Details about Che-Chun Lin

Access statistics for papers by Che-Chun Lin.

Last updated 2014-09-28. Update your information in the RePEc Author Service.

Short-id: pli829

Working Papers

2013

1. Individual Homebuyer's Loan Selection under the Differential Risk of Mortgage Products
   ERES, European Real Estate Society (ERES)

2010

2. PRICING OF CREDIT-SENSITIVITY RESIDENTIAL MORTGAGE ASSET BACKED SECURITIES TRANCHES
   ERES, European Real Estate Society (ERES)

2004

3. An Options-Based Model of Mortgage Servicing Rights
   ERES, European Real Estate Society (ERES)

Journal Articles

2013

1. Differential default risk among traditional and non-traditional mortgage products and capital adequacy standards
   International Review of Financial Analysis, 2013, 27, (C), 115-122 View citations (1)

2011

2. Collateral Risk in Residential Mortgage Defaults
   The Journal of Real Estate Finance and Economics, 2011, 42, (2), 115-142 View citations (8)

2006

3. Valuation of Mortgage Servicing Rights with Foreclosure Delay and Forbearance Allowed
   Review of Quantitative Finance and Accounting, 2006, 26, (1), 41-54 View citations (1)

2005

4. Curtailment as a mortgage performance indicator
   Journal of Housing Economics, 2005, 14, (3), 294-314 View citations (9)
5. Mortgage Curtailment and Default
   International Real Estate Review, 2005, 8, (1), 95-109 View citations (4)
6. Valuing US and Canadian mortgage servicing rights with default and prepayment
   Journal of Housing Economics, 2005, 14, (3), 194-211 View citations (3)