Narrow search
Showing 1 - 10 of 23,442
Cover Image
Stabilisation policy in a model of consumption, housing collateral and bank lending
Chadha, Jagjit; Corrado, Germana; Corrado, Luisa - 2013
We decompose aggregate consumption by modelling both savers and their links to collateral constrained borrowers through a bank which prices credit risk. Savers own both firms and the commercial bank while borrowers require loans from the commercial bank to effect their consumption plans. The...
Persistent link: https://www.econbiz.de/10009787418
Cover Image
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius; Jarrow, Robert A.; Kraft, Holger; … - In: Essays on empirical asset pricing, dynamic asset …, (pp. 183-216). 2013
Persistent link: https://www.econbiz.de/10010412565
Cover Image
Securitization and financial markets : the implications for interest rate pass-through
Robertson, Mari L. - In: Journal of financial economic policy 8 (2016) 4, pp. 472-498
Persistent link: https://www.econbiz.de/10011697839
Cover Image
Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y. - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
Cover Image
Latent fragility : conditioning banks' joint probability of default on the financial cycle
Bochmann, Paul; Hiebert, Paul; Schüler, Yves; … - 2023
Persistent link: https://www.econbiz.de/10014250464
Cover Image
Latent fragility: conditioning banks' joint probability of default on the financial cycle
Bochmann, Paul; Hiebert, Paul; Schüler, Yves; … - 2023
Persistent link: https://www.econbiz.de/10014283811
Cover Image
Monetary policy normalisation and mortgage arrears in a recovering economy : the case of the Irish residential market
Slaymaker, Rachel; O'Toole, Conor; McQuinn, Kieran; … - 2019
In this paper we examine the sensitivity of mortgage arrears for Irish households to changes in mortgage interest rates … information on current income and current mortgage repayments to link arrears to the level of, as well as shocks in, households … and those on tracker mortgage rate loans are most at risk following rate rises. This has important consequences for the …
Persistent link: https://www.econbiz.de/10011986617
Cover Image
Subprime mortgages, market impact, and safety nets
Watson, Ronald D. - In: Review of Pacific Basin financial markets and policies 11 (2008) 3, pp. 465-492
Persistent link: https://www.econbiz.de/10003759277
Cover Image
Fed liftoff and subprime loan interest rates : evidence from the peer-to-peer lending market
Bertsch, Christoph; Hull, Isaiah; Zhang, Xin - 2016
On December 16th of 2015, the Fed initiated "liftoff," raising the federal funds rate range by 25 basis points and ending a 7-year regime of near-zero rates. We use a unique dataset of 640,000 loan-hour observations to measure the impact of liftoff on interest rates in the peer-to-peer lending...
Persistent link: https://www.econbiz.de/10011457389
Cover Image
Housing bubbles, the leverage cycle and the role of central banking
Hessel, Jeroen; Peeters, Jolanda Johanna Wilhelmina - 2011
Persistent link: https://www.econbiz.de/10009686212