Walter Joseph Muller, III : Citation Profile

8

H index

8

i10 index

362

Citations

RESEARCH PRODUCTION:

13

Articles

RESEARCH ACTIVITY:

   10 years (1985 - 1995). See details.
   Cites by year: 36
   Journals where Walter Joseph Muller, III has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu455
   Updated: 2026-08-18    RAS profile: 2023-03-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Walter Joseph Muller, III.

Is cited by:

Deng, Yongheng (18)

Lo, Andrew (10)

merton, robert (10)

keenan, donald (9)

Willen, Paul (9)

Kau, James (8)

Shackleton, Mark (6)

Scholes, Myron (6)

Lin, Che-Chun (6)

Van Order, Robert (6)

Marcato, Gianluca (5)

Cites to:

Main data

Where Walter Joseph Muller, III has published?

Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics3
Real Estate Economics2

Recent works citing Walter Joseph Muller, III (2025 and 2024)

YearTitle of citing document
2026Selection of Efficient Monetary Equilibria Through Aggregate Real Savings-Based Taylor Rule. (2026). Braga, Leandro Lyra. In: Papers. RePEc:arx:papers:2607.06599.

Full description at Econpapers || Download paper

2025Growth and Fluctuations Economies with Land Speculation. (2025). Stiglitz, Joseph ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:25-012e.

Full description at Econpapers || Download paper

2024Residual-debt insurance and mortgage repayments. (2024). Mastrogiacomo, Mauro ; Kim, Yeorim. In: Working Papers. RePEc:dnb:dnbwpp:823.

Full description at Econpapers || Download paper

2024Do economic uncertainty and persistence in housing prices matter on mortgage insurance?. (2024). Yang, Chih-Yuan ; Chang, Chia-Chien. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:33-44.

Full description at Econpapers || Download paper

2026Pricing mortgage insurance: Integrating target prescribed capital requirement for systematic risk. (2026). Chiang, Shu Ling ; Tsai, Ming Shann. In: International Review of Economics & Finance. RePEc:eee:reveco:v:105:y:2026:i:c:s1059056025010457.

Full description at Econpapers || Download paper

2024The role of interest rate environment in mortgage pricing. (2024). Ahmad, Ferhana ; Shehzad, Choudhry Tanveer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:225-245.

Full description at Econpapers || Download paper

2025Determinants of credit spreads and cash flow-related lending in commercial real estate. (2025). Hennig, Kerstin ; Haffki, Ricarda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004628.

Full description at Econpapers || Download paper

2024Risk Perception and Loan Underwriting in Securitized Commercial Mortgages. (2024). Firestone, Simon ; Godin, Nathan Y ; Sagi, Jacob ; Horvath, Akos. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-19.

Full description at Econpapers || Download paper

2025A Real Option Approach to the Valuation of the Default Risk of Residential Mortgages. (2025). de Luna, Angela C ; Lamothe-Fernndez, Prosper ; Lamothe-Lpez, Prosper. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:31-:d:1603206.

Full description at Econpapers || Download paper

2025Limiting Loss Distribution of Default and Prepayment for Loan Portfolios and Its Application in RMBS. (2025). Yang, Jingping ; Duan, Qinhan ; Bu, Lan ; Zang, Xin ; Xia, Chenxi. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:8:p:153-:d:1725557.

Full description at Econpapers || Download paper

2025Optimal Portfolios for Large Investors in Housing Markets Under Stress Scenarios: A Worst-Case Approach. (2025). Yilmaz, Bilgi. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10660-y.

Full description at Econpapers || Download paper

2024The Valuation at Origination of Mortgages with Full Prepayment and Default Risks. (2024). Dong, Yinghui ; Wang, Pin ; Zhou, Congjin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:2:d:10.1007_s11009-024-10081-2.

Full description at Econpapers || Download paper

2024The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom. (2024). Kahn, James A ; Kay, Benjamin S. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1021-1052.

Full description at Econpapers || Download paper

Works by Walter Joseph Muller, III:

YearTitleTypeCited
1985Rational Pricing of Adjustable Rate Mortgages In: Real Estate Economics.
[Full Text][Citation analysis]		article7
1985Pricing Default Risk in Mortgages In: Real Estate Economics.
[Full Text][Citation analysis]		article36
1987The valuation and securitization of commercial and multifamily mortgages In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
1988Determinacy of equilibrium in stationary economies with both finite and infinite lived consumers In: Journal of Economic Theory.
[Full Text][Citation analysis]		article30
1992A note on bias resulting from imposing expedient conditions on mortgage valuation models In: Journal of Housing Economics.
[Full Text][Citation analysis]		article0
1990The Valuation and Analysis of Adjustable Rate Mortgages In: Management Science.
[Full Text][Citation analysis]		article14
1995Pricing a Class of American and European Path Dependent Securities In: Management Science.
[Full Text][Citation analysis]		article0
1995The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article72
1989Resolution of Incentive Conflicts in the Mortgage Industry: A Reply. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article1
1990Pricing Commercial Mortgages and Their Mortgage-Backed Securities. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article21
1992A Generalized Valuation Model for Fixed-Rate Residential Mortgages. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article131
1987Volatile Interest Rates and the Divergence of Incentives in Mortgage Contracts. In: The Journal of Law, Economics, and Organization.
[Citation analysis]		article4
1993Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages. In: The Journal of Business.
[Full Text][Citation analysis]		article29

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 10 2026. Contact: CitEc Team