13
H index
18
i10 index
654
Citations
donald keenan : Citation Profile
Université de Cergy-Pontoise | RESEARCH PRODUCTION: 63 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
42 years (1980 - 2022). 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:
| Cites to:
|
Main data
Where donald keenan has published?
Recent works citing donald keenan (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Misreporting of second liens in portfolio mortgages and privately securitized mortgages. (2024). Zhu, Shuang ; Yavas, Abdullah. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:1:p:73-109. Full description at Econpapers || Download paper |
| 2024 | Contemporary differences in residential housing values along historic redlining boundaries. (2024). Berrens, Robert ; Horn, Brady P ; Joshi, Aakrit. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:514-551. Full description at Econpapers || Download paper |
| 2025 | The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis. (2025). Riso, Luigi ; Braga, Maria Debora ; Zoia, Maria Grazia. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0044. Full description at Econpapers || Download paper |
| 2024 | Residual-debt insurance and mortgage repayments. (2024). Mastrogiacomo, Mauro ; Kim, Yeorim. In: Working Papers. RePEc:dnb:dnbwpp:823. Full description at Econpapers || Download paper |
| 2024 | Globally and universally convergent price adjustment processes. (2024). Herings, P. Jean-Jacques. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000685. Full description at Econpapers || Download paper |
| 2024 | Preferences on discounting under time risk. (2024). Menegatti, Mario ; de Donno, Marzia. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000806. Full description at Econpapers || Download paper |
| 2024 | Full downside risk aversion. (2024). Keenan, Donald C ; Snow, Arthur. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:131:y:2024:i:c:p:93-101. Full description at Econpapers || Download paper |
| 2024 | Do economic uncertainty and persistence in housing prices matter on mortgage insurance?. (2024). Chang, Chia-Chien ; Yang, Chih-Yuan. 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 |
| 2024 | The role of interest rate environment in mortgage pricing. (2024). Shehzad, Choudhry Tanveer ; Ahmad, Ferhana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:225-245. Full description at Econpapers || Download paper |
| 2024 | Risk Perception and Loan Underwriting in Securitized Commercial Mortgages. (2024). Sagi, Jacob ; Horvath, Akos ; Godin, Nathan Y ; Firestone, Simon. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-19. Full description at Econpapers || Download paper |
| 2025 | A 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 |
| 2025 | Reimagining Risk Beyond Normality: Managing Catastrophic Events and Higher-Order Moments. (2025). Duran-Fernandez, Roberto. In: EconStor Preprints. RePEc:zbw:esprep:310336. Full description at Econpapers || Download paper |
Works by donald keenan:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1981 | The Output Distribution Frontier: Comment. In: American Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2019 | A VALUATION APPROACH IN HOUSING BOOM AND BUST CYCLES In: AfRES. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Mortgage Rates vs. the Corporate Bond Yield Index: Their Impact on the Housing Market in California during the Time of Qes In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Uniqueness, stability, and local comparative statics for competitive equilibrium In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2006 | The Private Provision of Public Goods under Uncertainty: A Symmetric‐Equilibrium Approach In: Journal of Public Economic Theory. [Full Text][Citation analysis] | article | 11 |
| 2018 | DIRECTION AND INTENSITY OF RISK PREFERENCE AT THE THIRD ORDER In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 3 |
| 1985 | Rational Pricing of Adjustable Rate Mortgages In: Real Estate Economics. [Full Text][Citation analysis] | article | 7 |
| 1985 | Pricing Default Risk in Mortgages In: Real Estate Economics. [Full Text][Citation analysis] | article | 35 |
| 1987 | Taxes, Points and Rationality in the Mortgage Market In: Real Estate Economics. [Full Text][Citation analysis] | article | 3 |
| 1993 | Transaction Costs, Suboptimal Termination and Default Probabilities In: Real Estate Economics. [Full Text][Citation analysis] | article | 38 |
| 2013 | The Impact of Second Loans on Subprime Mortgage Defaults In: Real Estate Economics. [Full Text][Citation analysis] | article | 7 |
| 2021 | Delinquencies, Default and Borrowers Strategic Behavior toward the Modification of Commercial Mortgages In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
| 1999 | A Complete Characterization of Potential Compensation Tests of Hicksian Welfare Measures In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1980 | The Theory of Housing and Interest Rates In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 8 |
| 1993 | Competition, collusion, and chaos In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 1985 | Global stability for homothetic preferences in a distribution economy In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | Reversibly greater downside risk aversion by a prudence-based measure In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2000 | The law of demand implies limits to chaos In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1988 | Shadow interest groups and safety regulation In: International Review of Law and Economics. [Full Text][Citation analysis] | article | 0 |
| 1987 | The valuation and securitization of commercial and multifamily mortgages In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
| 2001 | Aggregate Substitution Effects Implying Global Stability In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 2 |
| 2009 | Greater downside risk aversion in the large In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 15 |
| 2010 | Greater prudence and greater downside risk aversion In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 16 |
| 1992 | A note on bias resulting from imposing expedient conditions on mortgage valuation models In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Foundations 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. [Full Text][Citation analysis] | article | 0 |
| 1981 | On the theory of interest rates, consumer durables, and the demand for housing In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 3 |
| 1994 | Default Probabilities for Mortgages In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 116 |
| 2011 | Subprime mortgage default In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 11 |
| 2011 | Subprime mortgage default.(2011) In: Journal of Urban Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2012 | Ross risk vulnerability for introductions and changes in background risk In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 2017 | Greater parametric downside risk aversion In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Bringing order to rankings of utility functions by strong increases in nth order aversion to risk In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 2 |
| 1981 | Further remarks on the Global Newton method In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 11 |
| 1982 | Uniqueness and global stability in general equilibrium theory In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Diagonal dominance and global stability In: Mathematical Social Sciences. [Full Text][Citation analysis] | article | 1 |
| 1983 | Inflation, taxes and housing: A theoretical analysis In: Journal of Public Economics. [Full Text][Citation analysis] | article | 3 |
| 1999 | Patterns of rational default In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 11 |
| 2017 | Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Voluntary Public-Good Provisions Under Uncertainty with Nash and Non-Nash Behavior. In: Georgia - College of Business Administration, Department of Economics. [Citation analysis] | paper | 0 |
| 1990 | Morishima Systems and Global Stability. In: International Economic Review. [Full Text][Citation analysis] | article | 3 |
| 1990 | The Valuation and Analysis of Adjustable Rate Mortgages In: Management Science. [Full Text][Citation analysis] | article | 14 |
| 1995 | Pricing a Class of American and European Path Dependent Securities In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2016 | Strong Increases in Downside Risk Aversion In: The Geneva Papers on Risk and Insurance Theory. [Full Text][Citation analysis] | article | 6 |
| 2016 | Strong Increases in Downside Risk Aversion.(2016) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1999 | Catastrophic Default and Credit Risk for Lending Institutions In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 9 |
| 1995 | The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 69 |
| 2006 | Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 8 |
| 2009 | Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 9 |
| 1990 | Pricing Commercial Mortgages and Their Mortgage-Backed Securities. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 19 |
| 2011 | An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 8 |
| 2011 | Leverage and Mortgage Foreclosures In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Asymmetric Information in the Subprime Mortgage Market In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 3 |
| 2012 | Racial Discrimination and Mortgage Lending In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 15 |
| 2014 | First Mortgages, Second Mortgages, and Their Default In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Cornish-Fisher Expansion for Commercial Real Estate Value at Risk In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 7 |
| 2021 | Spatial Dependence in Subprime Mortgage Defaults In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
| 2002 | Greater Downside Risk Aversion. In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] | article | 22 |
| 2008 | Risk preferences and changes in background risk In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] | article | 10 |
| 2012 | The Schwarzian derivative as a ranking of downside risk aversion In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] | article | 4 |
| 1985 | The limits of the equity-efficiency tradeoff In: Public Choice. [Full Text][Citation analysis] | article | 1 |
| 2011 | A Theory of Dynamic Tariff and Quota Retaliation In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 1 |
| 1982 | A General Equilibrium Model of Congressional Voting In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 57 |
| 2003 | Locally Greater Vulnerability to Background Risk In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 3 |
| 2022 | Reversibly greater downside risk aversion In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 2 |
| 2012 | Disease Ecology, Biodiversity, and the Latitudinal Gradient in Income In: PLOS Biology. [Full Text][Citation analysis] | article | 6 |
| 2014 | Poverty, Disease, and the Ecology of Complex Systems In: PLOS Biology. [Full Text][Citation analysis] | article | 7 |
| 2022 | Closing the invisible hand: a rehabilitation of ttonnement dynamics In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 1993 | Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages. In: The Journal of Business. [Full Text][Citation analysis] | article | 28 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team