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Housing, consumption, and credit constraints

Lehnert, Andreas (contributor) - 2004

"I test the credit-market effects of housing wealth shocks by estimating the consumption elasticity of house price shocks among households in different age quintiles. Younger households face faster expected income growth and hence would like to borrow more than older households. I estimate...

Persistent link: https://www.econbiz.de/10002392629

Bank failures, capital buffers, and exposure to the housing market bubble

Kara, Gazi I.; Vojtech, Cindy M. - 2017

have higher mortgage delinquency and charge-off rates and significantly higher probabilities of failure during the last … stronger capital buffers. Our results suggest that there is scope for improved measures of mortgage loan risk that could be …

Persistent link: https://www.econbiz.de/10011803674

Housing bust, bank lending & employment : evidence from multimarket banks

Glancy, David - 2017

Persistent link: https://www.econbiz.de/10011803685

Recourse as shadow equity : evidence from commercial real estate loans

Glancy, David; Kurtzman, Robert; Loewenstein, Lara; … - 2021

Persistent link: https://www.econbiz.de/10012705043

A crisis of missed opportunities? : foreclosure costs and mortgage modification during the Great Recession

Gabriel, Stuart A.; Iacoviello, Matteo; Lutz, Chandler - 2020

Persistent link: https://www.econbiz.de/10012388711

The impact of credit risk mispricing on mortgage lending during the subprime boom

Kahn, James A.; Kay, Benjamin S. - 2019

We provide new evidence that credit supply shifts contributed to the U.S. subprime mortgage boom and bust. We collect … original data on both government and private mortgage insurance premiums from 1999-2016, and document that prior to 2008 …

Persistent link: https://www.econbiz.de/10012181334