Narrow search
Showing 1 - 10 of 111
Cover Image
Macro to the rescue? : an analysis of macroprudential instruments to regulate housing credit
Falter, Alexander - 2019
of macroprudential instruments addressing mortgage credit. The model compares the introduction of a loan-to-value ratio …
Persistent link: https://www.econbiz.de/10012034723
Cover Image
Household external finance and consumption
Besley, Timothy (contributor); Meads, Neil (contributor);  … - 2008
This paper uses mortgage data to construct a measure of terms on which households access to external finance, and … spread paid by risky borrowers in the mortgage market. There is evidence that the terms of access to external finance matter …
Persistent link: https://www.econbiz.de/10003770102
Cover Image
Risk heterogeneity and credit supply : evidence from the mortgage market
Besley, Timothy; Meads, Neil; Surico, Paolo - 2010
This paper uses a unique data set on more than 600,000 mortgage contracts to estimate a credit supply function which … are suggestive of considerable risk heterogeneity with riskier borrowers penalised more for borrowing more. -- mortgage …
Persistent link: https://www.econbiz.de/10008695862
Cover Image
Practical issues in mortgage finance with applications to the standard and indexed mortgages
Ryba, A.; Damus, S.; Carri`ere, J. - 1983
Persistent link: https://www.econbiz.de/10003509552
Cover Image
Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?
Ongena, Steven; Tümer-Alkan, Günseli; Westernhagen, … - 2015
We investigate how differential exposures by German banks to the US real estate market during the recent financial crisis affect their corporate lending in Germany. Using unique bank-level exposure data, we distinguish between three different types of bank exposures, i.e. direct exposure to the...
Persistent link: https://www.econbiz.de/10011280084
Cover Image
The distribution of debt across euro area countries : the role of individual characteristics, institutions and credit conditions
Bover, Olympia; Casado, Jose Maria; Costa, Sónia; Du … - 2014
the main mortgage. Second, we examine the role of legal and economic institutions in accounting for these differences. We … youngest group of households borrow lower amounts (conditional on borrowing), and the mortgage interest rates paid by low …
Persistent link: https://www.econbiz.de/10010249770
Cover Image
The making of America’s imbalances
Schularick, Moritz; Wachtel, Paul - 2012
separate trends: a sharp fall in the asset acquisition of American households in the 1990s, and an explosion of mortgage … that the American credit boom of the 2000s had few direct links to reserve accumulation in emerging markets. The mortgage …
Persistent link: https://www.econbiz.de/10009580848
Cover Image
The impact of borrower-based instruments on household vulnerability in Germany
Barasinska, Nataliya; Ludwig, Johannes; Vogel, Edgar - 2021 - This version: June 22, 2021
hypothetical activation shows that the introduction of a cap on the loan-to-value (LTV) ratio of new mortgage loans in Germany …
Persistent link: https://www.econbiz.de/10012589225
Cover Image
A model of mortgage losses and its applications for macroprudential instruments
Hott, Christian - 2013
We develop a theoretical model of mortgage loss rates that evaluates their main underlying risk factors. Following the … mortgage loss rates. In addition, we show potential applications of the model for different macroprudential instruments: stress …
Persistent link: https://www.econbiz.de/10010192836
Cover Image
The paradox of the Joneses : superstar houses and mortgage frenzy in Suburban America
Bellet, Clement - 2017
Persistent link: https://www.econbiz.de/10011629573