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Toxic asset subsidies and the early redemption of talf loans
Wilson, Linus - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-20
This paper develops a formula to numerically estimate the unsubsidized, fair-market value of the toxic assets purchased with Federal Reserve loans. It finds that subsidy rates on these loans were on average 33.9 percent at origination. In contrast, by the 3rd quarter of the 2010, there was on...
Persistent link: https://www.econbiz.de/10013252762
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Quantitative easing and agency MBS investment and financing choices by mortgage REITs
Frame, W. Scott; Steiner, Eva - In: Real estate economics 50 (2022) 4, pp. 931-965
Persistent link: https://www.econbiz.de/10013275943
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The impact of risk retention regulation on the underwriting of securitized mortgages
Furfine, Craig - In: Journal of financial services research 58 (2020) 2/3, pp. 91-114
Persistent link: https://www.econbiz.de/10012298966
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A direct test of agency theories of debt : evidence from residential mortgage-backed securities
Huang, Yilin; Nadauld, Taylor D. - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1792-1809
Persistent link: https://www.econbiz.de/10012022665
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The role of prepayment penalties in mortgage loans
Beltratti, Andrea; Benetton, Matteo; Gavazza, Alessandro - In: Journal of banking & finance 82 (2017), pp. 165-179
Persistent link: https://www.econbiz.de/10011816797
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Unconventional monetary policy and risk-taking : evidence from agency mortgage REITs
Frame, W. Scott; Steiner, Eva - 2018
We study how the Federal Reserve's quantitative easing (QE) influenced the behavior of Agency mortgage real estate investment trusts (REITs) - a set of institutions identified by the Financial Stability Oversight Council as posing systemic risk. We document that Agency mortgage REITs: [i] equity...
Persistent link: https://www.econbiz.de/10011895590
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Credit risk findings for commercial real estate loans using the reduced form
Christopoulos, Andreas D.; Barratt, Joshua G. - In: Finance research letters 19 (2016), pp. 228-234
Persistent link: https://www.econbiz.de/10011657677
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The agency costs of tranching : evidence from RMBS
Korgaonkar, Sanket - In: Journal of financial intermediation 54 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014304606
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Risk perception and loan underwriting in securitized commercial mortgages
Firestone, Simon; Godin, Nathan; Horvath, Akos; Sagi, … - 2024
Persistent link: https://www.econbiz.de/10015053981
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Housing and housing finance : a review of the links to economic development and poverty reduction
Doling, John; Vandenberg, Paul; Tolentino, Jade - 2013
, constituting the most valuable asset owned by most households and often requiring housing finance (mortgages) to allow for purchase …The paper provides a review of the literature that links housing, housing finance, and economic development. The …. These links - between housing and the economy and between housing and housing finance - are explored in this review paper …
Persistent link: https://www.econbiz.de/10009781135