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Tracking and stress-testing U.S. household leverage
Fuster, Andreas; Guttman-Kenney, Benedict; Haughwout, Andrew - 2016
Borrowers' housing equity is an important component of their wealth and a critical determinant of their vulnerability to shocks. In this paper, we create a unique data set that allows us to provide a comprehensive look at the ratio of housing debt to housing values - what we refer to as...
Persistent link: https://www.econbiz.de/10011523769
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Payment size, negative equity, and mortgage default
Fuster, Andreas; Willen, Paul - 2012
Surprisingly little is known about the importance of mortgage payment size for default, as efforts to measure the …. -- mortgage finance ; delinquency ; ARMs ; Alt-A ; TrueLTV …
Persistent link: https://www.econbiz.de/10009664073
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Understanding Mortgage Spreads
Boyarchenko, Nina; Fuster, Andreas; Lucca, David O. - 2014
Spreads of agency mortgage-backed securities (MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10010404146
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Payment size, negative equity and mortage default
Fuster, Andreas; Willen, Paul - 2013
Persistent link: https://www.econbiz.de/10010126671
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Payment size, negative equity, and mortgage default
Fuster, Andreas; Willen, Paul - In: American economic journal : a journal of the American … 9 (2017) 4, pp. 167-191
Persistent link: https://www.econbiz.de/10011785450
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Payment size, negative equity, and mortgage default
Fuster, Andreas; Willen, Paul - 2012 - Version of: November 10, 2012
Surprisingly little is known about the importance of mortgage payment size for default, as efforts to measure the …
Persistent link: https://www.econbiz.de/10009684239
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Payment Size, Negative Equity, and Mortgage Default
Fuster, Andreas - 2013
Surprisingly little is known about the importance of mortgage payment size for default, as efforts to measure the …
Persistent link: https://www.econbiz.de/10012459316
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Understanding mortgage spreads
Boyarchenko, Nina; Fuster, Andreas; Lucca, David O. - In: The review of financial studies 32 (2019) 10, pp. 3799-3850
Persistent link: https://www.econbiz.de/10012108155
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Understanding Mortgage Spreads
Boyarchenko, Nina - 2018
Most mortgages in the U.S. are securitized in agency mortgage-backed securities (MBS). Yield spreads on these …
Persistent link: https://www.econbiz.de/10012937951
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Payment Size, Negative Equity, and Mortgage Default
Fuster, Andreas - 2013
Surprisingly little is known about the importance of mortgage payment size for default, as efforts to measure the …
Persistent link: https://www.econbiz.de/10013077640