Zobrazeno 1 - 10
of 31
pro vyhledávání: '"William M Doerner"'
Autor:
Alexander N. Bogin, William M. Doerner
Publikováno v:
Journal of Real Estate Research. 41:249-284
This paper provides the first wide-scale analysis of property renovation bias in repeat-sales house price indices across a multitude of U.S. geographies. Property improvements frequently lead to positive quality drift. In local markets, omitting info
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3321eec99bd29da9c5aa07704333ddc7
https://doi.org/10.1080/10835547.2019.12091526
https://doi.org/10.1080/10835547.2019.12091526
Publikováno v:
Financial Analysts Journal. 75:32-47
In 2008, the US mortgage market collapsed under a lack of transparency, incorrect pricing, and underestimated risk. Price indexes, however, could help investment managers monitor assets that are heterogeneous or infrequently traded. Responding to nee
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::def4c0ce76c0b25e35074c2d045fbc4a
https://doi.org/10.1080/0015198x.2018.1547051
https://doi.org/10.1080/0015198x.2018.1547051
Publikováno v:
Real Estate Economics. 47:365-398
We construct the first large-scale panel of annual house price indices for cities, counties, 3-digit ZIP codes, and 5-digit ZIP codes in the United States from 1975 through 2015 using source data with nearly 100 million transactions. Appreciation rat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88801fefd75b075923067d6f382b7f75
https://doi.org/10.1111/1540-6229.12233
https://doi.org/10.1111/1540-6229.12233
Publikováno v:
The Journal of Real Estate Finance and Economics. 58:201-222
Mortgage credit risk measurement hinges on the choice of a house price stress path, which is used to project loan losses and determine financial capital requirements. House price paths are commonly constructed at national or state levels and shock sc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a24da8bb6f50f70724874008947808ea
https://doi.org/10.1007/s11146-017-9643-y
https://doi.org/10.1007/s11146-017-9643-y
Publikováno v:
The Journal of Fixed Income. 26:5-15
Assessments of market risk for economic or regulatory capital typically involve calculating a portfolio’s sensitivity to key risk factor movements. In this article, we describe how to generate shocks to prepayment rates and mortgage security option
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::daa16d9cf309a1346b48d9adc10c5437
https://doi.org/10.3905/jfi.2016.26.2.005
https://doi.org/10.3905/jfi.2016.26.2.005
Publikováno v:
The Journal of Real Estate Finance and Economics. 61:732-733
The article Local House Price Paths: Accelerations, Declines, and Recoveries written by Alexander N. Bogin, William M. Doerner and William D. Larson was originally published electronically on the publisher’s internet portal (currently SpringerLink)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6070dd0cdd0b7091930af4fea7a3bfa0
https://doi.org/10.1007/s11146-019-09726-8
https://doi.org/10.1007/s11146-019-09726-8
Publikováno v:
National Tax Journal. 68:59-92
Property tax appeals provide property owners with a mechanism to challenge their assessments and reduce their property tax bill. Appeals are frequently filed not by the homeowner but by a tax representative who often works on their behalf for a conti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1e6fec2957258f732732b0e77a082c1
https://doi.org/10.17310/ntj.2015.1.03
https://doi.org/10.17310/ntj.2015.1.03
Autor:
William M. Doerner, Andrew Leventis
Publikováno v:
Journal of Housing Research. 24:127-146
Trends in residential house values can be expressed by changes in House Price Indexes (HPIs). HPIs are based on observed prices and help guide real estate activities. Since the recent housing crash, distressed sales have increased in numbers and have
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f9f15a8ae0f5127141e86ab30016c7cd
https://doi.org/10.1080/10835547.2015.12092100
https://doi.org/10.1080/10835547.2015.12092100
Autor:
Alexander N. Bogin, William M. Doerner
Publikováno v:
The Journal of Risk Finance. 15:591-611
Purpose – This paper aims to describe a robust empirical approach to generating plausible historically based interest rate shocks, which can be applied to any market environment. These interest rate shocks can be readily linked to movements in othe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::025cfc55f44bdfafa90466af1c8b3f2b
https://doi.org/10.1108/jrf-03-2014-0036
https://doi.org/10.1108/jrf-03-2014-0036
Publikováno v:
The Journal of Real Estate Finance and Economics. 62:164-164
The article How Low Can House Prices Go? Estimating a Conservative Lower Bound, written by Alexander N. Bogin, Stephen D. Bruestle, and William M. Doerner, was originally published electronically on the publisher’s internet portal (currently Spring
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d6e1341e82f34cb1adec438ca78dc2a3
https://doi.org/10.1007/s11146-019-09728-6
https://doi.org/10.1007/s11146-019-09728-6