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Details about Yongheng Deng

E-mail:
Homepage:http://www.ires.nus.edu.sg/aboutus/afrbio.aspx?afrID=1
Workplace:Department of Real Estate, National University of Singapore, (more information at EDIRC)
Institute of Real Estate Studies (IRES), National University of Singapore, (more information at EDIRC)
Business School, National University of Singapore, (more information at EDIRC)
Hanqing Advanced Institute of Economics and Finance, Renmin University of China, (more information at EDIRC)

Access statistics for papers by Yongheng Deng.

Last updated 2014-09-04. Update your information in the RePEc Author Service.

Short-id: pde836


Jump to Journal Articles Chapters

Working Papers

2014

  1. One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2013

  1. Incentives and Outcomes: China’s Environmental Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Is There Evidence of a Real Estate Collateral Channel Effect on Listed Firm Investment in China?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2012

  1. Land and House Price Measurement in China
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2011

  1. Monetary and Fiscal Stimuli, Ownership Structure, and China's Housing Market
    Ratio Working Papers, The Ratio Institute Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (10)

2010

  1. Evaluating Conditions in Major Chinese Housing Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    See also Journal Article in Regional Science and Urban Economics (2012)

2008

  1. Index Revision, House Price Risk, and the Market for House Price Derivatives
    Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy Downloads View citations (5)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2008)

2006

  1. Commercial Mortgage-backed Securities (CMBS) Terminations, Regional and Property-Type Risk
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads
  2. Subordinations Levels in Structured Financing
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)

2005

  1. Are underserved borrowers lower risk? new evidence on the performance and pricing of FHA-Insured mortgages
    Proceedings, Federal Reserve Bank of Chicago

2004

  1. Woodhead Behavior and the Pricing of Residential Mortgages
    Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy Downloads View citations (12)

2002

  1. Racial Differences in Homeownership: The Effect of Residential Location
    Working papers, University of Connecticut, Department of Economics Downloads View citations (3)
    See also Journal Article in Regional Science and Urban Economics (2003)

1999

  1. Mortgage Terminations, Heterogeneity, and the Exercise of Mortgage Options
    Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy Downloads
    Also in Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania Downloads View citations (58)

    See also Journal Article in Econometrica (2000)

1995

  1. Mortgage Default and Low Downpayment Loans: The Costs of Public Subsidy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Regional Science and Urban Economics (1996)

Undated

  1. Employment Access, Residential Location and Homeownership
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania Downloads
  2. Mortgage Termination: An Empirical Hazard Model with Stochastic Term Structure
    Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive Downloads View citations (3)
    See also Journal Article in The Journal of Real Estate Finance and Economics (1997)
  3. Real Estate Ownership by Non-Real Estate Firms: An Estimate of the Impact on Firm Returns
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania Downloads View citations (4)

Journal Articles

2014

  1. Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry
    The Journal of Real Estate Finance and Economics, 2014, 48, (3), 492-521 Downloads
  2. House Price Index Construction in the Nascent Housing Market: The Case of China
    The Journal of Real Estate Finance and Economics, 2014, 48, (3), 522-545 Downloads

2013

  1. Commercial Mortgage Workout Strategy and Conditional Default Probability: Evidence from Special Serviced CMBS Loans
    The Journal of Real Estate Finance and Economics, 2013, 46, (4), 609-632 Downloads View citations (4)
  2. Local Traits and Securitized Commercial Mortgage Default
    The Journal of Real Estate Finance and Economics, 2013, 47, (4), 787-813 Downloads

2012

  1. Economic returns to energy-efficient investments in the housing market: Evidence from Singapore
    Regional Science and Urban Economics, 2012, 42, (3), 506-515 Downloads View citations (4)
  2. Evaluating conditions in major Chinese housing markets
    Regional Science and Urban Economics, 2012, 42, (3), 531-543 Downloads View citations (9)
    See also Working Paper (2010)
  3. Model Stability and the Subprime Mortgage Crisis
    The Journal of Real Estate Finance and Economics, 2012, 45, (3), 545-568 Downloads View citations (2)
  4. Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market
    Real Estate Economics, 2012, 40, S234-S272 Downloads
  5. Private residential price indices in Singapore: A matching approach
    Regional Science and Urban Economics, 2012, 42, (3), 485-494 Downloads View citations (6)
  6. The nascent market for “green” real estate in Beijing
    European Economic Review, 2012, 56, (5), 974-984 Downloads View citations (3)

2011

  1. Asymmetric information, adverse selection, and the pricing of CMBS
    Journal of Financial Economics, 2011, 100, (2), 304-325 Downloads View citations (8)
  2. CDO market implosion and the pricing of subprime mortgage-backed securities
    Journal of Housing Economics, 2011, 20, (2), 68-80 Downloads View citations (2)

2010

  1. Editorial
    The Journal of Real Estate Finance and Economics, 2010, 40, (4), 385-386 Downloads
  2. Is the Mean Return of Hotel Real Estate Stocks Apt to Overreact to Past Performance?
    The Journal of Real Estate Finance and Economics, 2010, 40, (4), 497-543 Downloads
  3. Omitted Mobility Characteristics and Property Market Dynamics: Application to Mortgage Termination
    The Journal of Real Estate Finance and Economics, 2010, 41, (3), 245-271 Downloads View citations (2)

2009

  1. Editorial for Special Issue
    The Journal of Real Estate Finance and Economics, 2009, 38, (3), 193-193 Downloads
  2. Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market
    The Journal of Real Estate Finance and Economics, 2009, 38, (3), 214-240 Downloads View citations (2)
  3. Property appraisal in high-rises: A cooperative game theory approach
    Journal of Housing Economics, 2009, 18, (1), 25-33 Downloads
  4. Value Creation through Securitization: Evidence from the CMBS Market
    The Journal of Real Estate Finance and Economics, 2009, 38, (3), 302-326 Downloads View citations (4)

2008

  1. Index Revision, House Price Risk, and the Market for House Price Derivatives
    The Journal of Real Estate Finance and Economics, 2008, 37, (3), 191-209 Downloads View citations (6)
    See also Working Paper (2008)

2007

  1. An examination of the impact of rent control on mobile home prices in California
    Journal of Housing Economics, 2007, 16, (2), 209-242 Downloads

2006

  1. Risk-Based Pricing and the Enhancement of Mortgage Credit Availability among Underserved and Higher Credit-Risk Populations
    Journal of Money, Credit and Banking, 2006, 38, (6), 1431-1460 Downloads View citations (17)
  2. Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks
    Real Estate Economics, 2006, 34, (2), 243-273 Downloads View citations (15)

2005

  1. An Early Assessment of Residential Mortgage Performance in China
    The Journal of Real Estate Finance and Economics, 2005, 31, (2), 117-136 Downloads View citations (8)
  2. Spatial Heterogeneity in Mortgage Terminations by Refinance, Sale and Default
    Real Estate Economics, 2005, 33, (4), 739-764 Downloads View citations (9)

2003

  1. A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias
    The Journal of Real Estate Finance and Economics, 2003, 27, (1), 5-23 Downloads View citations (19)
  2. Duration of Residence in the Rental Housing Market
    The Journal of Real Estate Finance and Economics, 2003, 26, (2-3), 267-85 Downloads View citations (8)
  3. Racial differences in homeownership: the effect of residential location
    Regional Science and Urban Economics, 2003, 33, (5), 517-556 Downloads View citations (27)
    See also Working Paper (2002)

2002

  1. A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations
    The Journal of Real Estate Finance and Economics, 2002, 24, (1-2), 9-33 Downloads View citations (21)
  2. The Termination of Commercial Mortgage Contracts through Prepayment and Default: A Proportional Hazard Approach with Competing Risks
    Real Estate Economics, 2002, 30, (4), 595-633 Downloads View citations (13)

2001

  1. Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure
    The Journal of Real Estate Finance and Economics, 2001, 23, (2), 213-34 Downloads View citations (14)

2000

  1. Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options
    Econometrica, 2000, 68, (2), 275-308 View citations (147)
    See also Working Paper (1999)

1997

  1. Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure
    The Journal of Real Estate Finance and Economics, 1997, 14, (3), 309-31 Downloads View citations (24)
    See also Working Paper

1996

  1. Mortgage default and low downpayment loans: The costs of public subsidy
    Regional Science and Urban Economics, 1996, 26, (3-4), 263-285 Downloads View citations (30)
    See also Working Paper (1995)

Chapters

2012

  1. Discussant remarks on Chihiro Shimizu, Kiyohiko G Nishimura and Tsutomu Watanabe’s paper House prices from magazines, realtors,and the Land Registry
    A chapter in Property markets and financial stability, 2012, vol. 64, pp 39-41 Downloads
  2. Land and Housing Price Measurement in China
    A chapter in Property Markets and Financial Stability, 2012 Downloads
 
Page updated 2014-09-15