Similar Search Results

Immigrants and Mortgage Delinquency in the United States

Lin, Zhenguo; Liu, Yingchun; Xie, Jia - Bank of Canada - 2015

We investigate the relationship between immigrant status and mortgage delinquency in the United States. We find that …

Persistent link: https://www.econbiz.de/10011115522

Fooled by Search: Housing Prices, Turnover and Bubbles

Peterson, Brian M. - Bank of Canada - 2012

This paper develops and estimates a model to explain the behaviour of house prices in the United States. The main finding is that over 70% of the increase in house prices relative to trend during the increase of house prices in the United States from 1995 to 2006 can be explained by a pricing...

Persistent link: https://www.econbiz.de/10009493656

Canadian City Housing Prices and Urban Market Segmentation

Allen, Jason; Amano, Robert; Byrne, David P.; Gregory, … - Bank of Canada - 2006

The authors provide a detailed empirical analysis of Canadian city housing prices. They examine the long-run relationship between city house prices in Canada from 1981 to 2005 as well as idiosyncratic relations between city prices and city-specific variables. The results suggest that city house...

Persistent link: https://www.econbiz.de/10005673287

Housing and mortgage markets in Canada

Smith, Lawrence B. - 1970

Persistent link: https://www.econbiz.de/10000668551

Institutional mortgage lending in Canada : 1954-1968 ; an econometric analysis

Smith, Lawrence B. - 1973

Persistent link: https://www.econbiz.de/10000668601

Price movements in the Canadian residential mortgage market

Allen, Jason; McVanel, Darcey - 2009

The authors empirically analyze the price-setting behaviour of the major Canadian banks in the residential mortgage … market over the period 19912007. They use weekly posted prices of the major mortgage providers to study the degree of … competition in mortgage price setting. Their results suggest that the residential mortgage market is imperfectly competitive. They …

Persistent link: https://www.econbiz.de/10003852802

Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults

Pesaran, M. Hashem; Xu, TengTeng - Bank of Canada - 2013

due to different realizations of firm-specific technology shocks, possibly leading to default by some firms. The paper … that, in the steady state, a firm’s default probability rises with its leverage ratio and the level of uncertainty in the …

Persistent link: https://www.econbiz.de/10010849962

Canadian Bank Balance-Sheet Management: Breakdown by Types of Canadian Financial Institutions

Chen, David Xiao; Damar, H. Evren; Soubra, Hani; … - Bank of Canada - 2012

The authors document leverage, capital and liquidity ratios of banks in Canada. These ratios are important indicators of different types of risk with respect to a bank’s balance-sheet management. Particular attention is given to the observations by different types of banks, including small...

Persistent link: https://www.econbiz.de/10010849976

A Model of Tiered Settlement Networks

Chapman, James; Chiu, Jonathan; Molico, Miguel - Bank of Canada - 2008

This paper develops a model of settlement system to study the endogenous structure of settlement networks, and the welfare consequences of clearing agent failure. The equilibrium degree of tiering is endogenously determined by the cost structure and the information structure. The degree of...

Persistent link: https://www.econbiz.de/10005220954

When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk-Taking Channel of Monetary Policy

Paligorova, Teodora; Santos, João A. C. - Bank of Canada - 2012

In an investigation of banks’ loan pricing policies in the United States over the past two decades, this study finds supporting evidence for the bank risk-taking channel of monetary policy. We show that banks charge lower spreads when they lend to riskier borrowers relative to the spreads they...

Persistent link: https://www.econbiz.de/10009653926

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