近期论文
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Selected Accepted Journal Articles
Deng, Y. & Wei, S. & Wu, J. & Zhang, R. (2023). Secrets in Asset Purchases: Estimating the Unofficial Income of Officials Management Science
Deng, Y. & Han, C. & Li, T. & Wang, Y. (2023). The Effectiveness and Consequences of the Government’s Interventions for Hong Kong’s Residential Housing Markets Real Estate Economics
Chu, X. & Deng, Y. & Tsang, D. (2023). Firm Leverage and Stock Price Crash Risk: The Chinese Real Estate Market and Three-Red-Lines Policy Journal of Real Estate Finance and Economics
Selected Published Journal Articles
Zhang, Y. & Tu, Y. & Deng, Y. (2024). Duration-Dependent Transaction Tax Effects on Sellers and Their Behaviors Real Estate Economics
Zhang, Y. & Tu, Y. & Deng, Y. & Zhang, J. (2023). Behaviors of Flippers, Rental Housing Investors and Owner-Occupiers in the Singapore Private Housing Market Journal of Real Estate Research
Deng, Y. (2023). Macroprudential Policies and Financial Stability in a Small and Open Economy: The Case of Singapore: A Discussion Macro-financial Stability Policy in a Globalised World: Lessons from International Experience
Inoue, T. & Deng, Y. & Nishimura, K. & Shimizu, C. (2023). Changes in age structure and inflation rate: Verification using international panel data Price Dynamics in Goods and Assets Markets
Agarwal, S. & Deng, Y. & He, J. & Wang, Y. & Zhang, Q. (2023). Lenders’ Pricing Strategy: Do Neighborhood Risks Matter? Real Estate Economics
Li, T. & Barwick, P. & Deng, Y. & Huang, X. & Li, S. (2023). The COVID-19 Pandemic and Unemployment: Evidence from Mobile Phone Data in China Journal of Urban Economics
Deng, Y. & Meng, L. & Zhou, Y. (2022). The effectiveness and costs of non-pharmaceutical interventions on COVID-19 containment: A border discontinuous difference-in-difference approach China Economic Review
Agarwal, S. & Deng, Y. & Gu, Q. & He, J. & Qian, W. & Ren, Y. (2022). Mortgage Debt, Hand-to-Mouth Households, and Monetary Policy Transmission Review of Finance
Deng, Y. & Tang, Y. & Wang, P. & Wu, J. (2022). Does Spatial Misallocation in China’s Housing and Land Markets Drive Up Housing Prices? VoxChina
Onishi, J. & Deng, Y. & Shimizu, C. (2021). Green Premium in the Tokyo Office Building Market Sustainability
Deng, Y. & Gu, Q. & He, J. (2021). Reinforcement Learning and Mortgage Partial Prepayment Behavior Pacific-Basin Finance Journal
Agarwal, S. & Ang, S. & Deng, Y. & Wang, Y. (2021). Mortgage Brokers and the Effectiveness of Regulatory Oversights Management Science
Deng, Y. & Hu, M. & Lee, A. (2021). Melting Pot or Salad Bowl: Cultural Distance and Housing Investments Real Estate Economics
An, X. & Deng, Y. & Gabriel, S. (2021). Default Option Exercise over the Financial Crisis and Beyond Review of Finance
Agarwal, S. & Deng, Y. & He, J. (2020). Time Preferences, Mortgage Choice and Mortgage Default International Real Estate Review
Deng, Y. & Gyourko, J. & Li, T. (2019). Singapore’s Cooling Measures and Its Housing Market Journal of Housing Economics
Deng, Y. & Qin, Y. & Wu, J. (2019). Superstar Cities and the Globalization Pressures on Affordability Journal of Housing Economics
Agarwal, S. & Deng, Y. & Li, T. (2019). Environmental Regulation as a Double-edged Sword for Housing Markets: Evidence from the NOx Budget Trading Program Journal of Environmental Economics and Management
Deng, Y. & Liu, X. & Wei, S. (2018). One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility? Journal of Financial Economics
Deng, Y. & Girardin, E. & Joyeux, R. (2018). Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy China Economic Review
Yang, J. & Yu, Z. & Deng, Y. (2018). Housing Price Spillovers in China: A High-Dimensional Generalized VAR Approach. Regional Science and Urban Economics
Deng, Y. & Girardin, E. & Joyeux, R. & Shi, S. (2017). Did Bubbles Migrate from the Stock to the Housing Market in China between 2005 and 2010? Pacific Economic Review
Deng, Y. & Gyourko, J. & Wu, J. (2017). Evaluating Risk across Chinese Housing Markets VoxChina
Deng, Y. & Hu, M. & Srinivasan, A. (2017). Information Asymmetry and Organizational Structure: Evidence from Real Estate Investment Trusts Journal of Real Estate Finance and Economics
Deng, Y. (2017). Comments on Household Credit, Growth and Inequality in Malaysia: Does the Type of Credit Matter? BIS Papers
Deng, Y. (2017). The Risks in China’s Real Estate Market: The Current Status and the Future Tsinghua Financial Review
Zhu, H. & Deng, Y. & Zhu, R. & He, X. (2016). Fear of Nuclear Power? Evidence from Fukushima Nuclear Accident and Land Market in China Regional Science and Urban Economics
An, X. & Deng, Y. & Fisher, J. & Hu, M. (2016). Commercial Real Estate Rental Index: A Dynamic Panel Data Model Estimation Real Estate Economics
Wu, J. & Gyourko, J. & Deng, Y. (2016). Evaluating the Risk of Chinese Housing Markets: What We Know and What We Need to Know China Economic Review
Deng, Y. & Devos, E. & Rahman, S. & Tsang, D. (2016). The Role of Debt Covenants in the Investment Grade Bond Market – The REIT Experiment Journal of Real Estate Finance and Economics
Agarwal, S. & Deng, Y. & Luo, C. & Qian, W. (2016). The Hidden Peril: The Role of the Condo Loan Market in the Recent Financial Crisis Review of Finance
Deng, Y. & Sing, T. & Ren, C. (2015). The Story of Singapore’s Public Housing: From a Nation of Home-Seekers to a Nation of Homeowners (in Chinese) The Future of Public Housing: Ongoing Trends in the East and the West (in Chinese)
An, X. & Deng, Y. & Nichols, J. & Sanders, A. (2015). What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-backed Securities Journal of Real Estate Finance and Economics
Wu, J. & Deng, Y. (2015). Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches Journal of Real Estate Finance and Economics
Wu, J. & Gyourko, J. & Deng, Y. (2015). Real Estate Collateral Value and Investment: The Case of China Journal of Urban Economics
Deng, Y. & Morck, R. & Wu, J. & Yeung, B. (2015). China’s Pseudo-monetary Policy Review of Finance
Deng, Y. (2014). The Value of Land and Housing in China’s Residential Market The Oxford Companion to the Economics of China
Deng, Y. & McMillen, D. & Sing, T. (2014). Matching Indices for Thinly-Traded Commercial Real Estate in Singapore Regional Science and Urban Economics
Deng, Y. & Wu, J. (2014). Economic Returns to Residential Green Building Investment: The Developers’ Perspective Regional Science and Urban Economics
Wu, J. & Deng, Y. & Huang, J. & Morck, R. & Yeung, B. (2014). Incentives and Outcomes: China’s Environmental Policy Capitalism and Society
Pu, M. & Fan, G. & Deng, Y. (2014). Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry Journal of Real Estate Finance and Economics
Wu, J. & Deng, Y. & Liu, H. (2014). House Price Index Construction in the Nascent Housing Market: The Case of China Journal of Real Estate Finance and Economics
Deng, Y. & Sing, T. & Ren, C. (2013). The Story of Singapore’s Public Housing: From a Nation of Home-Seekers to a Nation of Homeowners The Future of Public Housing: Ongoing Trends in the East and the West
Ma, S. & Deng, Y. (2013). Evaluation of Reverse Mortgage Programs in Korea Seoul Journal of Business
An, X. & Deng, Y. & Nichols, J. & Sanders, A. (2013). Local Traits and Securitized Commercial Mortgage Default Journal of Real Estate Finance and Economics
Chen, J. & Deng, Y. (2013). Commercial Mortgage Workout Strategy and Conditional Default Probability: Evidence from Special Serviced CMBS Loans Journal of Real Estate Finance and Economics
Deng, Y. & Gabriel, S. & Nishimura, K. & Zheng, D. (2012). Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market Real Estate Economics
Deng, Y. & Gyourko, J. & Wu, J. (2012). Land and House Price Measurement in China Property Markets and Financial Stability
An, X. & Deng, Y. & Rosenblatt, E. & Yao, V. (2012). Model Stability and the Subprime Mortgage Crisis Journal of Real Estate Finance and Economics
Zheng, S. & Wu, J. & Kahn, M. & Deng, Y. (2012). The Nascent Market for ‘Green’ Real Estate in Beijing European Economic Review
Wu, J. & Gyourko, J. & Deng, Y. (2012). Evaluating Conditions in Major Chinese Housing Markets Regional Science and Urban Economics
Deng, Y. & McMillen, D. & Sing, T. (2012). Private Residential price Indices in Singapore: A Matching Approach Regional Science and Urban Economics
Deng, Y. & Li, Z. & Quigley, J. (2012). Economic Returns to Energy-Efficient Investments in the Housing Market: Evidence from Singapore Regional Science and Urban Economics
Deng, Y. (2012). Discussant Remarks on House Prices from Magazines, Realtors, and the Land Registry BIS Papers
Deng, Y. & Gabriel, S. & Sanders, A. (2011). CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities Journal of Housing Economics
An, X. & Deng, Y. & Gabriel, S. (2011). Asymmetric Information, Adverse Selection, and the Pricing of CMBS Journal of Financial Economics
Deng, Y. & Fei, P. (2011). Housing Finance in China China’s Housing Reform and Outcomes
Fei, P. & Ding, L. & Deng, Y. (2010). Correlation and Volatility Dynamics in REIT Returns: Performance and Portfolio Considerations Journal of Portfolio Analysis
An, X. & Deng, Y. (2010). Omitted Mobility Characteristics and Property Market Dynamics: Application to Mortgage Termination Journal of Real Estate Finance and Economics
Deng, Y. & Zhang , M. (2010). Is the Mean Return of Hotel Real Estate Stocks Apt to Overreact to Past Performance? Journal of Real Estate Finance and Economics
Deng, Y. & Gyourko, J. & Wu, J. (2010). Just How Risky are China’s Housing Markets? VoxEU
Ben-Shahar, D. & Deng, Y. & Sulganik, E. (2009). Property Appraisal in High-Rises: A Cooperative Game Theory Approach Journal of Housing Economics
An, X. & Deng, Y. & Gabriel, S. (2009). Value Creation through Securitization: Evidence from the CMBS Market Journal of Real Estate Finance and Economics
Deng, Y. & Liu, P. (2009). Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market Journal of Real Estate Finance and Economics
Deng, Y. & Quigley, J. (2008). Index Revision, House Price Risk, and the Market for House Price Derivatives Journal of Real Estate Finance and Economics
An, X. & Deng, Y. & Sanders , A. (2008). Subordinations Levels in Structured Financing Handbooks in Finance: Handbook of Financial Intermediation and Banking
Deng, Y. & Fei, P. (2008). Emerging Mortgage Markets in China Mortgage Markets Worldwide
An, X. & Bostic, R. & Deng, Y. & Gabriel, S. (2007). GSE Loan Purchases, The FHA, And Housing Outcomes In Targeted, Low-Income Neighborhoods Brookings-Wharton Papers on Urban Affairs: 2007
Zheng, D. & Deng, Y. & Gordon, P. & Dale-Johnson, D. (2007). An Examination of the Impact of Rent Control on Mobile Home Prices in California Journal of Housing Economics
Deng, Y. & Gabriel, S. (2006). Risk-Based Pricing and the Enhancement of Mortgage Credit Availability among Underserved and Higher Credit-Risk Populations Journal of Money, Credit and Banking
Clapp, J. & Deng, Y. & An, X. (2006). Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks Real Estate Economics
Deng, Y. & Pavlov, A. & Yang, L. (2005). Spatial Heterogeneity in Mortgage Terminations by Refinance, Sale, and Default Real Estate Economics
Deng, Y. & Zheng, D. & Ling, C. (2005). An Early Assessment of Residential Mortgage Performance in China Journal of Real Estate Finance and Economics
Deng, Y. & Ross, S. & Wachter, S. (2003). Racial Differences in Homeownership: The Effect of Residential Location Regional Science and Urban Economics
Deng, Y. & Gabriel, S. & Nothaft, F. (2003). Duration of Residence in the Rental Housing Markets Journal of Real Estate Finance and Economics
Ciochetti, B. & Deng, Y. & Lee, G. & Shilling, J. & Yao, R. (2003). A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias Journal of Real Estate Finance and Economics
Ciochetti, B. & Deng, Y. & Gao, B. & Yao, R. (2002). The Termination of Lending Relationships through Prepayment and Default in the Commercial Mortgage Markets: A Proportional Hazard Approach with Competing Risks Real Estate Economics
Calhoun , C. & Deng, Y. (2002). A Dynamic Analysis of Adjustable- and Fixed-Rate Mortgage Termination Journal of Real Estate Finance and Economics
Ambrose, B. & Capone, C. & Deng, Y. (2001). Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure Journal of Real Estate Finance and Economics
Deng, Y. & Quigley, J. & Van Order, R. (2000). Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options Econometrica
Deng, Y. (1997). Mortgage Termination: An Empirical Hazard Model with Stochastic Term Structure Journal of Real Estate Finance and Economics
Deng, Y. & Quigley, J. & Van Order, R. (1996). Mortgage Default and Low Downpayment Loans: The Costs of Public Subsidy Regional Science and Urban Economics
Selected Submitted Journal Articles
Deng, Y. & Tang, Y. & Wang, P. & Wu, J. (2020). Spatial Misallocation in Chinese Housing and Land Markets
Ambrose, B. & Deng, Y. & Li, H. & Wu, J. (2019). Understanding the Risk of China’s Local Government Debts and Its Linkage with Property Markets
Practitioner-Oriented Publications
Lee, K. & Krause, A. & Chandler, P. & Martin, A. & Coyne, M. & Dell, G. & Deng, Y. & Durbin, E. & Hahn, B. & Hideg, N. & Isakson, H. & Johnston, A. & Martin, A. & Miller, B. & Owen, K. & Palumbo, J. & Pratico, M. & Schafer, S. & Weldon, D. & Wijaya, D. (2023). The Appraisal Foundation Industry Advisory Council Automated Valuation Model (AVM) Task Force Report — Phase 2 The Appraisal Foundation
Deng, Y. & Wei, S. (2023). Measuring Corruption in China Project Syndicate
Chandler, P. & Martin, A. & Coyne, M. & Dell, G. & Deng, Y. & Durbin, E. & Edelstein, R. & He, Y. & Kennedy, L. & Krause, A. & Owen, K. & Panknin, J. & Pratico, M. & Schafer, S. & Vaughn, R. & Zuriff, M. & Cirincione, J. (2022). The Appraisal Foundation Industry Advisory Council Automated Valuation Model (AVM) Task Force Report The Appraisal Foundation
Deng, Y. (2022). A world in which only a few can afford housing is not sustainable 2022 Tsinghua PBCSF Global Finance Forum
Deng, Y. (2020). Why the World’s ‘Superstar Cities’ Are Not Sustainable WSB Forward Thinking Faculty Blog
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