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Majoritarian vs. minoritarian defaults.(response to article by Barry E. Alder in this issue, p. 1547)
Recent theoretical analysis of contract default roles has devoted significant attention to the use of penalty default roles as a way to induce a contractor to reveal private information. Penalty default roles demonstrate how efficient roles cannot be derived by simply asking what most parties would

Publication: Stanford Law Review

Determinants of multifamily mortgage default.
Option-based models of mortgage default posit that the central measure of default risk is the loan-to-value (LTV) ratio. We argue, however, that an unrecognized problem with extending the basic option model to existing multifamily and commercial mortgages is that key variables in the option model

Publication: Real Estate Economics

Mortgage Lending, Sample Selection and Default.(Statistical Data Included)
Stephen L. Ross Traditional models of mortgage default suffer from sample-selection bias because they do not control for the loan approval process. This paper estimates a sample-selection-corrected default model using the 1990 Boston Federal Reserve loan application sample and the 1992 Federal

Publication: Real Estate Economics

3 Investigating the performance of alternative default-risk models: option-based versus accounting-based approaches.
Abstract: In this paper we evaluate the performance of three alternate default-risk models, seeking to find that measure which performs best, using a comprehensive sample drawn from the Australian equities market. The first two models are option-based models and are derived from Merton's (1974)

Publication: Australian Journal of Management

Survival and default of original issue high-yield bonds.
We study the default behavior of original issue high-yield bonds to answer the open question of how the probability of default changes over time. We use a flexible econometric method, the Cox proportional hazard, to model the default behavior of junk bonds over their life. The method allows us to

Publication: Financial Management

Valuation Models for Default-Risky Securities: An Overview.
Valuing financial securities often assumes that the contractual obligations of the security are going to be honored. However, frequently a party to a contract will default on its obligations. An issuer of a corporate bond may be unable to make its promised coupon and principal payments, and a party

Publication: Economic Review (Atlanta, Ga.)