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Financing constraints, employment, and labor compensation : evidence from the subprime mortgage crisis

Popov, Alexander; Rocholl, Jörg - 2015

Persistent link: https://www.econbiz.de/10011288622

Government loan guarantees, market liquidity, and lending standards

Ahnert, Toni; Kuncl, Martin - 2022

-sponsored mortgage guarantees by Fannie Mae and Freddie Mac. …

Persistent link: https://www.econbiz.de/10013342211

Modelling short-term interest rate spreads in the euro money market

Cassola, Nuno; Morana, Claudio - 2008

In the framework of a new money market econometric model, we assess the degree of precision achieved by the European Central Bank ECB) in meeting its operational target for the short-term interest rate and the impact of the U.S. sub-prime credit crisis on the euro money market during the second...

Persistent link: https://www.econbiz.de/10003826033

The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds

Cassola, Nuno; Hortaçsu, Ali; Kastl, Jakub - 2011

We study European banks’ demand for short-term funds (liquidity) during the summer 2007 subprime market crisis. We use bidding data from the European Central Bank's auctions for one-week loans, their main channel of monetary policy implementation. Our analysis provides a high-frequency,...

Persistent link: https://www.econbiz.de/10009380433

Home, safe home : cross-country monitoring framework for vulnerabilities in the residential real estate sector

Bengtsson, Elias; Grothe, Magdalena; Lepers, Etienne - 2017

This paper proposes a framework for monitoring vulnerabilities related to the residential real estate sector in a cross-country context. The framework might be useful for complementing or cross-checking signals available from existing approaches. It takes into account three dimensions of real...

Persistent link: https://www.econbiz.de/10011710115

Housing finance and monetary policy

Calza, Alessandro; Stracca, Livio; Monacelli, Tommaso - 2009

main facts: first, the features of residential mortgage markets differ markedly across industrialized countries; second … house prices is significantly stronger in those countries with larger flexibility/development of mortgage markets; third …, the transmission to consumption is stronger only in those countries where mortgage equity release is common and mortgage …

Persistent link: https://www.econbiz.de/10003867073

The pricing of subprime mortgage risk in good times and bad : evidence from the ABX.HE indices

Fender, Ingo; Scheicher, Martin - 2009

This paper investigates the market pricing of subprime mortgage risk on the basis of data for the ABX.HE family of … indices, which have become a key barometer of mortgage market conditions during the recent financial crisis. After an … banks’ balance sheetssuch as the US Troubled Asset Relief Program (TARP) in its original form. -- ABX index ; mortgage …

Persistent link: https://www.econbiz.de/10003866554

Subprime consumer credit demand : evidence from a lender's pricing experiment

Alan, Sule; Dumitrescu, Ruxandra; Lóránth, Gyöngyi - 2011

We test the interest rate sensitivity of subprime credit card borrowers using a unique panel data set from a UK credit card company. What is novel about our contribution is that we were given details of a randomized interest rate experiment conducted by the lender between October 2006 and...

Persistent link: https://www.econbiz.de/10008902391

Debt overhang and deleveraging in the US household sector : gauging the impact on consumption

Albuquerque, Bruno; Krustev, Georgi - 2015

Persistent link: https://www.econbiz.de/10011349814

Liquidity constraints and demand for maturity the case of mortgages

Ferrari, Alessandro; Loseto, Marco - 2023

Using administrative data on mortgages issued in Italy between 2018 and 2019, this paper estimates loan demand elasticities to maturity and interest rate. We find that households are responsive to both contract terms: a 1% decrease in interest rate increases the average loan size by 0.22%...

Persistent link: https://www.econbiz.de/10014478506

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