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A Dynamic Model of Subprime Mortgage Default : Estimation and Policy Implications
Bajari, Patrick - 2013
The increase in defaults in the subprime mortgage market is widely held to be one of the causes behind the recent financial turmoil. Key issues of policy concern include quantifying the role of various factors, such as home price declines and loosened underwriting standards, in the recent...
Persistent link: https://www.econbiz.de/10013085919
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A Dynamic Model of Subprime Mortgage Default : Estimation and Policy Implications
Bajari, Patrick - 2013
The increase in defaults in the subprime mortgage market is widely held to be one of the causes behind the recent financial turmoil. Key issues of policy concern include quantifying the role of various factors, such as home price declines and loosened underwriting standards, in the recent...
Persistent link: https://www.econbiz.de/10012459811
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The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 22 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
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Recovery risk for creditors and shareholders
Schmitt, Claus - 2016
Persistent link: https://www.econbiz.de/10011492085
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Systematic and liquidity risk in subprime-mortgage backed securities
Dungey, Mardi H.; Dwyer, Gerald P. <jun.>; Flavin, Thomas J. - In: Open economies review 24 (2013) 1, pp. 5-32
Persistent link: https://www.econbiz.de/10009737967
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The subprime problem : causes and lessons
Adelson, Mark H.; Jacob, David P. - In: The journal of structured finance 14 (2008) 1, pp. 12-17
Persistent link: https://www.econbiz.de/10003786317
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Foreclosed : high-risk lending, deregulation, and the undermining of America's mortgage market
Immergluck, Daniel - 2009
Persistent link: https://www.econbiz.de/10003782045
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Housing markets and the economy : risk, regulation, and policy
Glaeser, Edward L. (contributor); Case, Karl E. (honouree);  … - 2009
Persistent link: https://www.econbiz.de/10003772491
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The panic of 2007
Gorton, Gary - In: Maintaining stability in a changing financial system : …, (pp. 131-262). 2009
Persistent link: https://www.econbiz.de/10003838319
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Die Krise auf dem amerikanischen Subprime-Hypothekenmarkt : Ursachen und volkswirtschaftliche Auswirkungen
Mandelboym, Tatjana - 2008
Persistent link: https://www.econbiz.de/10003792438