donald keenan

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Affiliations

• Université de Cergy-Pontoise / Théorie Économique, Modélisation, Application (THEMA)
  • EDIRC entry
  • location:

Research profile

author of:

• The Output Distribution Frontier: Comment (RePEc:aea:aecrev:v:71:y:1981:i:4:p:796-99)
  by Keenan, Donald & Rubin, Paul H
• A Valuation Approach In Housing Boom And Bust Cycles (RePEc:afr:wpaper:2019-067)
  by Donald C. Keenan & Taewon Kim & Daniel C. Lee
• Mortgage Rates vs. the Corporate Bond Yield Index: Their Impact on the Housing Market in California during the Time of Qes (RePEc:arz:wpaper:eres2016_267)
  by Taewon Kim & Daniel Lee & Yalan Feng & Donald Keenan
• Uniqueness, stability, and local comparative statics for competitive equilibrium (RePEc:bla:ijethy:v:11:y:2015:i:2:p:169-176)
  by Donald C. Keenan & Taewon Kim
• The Private Provision of Public Goods under Uncertainty: A Symmetric‐Equilibrium Approach (RePEc:bla:jpbect:v:8:y:2006:i:5:p:863-873)
  by Donald C. Keenan & Iltae Kim & Ronald S. Warren
• Direction And Intensity Of Risk Preference At The Third Order (RePEc:bla:jrinsu:v:85:y:2018:i:2:p:355-378)
  by Donald C. Keenan & Arthur Snow
• Rational Pricing of Adjustable Rate Mortgages (RePEc:bla:reesec:v:13:y:1985:i:2:p:117-128)
  by James B. Kau & Donald C. Keenan & Walter J. Muller & James F. Epperson
• Pricing Default Risk in Mortgages (RePEc:bla:reesec:v:13:y:1985:i:3:p:261-272)
  by James F. Epperson & James B. Kau & Donald C. Keenan & Walter J. Muller
• Taxes, Points and Rationality in the Mortgage Market (RePEc:bla:reesec:v:15:y:1987:i:3:p:168-184)
  by James B. Kau & Donald Keenan
• Transaction Costs, Suboptimal Termination and Default Probabilities (RePEc:bla:reesec:v:21:y:1993:i:3:p:247-263)
  by James B. Kau & Donald C. Keenan & Taewon Kim
• The Impact of Second Loans on Subprime Mortgage Defaults (RePEc:bla:reesec:v:41:y:2013:i:4:p:858-886)
  by Michael D. Eriksen & James B. Kau & Donald C. Keenan
• Delinquencies, Default and Borrowers' Strategic Behavior toward the Modification of Commercial Mortgages (RePEc:bla:reesec:v:49:y:2021:i:3:p:936-967)
  by Stephen L. Buschbom & James B. Kau & Donald C. Keenan & Constantine Lyubimov
• A Complete Characterization of Potential Compensation Tests of Hicksian Welfare Measures (RePEc:cje:issued:v:32:y:1999:i:1:p:215-233)
  by Donald Keenan & Arthur Snow
• The Theory of Housing and Interest Rates (RePEc:cup:jfinqa:v:15:y:1980:i:04:p:833-847_01)
  by Kau, James B. & Keenan, Donald
• Competition, collusion, and chaos (RePEc:eee:dyncon:v:17:y:1993:i:3:p:327-353)
  by Keenan, Donald C. & O'Brien, Mike J.
• Global stability for homothetic preferences in a distribution economy (RePEc:eee:ecolet:v:18:y:1985:i:2-3:p:101-104)
  by Keenan, Donald
• Reversibly greater downside risk aversion by a prudence-based measure (RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004456)
  by Keenan, Donald C. & Snow, Arthur
• The law of demand implies limits to chaos (RePEc:eee:ecolet:v:69:y:2000:i:3:p:313-317)
  by Keenan, Donald & Kim, Taewon
• Shadow interest groups and safety regulation (RePEc:eee:irlaec:v:8:y:1988:i:1:p:21-36)
  by Keenan, Donald & Rubin, Paul H.
• The valuation and securitization of commercial and multifamily mortgages (RePEc:eee:jbfina:v:11:y:1987:i:3:p:525-546)
  by Kau, James B. & Keenan, Donald C. & Muller, Walter III & Epperson, James F.
• Aggregate Substitution Effects Implying Global Stability (RePEc:eee:jetheo:v:101:y:2001:i:1:p:317-329)
  by Keenan, Donald C.
• Greater downside risk aversion in the large (RePEc:eee:jetheo:v:144:y:2009:i:3:p:1092-1101)
  by Keenan, Donald C. & Snow, Arthur
• Greater prudence and greater downside risk aversion (RePEc:eee:jetheo:v:145:y:2010:i:5:p:2018-2026)
  by Keenan, Donald C. & Snow, Arthur
• A note on bias resulting from imposing expedient conditions on mortgage valuation models (RePEc:eee:jhouse:v:2:y:1992:i:2:p:185-198)
  by Chin, Lawrence K. H. & Kau, James B. & Keenan, Donald C. & Muller, Walter III
• Foundations of non-cooperative game theory, Klaus Ritzberger, Oxford University Press, Oxford, 2000/2, 353 pages, ISBN: 019924785, $80.00, paperback 353 pages, ISBN: 019924786, $29.95, hardcover (RePEc:eee:joepsy:v:25:y:2004:i:5:p:675-677)
  by Keenan, Donald
• On the theory of interest rates, consumer durables, and the demand for housing (RePEc:eee:juecon:v:10:y:1981:i:2:p:183-200)
  by Kau, James B. & Keenan, Donald
• Default Probabilities for Mortgages (RePEc:eee:juecon:v:35:y:1994:i:3:p:278-296)
  by Kau James B. & Keenan Donald C. & Kim Taewon
• Subprime mortgage default (RePEc:eee:juecon:v:70:y:2011:i:2-3:p:75-87)
  by Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V.
• Subprime mortgage default (RePEc:eee:juecon:v:70:y:2011:i:2:p:75-87)
  by Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V.
• Ross risk vulnerability for introductions and changes in background risk (RePEc:eee:mateco:v:48:y:2012:i:4:p:197-206)
  by Keenan, Donald C. & Snow, Arthur
• Greater parametric downside risk aversion (RePEc:eee:mateco:v:71:y:2017:i:c:p:119-128)
  by Keenan, Donald C. & Snow, Arthur
• Bringing order to rankings of utility functions by strong increases in nth order aversion to risk (RePEc:eee:mateco:v:78:y:2018:i:c:p:35-44)
  by Keenan, Donald C. & Snow, Arthur
• Further remarks on the Global Newton method (RePEc:eee:mateco:v:8:y:1981:i:2:p:159-165)
  by Keenan, Donald
• Uniqueness and global stability in general equilibrium theory (RePEc:eee:mateco:v:9:y:1982:i:1-2:p:23-25)
  by Keenan, Donald
• Diagonal dominance and global stability (RePEc:eee:matsoc:v:65:y:2013:i:3:p:217-221)
  by Keenan, Donald C. & Kim, Taewon
• Inflation, taxes and housing: A theoretical analysis (RePEc:eee:pubeco:v:21:y:1983:i:1:p:93-104)
  by Kau, James B. & Keenan, Donald
• Patterns of rational default (RePEc:eee:regeco:v:29:y:1999:i:6:p:765-785)
  by Kau, James B. & Keenan, Donald C.
• Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion (RePEc:ema:worpap:2017-20)
  by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Jean-Luc Prigent & Donald Keenan & Mahdi Mokrane
• Voluntary Public-Good Provisions Under Uncertainty with Nash and Non-Nash Behavior (RePEc:fth:georec:428)
  by Keenan, D.E. & Kim, I. & Waren, R.S.Jr.
• Morishima Systems and Global Stability (RePEc:ier:iecrev:v:31:y:1990:i:1:p:11-16)
  by Keenan, Donald C
• The Valuation and Analysis of Adjustable Rate Mortgages (RePEc:inm:ormnsc:v:36:y:1990:i:12:p:1417-1431)
  by James B. Kau & Donald C. Keenan & Walter J. Muller & James F. Epperson
• Pricing a Class of American and European Path Dependent Securities (RePEc:inm:ormnsc:v:41:y:1995:i:12:p:1892-1899)
  by Jimmy E. Hilliard & James B. Kau & Donald C. Keenan & Walter J. Muller, III
• Housing Prices at the Time of QEs in California: Effect of Mortgage Rates (RePEc:jfr:ijfr11:v:8:y:2017:i:2:p:1-6)
  by Yalan Feng & Donald C. Keenan & Taewon Kim & Daniel C. Lee
• Strong Increases in Downside Risk Aversion (RePEc:kap:geneva:v:41:y:2016:i:2:d:10.1057_s10713-016-0012-1)
  by Donald C. Keenan & Arthur Snow
• Catastrophic Default and Credit Risk for Lending Institutions (RePEc:kap:jfsres:v:15:y:1999:i:2:p:87-102)
  by James Kau & Donald Keenan
• The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment (RePEc:kap:jrefec:v:11:y:1995:i:1:p:5-36)
  by Kau, James B. & Keenan, Donald C. & Muller III, Walter J. & Epperson, James F.
• Pricing Commercial Mortgages and Their Mortgage-Backed Securities (RePEc:kap:jrefec:v:3:y:1990:i:4:p:333-56)
  by Kau, James B & Keenan, Donald C. & Muller III, Walter J. & Epperson, James F.
• Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models (RePEc:kap:jrefec:v:33:y:2006:i:3:p:183-196)
  by James Kau & Donald Keenan & Alexey Smurov
• Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) (RePEc:kap:jrefec:v:39:y:2009:i:2:p:107-117)
  by James Kau & Donald Keenan & Yildiray Yildirim
• An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects (RePEc:kap:jrefec:v:42:y:2011:i:1:p:51-67)
  by James Kau & Donald Keenan & Xiaowei Li
• Leverage and Mortgage Foreclosures (RePEc:kap:jrefec:v:42:y:2011:i:4:p:393-415)
  by James Kau & Donald Keenan & Alexey Smurov
• Asymmetric Information in the Subprime Mortgage Market (RePEc:kap:jrefec:v:44:y:2012:i:1:p:67-89)
  by James Kau & Donald Keenan & Constantine Lyubimov & V. Slawson
• Racial Discrimination and Mortgage Lending (RePEc:kap:jrefec:v:45:y:2012:i:2:p:289-304)
  by James Kau & Donald Keenan & Henry Munneke
• First Mortgages, Second Mortgages, and Their Default (RePEc:kap:jrefec:v:48:y:2014:i:4:p:561-588)
  by James Kau & Donald Keenan & Constantine Lyubimov
• Cornish-Fisher Expansion for Commercial Real Estate Value at Risk (RePEc:kap:jrefec:v:50:y:2015:i:4:p:439-464)
  by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Donald Keenan
• Spatial Dependence in Subprime Mortgage Defaults (RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09708-w)
  by Andréas Heinen & James B. Kau & Donald C. Keenan & Mi Lim Kim
• Greater Downside Risk Aversion (RePEc:kap:jrisku:v:24:y:2002:i:3:p:267-77)
  by Keenan, Donald C & Snow, Arthur
• Risk preferences and changes in background risk (RePEc:kap:jrisku:v:36:y:2008:i:2:p:139-152)
  by Donald Keenan & Donald Rudow & Arthur Snow
• The Schwarzian derivative as a ranking of downside risk aversion (RePEc:kap:jrisku:v:44:y:2012:i:2:p:149-160)
  by Donald Keenan & Arthur Snow
• The limits of the equity-efficiency tradeoff (RePEc:kap:pubcho:v:47:y:1985:i:3:p:425-436)
  by Donald Keenan & Paul Rubin
• A Theory of Dynamic Tariff and Quota Retaliation (RePEc:mar:magkse:201144)
  by Donald C. Keenan & Nadeem Naqvi & Gerald Pech
• A General Equilibrium Model of Congressional Voting (RePEc:oup:qjecon:v:97:y:1982:i:2:p:271-293.)
  by James B. Kau & Donald Keenan & Paul H. Rubin
• Locally Greater Vulnerability to Background Risk (RePEc:pal:genrir:v:28:y:2003:i:2:p:161-172)
  by Donald C. Keenan & Arthur Snow
• Strong Increases in Downside Risk Aversion (RePEc:pal:genrir:v:41:y:2016:i:2:d:10.1057_s10713-016-0012-1)
  by Donald C. Keenan & Arthur Snow
• Reversibly greater downside risk aversion (RePEc:pal:genrir:v:47:y:2022:i:2:d:10.1057_s10713-021-00072-5)
  by Donald C. Keenan & Arthur Snow
• Disease Ecology, Biodiversity, and the Latitudinal Gradient in Income (RePEc:plo:pbio00:1001456)
  by Matthew H Bonds & Andrew P Dobson & Donald C Keenan
• Poverty, Disease, and the Ecology of Complex Systems (RePEc:plo:pbio00:1001827)
  by Calistus N Ngonghala & Mateusz M Pluciński & Megan B Murray & Paul E Farmer & Christopher B Barrett & Donald C Keenan & Matthew H Bonds
• Closing the invisible hand: a rehabilitation of tâtonnement dynamics (RePEc:spr:jeicoo:v:17:y:2022:i:3:d:10.1007_s11403-021-00340-7)
  by Donald C. Keenan & Taewon Kim
• Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages (RePEc:ucp:jnlbus:v:66:y:1993:i:4:p:595-618)
  by Kau, James B & Keenan, Donald C & Muller, Walter J, III & Epperson, James F