Details about Che-Chun Lin

Access statistics for papers by Che-Chun Lin.

Last updated 2024-04-07. 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

2024

1. The ability of energy commodities to hedge the dynamic risk of epidemic black swans
   Resources Policy, 2024, 89, (C)

2023

2. Another application of call options: Explaining the divergence between the housing market and the rental market
   Finance Research Letters, 2023, 53, (C)
3. Influence of migration policy risk on international market segmentation: analysis of housing and rental markets in the euro area
   Economic Research-Ekonomska Istraživanja, 2023, 36, (1), 2121740
4. State transformation of information spillover in asset markets and effective dynamic hedging strategies
   International Review of Financial Analysis, 2023, 89, (C)

2022

5. A re-examination of housing bubbles: Evidence from European countries
   Economic Systems, 2022, 46, (2)
6. Long- and short-term price behaviors in presale housing markets in Taiwan
   Economic Analysis and Policy, 2022, 74, (C), 350-364

2019

7. Variations and Influences of Connectedness among US Housing Markets
   International Real Estate Review, 2019, 22, (1), 27-58 View citations (3)

2018

8. Pricing Mortgage-Backed Securities-First Hitting Time Approach
   International Real Estate Review, 2018, 21, (4), 419-446

2014

9. An approximation approach for valuing reverse mortgages
   Journal of Housing Economics, 2014, 25, (C), 39-52 View citations (4)

2013

10. 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)
11. Sizing and Performance of Fixed-Rate Residential Mortgage Asset-Backed Securities Tranches
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2013, 16, (04), 1-16 View citations (2)

2011

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

2006

13. 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

14. Curtailment as a mortgage performance indicator
    Journal of Housing Economics, 2005, 14, (3), 294-314 View citations (9)
15. Mortgage Curtailment and Default
    International Real Estate Review, 2005, 8, (1), 95-109 View citations (4)
16. Valuing Individual Mortgage Servicing Contracts: A Comparison between Adjustable Rate Mortgages and Fixed Rate Mortgages
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2005, 08, (01), 131-146 View citations (3)
17. Valuing US and Canadian mortgage servicing rights with default and prepayment
    Journal of Housing Economics, 2005, 14, (3), 194-211 View citations (4)