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Financial innovations and the stability of the housing market
Allen, Franklin; Barth, James R.; Yago, Glenn - In: National Institute economic review (2014) 230, pp. 16-33
Persistent link: https://www.econbiz.de/10010518907
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Designing macro-prudential policy in mortgage lending : do first time buyers default less?
Kelly, Robert; O'Malley, Terry; O'Toole, Conor - 2015
Persistent link: https://www.econbiz.de/10011317246
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The inefficiency of refinancing : why prepayment penalties are good for risky borrowers
Mayer, Chris; Piskorski, Tomasz; Tchistyi, Alexei - In: Journal of financial economics 107 (2013) 3, pp. 694-714
Persistent link: https://www.econbiz.de/10009730584
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The good, the bad and the impaired : a credit risk model of the Irish mortgage market
Kelly, Robert - 2011
Persistent link: https://www.econbiz.de/10009419792
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An empirical comparison of classification algorithms for mortgage default prediction : evidence from a distressed mortgage market
Fitzpatrick, Trevor; Mues, Christophe - In: European journal of operational research : EJOR 249 (2016) 2, pp. 427-439
Persistent link: https://www.econbiz.de/10011436704
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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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Collateral pledge, sunk-cost fallacy and mortgage default
Agarwal, Sumit; Green, Richard K.; Rosenblatt, Eric; … - In: Journal of financial intermediation 24 (2015) 4, pp. 636-652
Persistent link: https://www.econbiz.de/10011526286
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Lending conditions and loan default : what can we learn from UK buy-to-let loans?
Kelly, Robert; O'Toole, Conor - 2016
Persistent link: https://www.econbiz.de/10011534548
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Effects of prepayment regulations on termination of subprime mortgages
Steinbuks, Jevgenijs - In: Journal of banking & finance 59 (2015), pp. 445-456
Persistent link: https://www.econbiz.de/10011544647
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Default, mortgage standards and housing liquidity
Head, Allen Charles; Sun, Hongfei; Zhou, Chenggang - 2016
with search in the housing market and defaultable long-term mortgages. In equilibrium, both sellers' asking prices and time …-to-sell increase with the relative size of their outstanding mortgages. In turn, the liquidity of the housing market associated with …
Persistent link: https://www.econbiz.de/10011487312