Details about James B. Kau

Access statistics for papers by James B. Kau.

Last updated 2012-05-07. Update your information in the RePEc Author Service.

Short-id: pka323

Journal Articles

2012

1. Asymmetric Information in the Subprime Mortgage Market
   The Journal of Real Estate Finance and Economics, 2012, 44, (1), 67-89 View citations (3)

2011

2. An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects
   The Journal of Real Estate Finance and Economics, 2011, 42, (1), 51-67 View citations (8)
3. Development Value: A Real Options Approach Using Empirical Data
   The Journal of Real Estate Finance and Economics, 2011, 43, (3), 321-335 View citations (20)
4. Leverage and Mortgage Foreclosures
   The Journal of Real Estate Finance and Economics, 2011, 42, (4), 393-415 View citations (1)
5. Subprime mortgage default
   Journal of Urban Economics, 2011, 70, (2-3), 75-87 View citations (12)

2009

6. Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)
   The Journal of Real Estate Finance and Economics, 2009, 39, (2), 107-117 View citations (9)

2008

7. Do managers listen to the market?
   Journal of Corporate Finance, 2008, 14, (4), 347-362 View citations (62)

2006

8. Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models
   The Journal of Real Estate Finance and Economics, 2006, 33, (3), 183-196 View citations (8)

2005

9. The Effect of Mortgage Price and Default Risk on Mortgage Spreads
   The Journal of Real Estate Finance and Economics, 2005, 30, (3), 285-295 View citations (8)

2002

10. Frictions, Heterogeneity and Optimality in Mortgage Modeling
    The Journal of Real Estate Finance and Economics, 2002, 24, (3), 239-60 View citations (8)
11. The Growth of Government
    Public Choice, 2002, 113, (3-4), 389-402 View citations (24)

1999

12. Catastrophic Default and Credit Risk for Lending Institutions
    Journal of Financial Services Research, 1999, 15, (2), 87-102 View citations (9)
13. Patterns of rational default
    Regional Science and Urban Economics, 1999, 29, (6), 765-785 View citations (12)

1998

14. Valuing Prepayment and Default in a Fixed‐Rate Mortgage: A Bivariate Binomial Options Pricing Technique
    Real Estate Economics, 1998, 26, (3), 431-468 View citations (19)

1995

15. Pricing a Class of American and European Path Dependent Securities
    Management Science, 1995, 41, (12), 1892-1899
16. The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment
    The Journal of Real Estate Finance and Economics, 1995, 11, (1), 5-36 View citations (68)

1994

17. Default Probabilities for Mortgages
    Journal of Urban Economics, 1994, 35, (3), 278-296 View citations (117)
18. Waiting to Default: The Value of Delay
    Real Estate Economics, 1994, 22, (3), 539-551 View citations (32)

1993

19. An Analysis of Financial and Nonfinancial Prepayment of GNMA Securities with a Varying Coefficient Model
    Journal of Real Estate Research, 1993, 8, (1), 69-86 View citations (1)
20. Ideology, Voting, and Shirking
    Public Choice, 1993, 76, (1-2), 151-72 View citations (24)
21. Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages
    The Journal of Business, 1993, 66, (4), 595-618 View citations (29)
22. The Timing of Prepayment: A Theoretical Analysis
    The Journal of Real Estate Finance and Economics, 1993, 7, (3), 221-28
23. Transaction Costs, Suboptimal Termination and Default Probabilities
    Real Estate Economics, 1993, 21, (3), 247-263 View citations (40)

1992

24. A Generalized Valuation Model for Fixed-Rate Residential Mortgages
    Journal of Money, Credit and Banking, 1992, 24, (3), 279-99 View citations (128)
25. A note on bias resulting from imposing expedient conditions on mortgage valuation models
    Journal of Housing Economics, 1992, 2, (2), 185-198
26. The prepayment of fixed-rate mortgages underlying mortgage-backed securities: A switching regimes analysis
    Journal of Housing Economics, 1992, 2, (3), 257-275

1991

27. Contributing authors and institutions to the Journal of Urban Economics: 1974-1989
    Journal of Urban Economics, 1991, 30, (3), 373-384 View citations (5)

1990

28. Pricing Commercial Mortgages and Their Mortgage-Backed Securities
    The Journal of Real Estate Finance and Economics, 1990, 3, (4), 333-56 View citations (20)
29. The Valuation and Analysis of Adjustable Rate Mortgages
    Management Science, 1990, 36, (12), 1417-1431 View citations (14)

1987

30. Taxes, Points and Rationality in the Mortgage Market
    Real Estate Economics, 1987, 15, (3), 168-184 View citations (3)
31. The valuation and securitization of commercial and multifamily mortgages
    Journal of Banking & Finance, 1987, 11, (3), 525-546 View citations (17)

1985

32. Pricing Default Risk in Mortgages
    Real Estate Economics, 1985, 13, (3), 261-272 View citations (33)
33. Rational Pricing of Adjustable Rate Mortgages
    Real Estate Economics, 1985, 13, (2), 117-128 View citations (7)

1984

34. Changes in urban land values: 1836-1970
    Journal of Urban Economics, 1984, 15, (1), 18-25 View citations (1)

1983

35. Inflation, taxes and housing: A theoretical analysis
    Journal of Public Economics, 1983, 21, (1), 93-104 View citations (3)
36. Structural shifts in urban population density gradients: An empirical investigation
    Journal of Urban Economics, 1983, 13, (3), 364-377 View citations (5)
37. Technological change and economic growth in housing
    Journal of Urban Economics, 1983, 13, (3), 283-295 View citations (1)

1982

38. POLITICAL DETERMINANTS OF RATES IN ELECTRIC UTILITIES
    Review of Policy Research, 1982, 1, (3), 546-556

1981

39. On the theory of interest rates, consumer durables, and the demand for housing
    Journal of Urban Economics, 1981, 10, (2), 183-200 View citations (3)

1980

40. The Theory of Housing and Interest Rates
    Journal of Financial and Quantitative Analysis, 1980, 15, (4), 833-847 View citations (7)
41. Urban spatial structure: An analysis with a varying coefficient model
    Journal of Urban Economics, 1980, 7, (2), 141-154 View citations (11)

1979

42. Self-Interest, Ideology, and Logrolling in Congressional Voting
    Journal of Law and Economics, 1979, 22, (2), 365-84 View citations (108)
43. The elasticity of substitution in urban housing production: A VES approach
    Journal of Urban Economics, 1979, 6, (4), 407-415 View citations (2)
44. Urban land value functions and the price elasticity of demand for housing
    Journal of Urban Economics, 1979, 6, (1), 112-121 View citations (30)

1978

45. Voting on Minimum Wages: A Time-Series Analysis
    Journal of Political Economy, 1978, 86, (2), 337-42 View citations (19)

1977

46. A random coefficient model to estimate a stochastic density gradient
    Regional Science and Urban Economics, 1977, 7, (1-2), 169-177 View citations (3)
47. Racial discrimination and occupational attainment at the turn of the century
    Explorations in Economic History, 1977, 14, (3), 250-276 View citations (1)

Editor

1. The Journal of Real Estate Finance and Economics
   Springer