Che-Chun Lin
Names
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Che-Chun |
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Lin |
Identifer
Contact
Affiliations
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National Tsing Hua University
/ Department of Quantitative Finance
Research profile
author of:
- An Options-Based Model of Mortgage Servicing Rights (RePEc:arz:wpaper:eres2004_504)
by Richard J. Buttimer & Che-Chun Lin - Pricing Of Credit-Sensitivity Residential Mortgage Asset Backed Securities Tranches (RePEc:arz:wpaper:eres2010_186)
by Che-Chun Lin & Man Cho & Tyler T. Yang - Individual Homebuyer's Loan Selection under the Differential Risk of Mortgage Products (RePEc:arz:wpaper:eres2013_6)
by Che-Chun Lin - Long- and short-term price behaviors in presale housing markets in Taiwan (RePEc:eee:ecanpo:v:74:y:2022:i:c:p:350-364)
by Wang, Wen-Kai & Lin, Che-Chun & Tsai, I-Chun - A re-examination of housing bubbles: Evidence from European countries (RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000334)
by Tsai, I-Chun & Lin, Che-Chun - Differential default risk among traditional and non-traditional mortgage products and capital adequacy standards (RePEc:eee:finana:v:27:y:2013:i:c:p:115-122)
by Lin, Che-Chun & Prather, Larry J. & Chu, Ting-Heng & Tsay, Jing-Tang - State transformation of information spillover in asset markets and effective dynamic hedging strategies (RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880)
by Wang, Yu-Min & Lin, Che-Chun & Tsai, I-Chun - Another application of call options: Explaining the divergence between the housing market and the rental market (RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300034x)
by Lee, Hung-Wei & Lin, Che-Chun & Tsai, I-Chun - Valuing US and Canadian mortgage servicing rights with default and prepayment (RePEc:eee:jhouse:v:14:y:2005:i:3:p:194-211)
by Buttimer, Richard Jr. & Lin, Che-Chun - Curtailment as a mortgage performance indicator (RePEc:eee:jhouse:v:14:y:2005:i:3:p:294-314)
by Lin, Che-Chun & Yang, Tyler T. - An approximation approach for valuing reverse mortgages (RePEc:eee:jhouse:v:25:y:2014:i:c:p:39-52)
by Tsay, Jing-Tang & Lin, Che-Chun & Prather, Larry J. & Buttimer, Richard J. - The ability of energy commodities to hedge the dynamic risk of epidemic black swans (RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338)
by Tsai, I-Chun & Chen, Han-Bo & Lin, Che-Chun - Mortgage Curtailment and Default (RePEc:ire:issued:v:08:n:01:2005:p:95-109)
by Che-Chun Lin & Ting-Heng Chu & Larry J. Prather & Perry Wang - Pricing Mortgage-Backed Securities-First Hitting Time Approach (RePEc:ire:issued:v:21:n:04:2018:p:419-446)
by Jing-Tang Tsay & Che-Chun Lin & Jerry T. Yang - Variations and Influences of Connectedness among US Housing Markets (RePEc:ire:issued:v:22:n:01:2019:p:27-58)
by I-Chun Tsai & Che-Chun Lin - Collateral Risk in Residential Mortgage Defaults (RePEc:kap:jrefec:v:42:y:2011:i:2:p:115-142)
by Tyler Yang & Che-Chun Lin & Man Cho - Valuation of Mortgage Servicing Rights with Foreclosure Delay and Forbearance Allowed (RePEc:kap:rqfnac:v:26:y:2006:i:1:p:41-54)
by Che-Chun Lin & Ting-Heng Chu & Larry Prather - Influence of migration policy risk on international market segmentation: analysis of housing and rental markets in the euro area (RePEc:taf:reroxx:v:36:y:2023:i:1:p:2121740)
by I-Chun Tsai & Che-Chun Lin - Valuing Individual Mortgage Servicing Contracts: A Comparison between Adjustable Rate Mortgages and Fixed Rate Mortgages (RePEc:wsi:rpbfmp:v:08:y:2005:i:01:n:s021909150500035x)
by Che-Chun Lin & Lan-Chih Ho - Sizing and Performance of Fixed-Rate Residential Mortgage Asset-Backed Securities Tranches (RePEc:wsi:rpbfmp:v:16:y:2013:i:04:n:s0219091513500240)
by Che-Chun Lin & Jow-Ran Chang & Ting-Heng Chu & Larry J. Prather