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How effective were the Federal Reserve emergency liquidity facilities? : evidence from the asset-backed commercial paper money market mutual fund liquidity facility

Duygan-Bump, Burcu; Parkinson, Patrick M.; Rosengren, … - In: The journal of finance : the journal of the American … 68 (2013) 2, pp. 715-737

Persistent link: https://www.econbiz.de/10009730835

How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility

Duygan-Bump, Burcu - 2012

vulnerabilities of short-term credit markets and the role of central banks as back-stop liquidity providers to financial markets. The … Federal Reserve's response to financial disruptions in the United States importantly included creating liquidity facilities … interventions — the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility. Our findings indicate that this …

Persistent link: https://www.econbiz.de/10013116163

Collateralized borrowing and life-cycle portfolio choice

Willen, Paul; Kubler, Felix - 2006

Persistent link: https://www.econbiz.de/10003338483

Collateralized borrowing and life-cycle portfolio choice

Willen, Paul (contributor); Kubler, Felix (contributor) - 2006

We examine the effects of collateralized borrowing in a realistically parameterized life-cycle portfolio choice problem. We provide basic intuition in a two-period model and then solve a multi-period model computationally. Our analysis provides insights into life-cycle portfolio choice relevant...

Persistent link: https://www.econbiz.de/10003346703

Collateralized Borrowing and Life-Cycle Portfolio Choice

Willen, Paul - 2010

Persistent link: https://www.econbiz.de/10012761325

Collateralized Borrowing and Life-Cycle Portfolio Choice

Willen, Paul - 2006

Persistent link: https://www.econbiz.de/10012466360

Can't pay or won't pay? : unemployment, negative equity, and strategic default

Gerardi, Kristopher; Herkenhoff, Kyle F.; Ohanian, Lee E.; … - 2015

Persistent link: https://www.econbiz.de/10011415983

Identifying the effect of securitization on foreclosure and modification rates using early payment defaults

Adelino, Manuel; Gerardi, Kristopher; Willen, Paul - In: The journal of real estate finance and economics 49 (2014) 3, pp. 352-378

Persistent link: https://www.econbiz.de/10010422290

Mortgage-default research and the recent foreclosure crisis

Foote, Christopher L.; Willen, Paul - 2017 - This version: October 2017

This paper reviews recent research on mortgage default, focusing on the relationship of this research to the recent foreclosure crisis. Research on defaults was advanced both theoretically and empirically by the time the crisis began, but economists have moved the frontier further by improving...

Persistent link: https://www.econbiz.de/10011764548

Can't pay for won't pay? : unemployment, negative equity, and strategic default

Gerardi, Kristopher; Herkenhoff, Kyle F.; Ohanian, Lee E.; … - In: The review of financial studies 31 (2018) 3, pp. 1098-1131

Persistent link: https://www.econbiz.de/10011925301