage Credit Supply In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article19
2013Commercial Property Rent Dynamics in U.S. Metropolitan Areas: An Examination of Office, Industrial, Flex and Retail Space In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article5
In: .
[Full Text][Citation analysis]		article0
Credit History and the FHA-Conventional Choice In: Zell/Lurie Center Working Papers.
[Citation analysis]		paper5
The Evolution of Real Estate in the Economy In: Zell/Lurie Center Working Papers.
[Full Text][Citation analysis]		paper0

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