Details about Brent W. Ambrose

Access statistics for papers by Brent W. Ambrose.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: pam25

Working Papers

2008

1. Does it pay to read your junk mail? evidence of the effect of advertising on home equity credit choices
   Working Paper Series, Federal Reserve Bank of Chicago

2000

2. Pricing Upward-Only Adjusting Leases
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in The Journal of Real Estate Finance and Economics (2002)

1998

3. Embedded Options in the Mortgage Contract
   Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania
   See also Journal Article in The Journal of Real Estate Finance and Economics (2000)
4. REIT Economies of Scale: Fact or Fiction?
   Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania View citations
   See also Journal Article in The Journal of Real Estate Finance and Economics (2000)

1996

5. Risks and Incentives in Underserved Mortgage Markets
   Yale School of Management Working Papers, Yale School of Management
   See also Journal Article in Journal of Housing Economics (1998)

Undated

6. Economies Of Scale
   Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania View citations
7. Mixed Income Housing Initiatives in Public Housing
   Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania
8. Mixing Income Groups In Public Housing
   Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania
9. Old REITs and New REITs
   Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania
10. The Hazard Rates of First and Second Default
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania View citations
    See also Journal Article in The Journal of Real Estate Finance and Economics (2000)

Journal Articles

2009

1. REIT Capital Budgeting and Equity Marginal "q"
   Real Estate Economics, 2009, 37, (3), 483-514

2008

2. Credit Availability and the Structure of the Homebuilding Industry
   Real Estate Economics, 2008, 36, (4), 659-692
3. Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach
   The Journal of Real Estate Finance and Economics, 2008, 37, (3), 281-298
4. Determinants of automobile loan default and prepayment
   Economic Perspectives, 2008, (Q III), 17-28

2007

5. Comovement After Joining an Index: Spillovers of Nonfundamental Effects
   Real Estate Economics, 2007, 35, (1), 57-90

2006

6. An empirical analysis of home equity loan and line performance
   Journal of Financial Intermediation, 2006, 15, (4), 444-469 View citations
7. Credit Lines and Credit Utilization
   Journal of Money, Credit and Banking, 2006, 38, (1), 1-22 View citations

2005

8. A Note on Hybrid Mortgages
   Real Estate Economics, 2005, 33, (4), 765-782 View citations
9. Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?
   Journal of Financial Services Research, 2005, 28, (1), 113-133 View citations
10. Forced Development and Urban Land Prices
    The Journal of Real Estate Finance and Economics, 2005, 30, (3), 245-265 View citations
11. GSE impact on rural mortgage markets
    Regional Science and Urban Economics, 2005, 35, (4), 417-443 View citations
12. Real Estate and Economies of Scale: The Case of REITs
    Real Estate Economics, 2005, 33, (2), 323-350 View citations

2004

13. Have the GSE affordable housing goals increased the supply of mortgage credit?
    Regional Science and Urban Economics, 2004, 34, (3), 263-273 View citations
14. Legal Restrictions in Personal Loan Markets
    The Journal of Real Estate Finance and Economics, 2004, 30, (2), 133-151 View citations
15. The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis
    Real Estate Economics, 2004, 32, (4), 541-569 View citations

2003

16. Bank and Nonbank Lenders and the Commercial Mortgage Market
    The Journal of Real Estate Finance and Economics, 2003, 26, (1), 81-94
17. Commercial Mortgage-Backed Securities: Prepayment and Default
    The Journal of Real Estate Finance and Economics, 2003, 26, (2-3), 179-96 View citations
18. Modeling the Korean Chonsei Lease Contract
    Real Estate Economics, 2003, 31, (1), 53-74 View citations

2002

19. Credit Rationing in the U.S. Mortgage Market: Evidence from Variation in FHA Market Shares
    Journal of Urban Economics, 2002, 51, (2), 272-294 View citations
20. GSE Debt and the Decline in the Treasury Market
    Journal of Money, Credit and Banking, 2002, 34, (3), 812-39 View citations
21. GSE debt and the decline in the Treasury debt market
    Proceedings, 2002, 812-847 View citations
22. Measuring Potential GSE Funding Advantages
    The Journal of Real Estate Finance and Economics, 2002, 25, (2-3), 129-50 View citations
23. Pricing Upward-Only Adjusting Leases
    The Journal of Real Estate Finance and Economics, 2002, 25, (1), 33-49 View citations
    See also Working Paper (2000)

2001

24. A New Spin on the Jumbo/Conforming Loan Rate Differential
    The Journal of Real Estate Finance and Economics, 2001, 23, (3), 309-35 View citations
25. Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure
    The Journal of Real Estate Finance and Economics, 2001, 23, (2), 213-34 View citations
26. Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence
    Real Estate Economics, 2001, 29, (2), 305-327 View citations
27. Reit Organizational Structure and Operating Characteristics
    Journal of Real Estate Research, 2001, 21, (3), 141-162 View citations

2000

28. Embedded Options in the Mortgage Contract
    The Journal of Real Estate Finance and Economics, 2000, 21, (2), 95-111 View citations
    See also Working Paper (1998)
29. Local economic risk factors and the primary and secondary mortgage markets
    Regional Science and Urban Economics, 2000, 30, (6), 683-701 View citations
30. REIT Economies of Scale: Fact or Fiction?
    The Journal of Real Estate Finance and Economics, 2000, 20, (2), 211-24 View citations
    See also Working Paper (1998)
31. The Hazard Rates of First and Second Defaults
    The Journal of Real Estate Finance and Economics, 2000, 20, (3), 275-93 View citations
    See also Working Paper

1998

32. Modeling the Conditional Probability of Foreclosure in the Context of Single-Family Mortgage Default Resolutions
    Real Estate Economics, 1998, 26, (3), 391-429 View citations
33. Risks and Incentives in Underserved Mortgage Markets
    Journal of Housing Economics, 1998, 7, (3), 274-285
    See also Working Paper (1996)

1997

34. Pricing Mortgage Default and Foreclosure Delay
    Journal of Money, Credit and Banking, 1997, 29, (3), 314-25 View citations

1996

35. Cost-Benefit Analysis of Single-Family Foreclosure Alternatives
    The Journal of Real Estate Finance and Economics, 1996, 13, (2), 105-20 View citations
36. Credit Restrictions and the Market for Commercial Real Estate Loans
    Real Estate Economics, 1996, 24, (1), 1-22 View citations

1995

37. Pricing Effects in Fannie Mae Agency Bonds
    The Journal of Real Estate Finance and Economics, 1995, 11, (3), 235-49

1993

38. Factors Influencing Capitalization Rates
    Journal of Real Estate Research, 1993, 8, (2), 221-238 View citations
39. Rural Industrial Location: The Impact of Firm Size
    Journal of Real Estate Research, 1993, 8, (3), 387-400
40. Spatial Variation of Nonmetropolitan Industrial Location
    The Journal of Real Estate Finance and Economics, 1993, 7, (1), 17-27 View citations

1992

41. Does an Industry Effect Exist for Leveraged Buyouts?
    Financial Management, 1992, 21, (1) View citations
42. The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency
    Real Estate Economics, 1992, 20, (1), 25-54 View citations
43. The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood
    Journal of Financial and Quantitative Analysis, 1992, 27, (04), 575-589 View citations

1990

44. An Analysis of the Factors Affecting Light Industrial Property Valuation
    Journal of Real Estate Research, 1990, 5, (3), 355-370 View citations
45. Corporate Real Estate's Impact on the Takeover Market
    The Journal of Real Estate Finance and Economics, 1990, 3, (4), 307-22 View citations