13
H index
18
i10 index
671
Citations
donald keenan : Citation Profile
Université de Cergy-Pontoise | RESEARCH PRODUCTION: 63 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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:
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Main data
Where donald keenan has published?
Recent works citing donald keenan (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Modeling how and why aquatic vegetation removal can free rural households from poverty-disease traps. (2024). Barrett, Christopher ; Doruska, Molly J ; Rohr, Jason R. In: Papers. RePEc:arx:papers:2401.17384. Full description at Econpapers || Download paper |
| 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 |
| 2025 | Crop damage, local climate risk perceptions, and small business access to credit. (2025). Xu, Jiayi ; Duanmu, Jun ; Li, Yongjia ; Tahsin, Salman. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001838. Full description at Econpapers || Download paper |
| 2025 | Can everyone tap into the housing piggy bank? Racial disparities in access to home equity. (2025). Lambie-Hanson, Lauren ; Gerardi, Kristopher ; Conklin, James N. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000467. Full description at Econpapers || Download paper |
| 2025 | Capital structure, the adjusted present value, and mortgage choice. (2025). Tirtiroglu, Dogan. In: Journal of Housing Economics. RePEc:eee:jhouse:v:68:y:2025:i:c:s1051137725000257. 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). 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 |
| 2024 | The 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 |
| 2025 | Determinants 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 |
| 2025 | Is There a Puzzle in Underwater Mortgage Default?. (2025). Willen, Paul ; Loewenstein, Lara ; Zhang, David Hao ; Yao, Yuxi. In: Working Papers. RePEc:fip:fedbwp:101758. Full description at Econpapers || Download paper |
| 2025 | Is There a Puzzle in Underwater Mortgage Default?. (2025). Willen, Paul ; Loewenstein, Lara ; Yao, Yuxi ; Zhang, David Hao. In: Working Papers. RePEc:fip:fedcwq:101796. Full description at Econpapers || Download paper |
| 2024 | Risk 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 |
| 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 | Limiting 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 |
| 2025 | Dirichlet Bayesian Model Averaging for Aggregate Mortgage Default Risk. (2025). Xu, Feng ; Hua, Jian ; Wu, Dazhong. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:17:y:2025:i:9:p:14. Full description at Econpapers || Download paper |
| 2025 | Optimal 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 |
| 2024 | Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR. (2024). Sun, Xiaojin ; Forster, Robert. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09902-3. Full description at Econpapers || Download paper |
| 2025 | A Lucas Critique of Mortgage Lending: Theory, Evidence, and Implications. (2025). Smith, Brent C ; Yezer, Anthony M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:4:d:10.1007_s11146-023-09951-2. Full description at Econpapers || Download paper |
| 2024 | A reduced-form model for lease contract valuation with embedded options. (2024). Yildirim, Yildiray ; Ho, Hsiao-Wei ; Huang, Henry Hongren ; Chang, Chuang-Chang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01222-8. Full description at Econpapers || Download paper |
| 2024 | Az energiahatékonyság szerepe a jelzáloghitelek csődvalószínűségében és a tőkekövetelmények meghatározásában. (2024). Grof, Gyula ; Varged, Balint ; Sarvari, Balazs. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2191. Full description at Econpapers || Download paper |
| 2024 | The economics of self-protection. (2024). Peter, Richard. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:1:d:10.1057_s10713-023-00094-1. Full description at Econpapers || Download paper |
| 2024 | An alternative representation of the C-CAPM with higher-order risks. (2024). Li, Jingyuan ; Dionne, Georges ; Okou, Cedric. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:2:d:10.1057_s10713-023-00085-2. Full description at Econpapers || Download paper |
| 2025 | FEMA declarations, local risk and cost of borrowing in california. (2025). Lazerson, Danielle S ; Tahsin, Salman. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-024-09693-8. Full description at Econpapers || Download paper |
| 2024 | The 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 |
| 2024 | Raising Household Leverage: Evidence from Co-Financed Mortgages. (2024). Dal Borgo, Mariela ; Colonnello, Stefano. In: Working Papers. RePEc:ven:wpaper:2024:01. Full description at Econpapers || Download paper |
| 2024 | Optimal self‐protection and health risk perceptions: Exploring connections between risk theory and the Health Belief Model. (2024). Leandri, Marc ; Augeraudveron, Emmanuelle. In: Health Economics. RePEc:wly:hlthec:v:33:y:2024:i:7:p:1565-1583. Full description at Econpapers || Download paper |
| 2024 | The 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 |
| 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 | 36 |
| 1987 | Taxes, Points and Rationality in the Mortgage Market In: Real Estate Economics. [Full Text][Citation analysis] | article | 4 |
| 1993 | Transaction Costs, Suboptimal Termination and Default Probabilities In: Real Estate Economics. [Full Text][Citation analysis] | article | 39 |
| 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 | 119 |
| 2011 | Subprime mortgage default In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 13 |
| 2011 | Subprime mortgage default.(2011) In: Journal of Urban Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2012 | Ross risk vulnerability for introductions and changes in background risk In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
| 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 | 13 |
| 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 | 70 |
| 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 | 20 |
| 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 | 16 |
| 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 | 11 |
| 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 | 58 |
| 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 | 8 |
| 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 December, 22 2025. Contact: CitEc Team