donald keenan : Citation Profile


Are you donald keenan?

Université de Cergy-Pontoise

13

H index

18

i10 index

637

Citations

RESEARCH PRODUCTION:

63

Articles

5

Papers

RESEARCH ACTIVITY:

   42 years (1980 - 2022). See details.
   Cites by year: 15
   Journals where donald keenan has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 20 (3.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke193
   Updated: 2024-11-04    RAS profile: 2024-10-11    
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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 (17)

Gerardi, Kristopher (15)

Deng, Yongheng (14)

Foote, Christopher (10)

Lo, Andrew (10)

merton, robert (10)

Meyer, Jack (7)

Gollier, Christian (7)

Lin, Che-Chun (7)

Scholes, Myron (7)

Menegatti, Mario (6)

Cites to:

EECKHOUDT, LOUIS (27)

Kau, James (16)

Stiglitz, Joseph (14)

Kimball, Miles (13)

Deng, Yongheng (13)

Crainich, David (10)

Scarsini, Marco (10)

Muller, Walter (9)

Diamond, Peter (8)

Ambrose, Brent (8)

Tressler, John (7)

Main data


Where donald keenan has published?


Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics11
Real Estate Economics6
Journal of Mathematical Economics5
Journal of Urban Economics4
Journal of Risk and Uncertainty3
The Geneva Risk and Insurance Review3
Journal of Economic Theory3
Economics Letters3
PLOS Biology2

Recent works citing donald keenan (2024 and 2023)


YearTitle of citing document
2023.

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2023Default Costs and Repayment of Underwater Mortgages. (2023). Conklin, James N ; Brueckner, Jan K ; Diop, Moussa ; Coulson, Edward N. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10755.

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2023Why and how a well-intended (local) government can hide information from citizens for their own good: The case of public goods provision in less developed areas. (2023). Zabsonre, Agnes ; Agbo, Maxime. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00617.

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2023Big data pricing in marketplace lending and price discrimination against repeat borrowers: Evidence from China. (2023). Wu, Weixing ; Tian, Geran. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000299.

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2023The impact of macroeconomic scenarios on recurrent delinquency: A stress testing framework of multi-state models for mortgages. (2023). Andreeva, Galina ; Crook, Jonathan ; Bocchio, Cecilia. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1655-1677.

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2023Securitization of subprime credit and the propagation of housing shocks. (2023). Yamout, Nadine. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000206.

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2023Soil zinc deficiency and child stunting: Evidence from Nepal. (2023). Guerena, David ; Kim, Kichan ; Bevis, Leah. In: Journal of Health Economics. RePEc:eee:jhecon:v:87:y:2023:i:c:s0167629622001060.

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2023Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189.

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2024Do 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.

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2024The 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.

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2023Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). Lesame, Keagile ; Gupta, Rangan ; Christou, Christina ; Bouras, Christos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788.

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2023Can Everyone Tap into the Housing Piggy Bank? Racial Disparities in Access to Home Equity. (2023). Gerardi, Kristopher ; Conklin, James ; Lambie-Hanson, Lauren. In: Working Papers. RePEc:fip:fedpwp:97266.

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2023The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets. (2023). Selcuk-Kestel, Sevtap A ; Korn, Ralf ; Yilmaz, Bilgi. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-022-10233-x.

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2023Investigating bank lending discrimination in the US using CRA-rated banks’ HMDA loan data. (2023). Winters, Drew B ; Cyree, Ken B. In: Public Choice. RePEc:kap:pubcho:v:197:y:2023:i:3:d:10.1007_s11127-023-01078-5.

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2023Simultaneity in binary outcome models with an application to employment for couples. (2023). Weidner, Martin ; Kyriazidou, Ekaterini ; Hu, Luojia ; Honore, Bo E. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02417-7.

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2023Ecological and social poverty traps: Complex interactions moving toward sustainable development. (2023). Zhong, Linsheng ; Sun, Dongqi ; Yang, Ding. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:2:p:853-864.

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Works by donald keenan:


YearTitleTypeCited
1981The Output Distribution Frontier: Comment. In: American Economic Review.
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article0
2019A VALUATION APPROACH IN HOUSING BOOM AND BUST CYCLES In: AfRES.
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paper0
2016Mortgage Rates vs. the Corporate Bond Yield Index: Their Impact on the Housing Market in California during the Time of Qes In: ERES.
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paper0
2015Uniqueness, stability, and local comparative statics for competitive equilibrium In: International Journal of Economic Theory.
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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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article11
2018DIRECTION AND INTENSITY OF RISK PREFERENCE AT THE THIRD ORDER In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article2
1985Rational Pricing of Adjustable Rate Mortgages In: Real Estate Economics.
[Full Text][Citation analysis]
article7
1985Pricing Default Risk in Mortgages In: Real Estate Economics.
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article34
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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article38
2013The Impact of Second Loans on Subprime Mortgage Defaults In: Real Estate Economics.
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article6
2021Delinquencies, Default and Borrowers Strategic Behavior toward the Modification of Commercial Mortgages In: Real Estate Economics.
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article0
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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article8
1993Competition, collusion, and chaos In: Journal of Economic Dynamics and Control.
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article7
1985Global stability for homothetic preferences in a distribution economy In: Economics Letters.
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article0
2022Reversibly greater downside risk aversion by a prudence-based measure In: Economics Letters.
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article1
2000The law of demand implies limits to chaos In: Economics Letters.
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article1
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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article17
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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article13
2010Greater prudence and greater downside risk aversion In: Journal of Economic Theory.
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article17
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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article115
2011Subprime mortgage default In: Journal of Urban Economics.
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article11
2011Subprime mortgage default.(2011) In: Journal of Urban Economics.
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This paper has nother version. Agregated cites: 11
article
2012Ross risk vulnerability for introductions and changes in background risk In: Journal of Mathematical Economics.
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article5
2017Greater parametric downside risk aversion In: Journal of Mathematical Economics.
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article1
2018Bringing order to rankings of utility functions by strong increases in nth order aversion to risk In: Journal of Mathematical Economics.
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article1
1981Further remarks on the Global Newton method In: Journal of Mathematical Economics.
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article10
1982Uniqueness and global stability in general equilibrium theory In: Journal of Mathematical Economics.
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article2
2013Diagonal dominance and global stability In: Mathematical Social Sciences.
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article1
1983Inflation, taxes and housing: A theoretical analysis In: Journal of Public Economics.
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article3
1999Patterns of rational default In: Regional Science and Urban Economics.
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article11
2017Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion In: THEMA Working Papers.
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paper0
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
1990The Valuation and Analysis of Adjustable Rate Mortgages In: Management Science.
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article14
1995Pricing a Class of American and European Path Dependent Securities In: Management Science.
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article0
2016Strong Increases in Downside Risk Aversion In: The Geneva Papers on Risk and Insurance Theory.
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article5
2016Strong Increases in Downside Risk Aversion.(2016) In: The Geneva Risk and Insurance Review.
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This paper has nother version. Agregated cites: 5
article
1999Catastrophic Default and Credit Risk for Lending Institutions In: Journal of Financial Services Research.
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article9
1995The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article67
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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article9
1990Pricing Commercial Mortgages and Their Mortgage-Backed Securities. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article19
2011An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects In: The Journal of Real Estate Finance and Economics.
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article8
2011Leverage and Mortgage Foreclosures In: The Journal of Real Estate Finance and Economics.
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article1
2012Asymmetric Information in the Subprime Mortgage Market In: The Journal of Real Estate Finance and Economics.
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article3
2012Racial Discrimination and Mortgage Lending In: The Journal of Real Estate Finance and Economics.
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article14
2014First Mortgages, Second Mortgages, and Their Default In: The Journal of Real Estate Finance and Economics.
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article3
2015Cornish-Fisher Expansion for Commercial Real Estate Value at Risk In: The Journal of Real Estate Finance and Economics.
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article6
2021Spatial Dependence in Subprime Mortgage Defaults In: The Journal of Real Estate Finance and Economics.
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article1
2002Greater Downside Risk Aversion. In: Journal of Risk and Uncertainty.
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article20
2008Risk preferences and changes in background risk In: Journal of Risk and Uncertainty.
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article10
2012The Schwarzian derivative as a ranking of downside risk aversion In: Journal of Risk and Uncertainty.
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article4
1985The limits of the equity-efficiency tradeoff In: Public Choice.
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article1
2011A Theory of Dynamic Tariff and Quota Retaliation In: MAGKS Papers on Economics.
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paper1
1982A General Equilibrium Model of Congressional Voting In: The Quarterly Journal of Economics.
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article57
2003Locally Greater Vulnerability to Background Risk In: The Geneva Risk and Insurance Review.
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article3
2022Reversibly greater downside risk aversion In: The Geneva Risk and Insurance Review.
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article1
2012Disease Ecology, Biodiversity, and the Latitudinal Gradient in Income In: PLOS Biology.
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article6
2014Poverty, Disease, and the Ecology of Complex Systems In: PLOS Biology.
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article7
2022Closing the invisible hand: a rehabilitation of tâtonnement dynamics In: Journal of Economic Interaction and Coordination.
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article0
1993Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages. In: The Journal of Business.
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article28

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team