We study how the Federal Reserve's quantitative easing (QE) influenced the behavior of Agency mortgage real estate …. We document that Agency mortgage REITs: [i] equity prices reacted to QE announcements and in a manner consistent with …

decisively on prevailing loan-to-value (LTV) ratios in mortgage markets with borrowing constrained households. Utilizing a smooth … housing sector in times of high LTV ratios, which, through changes in mortgage lending and mortgage equity withdrawals (MEWs …

lending guidelines, and demand in housing construction and mortgage lending has plummeted. Against this background, the paper …. Such liquidity effects can severely reduce the ability or willingness to pay of private investors in the household sector …

mortgage rates. The Federal Reserve's accumulation of MBS and Treasury securities lowered MBS yields and mortgage rates by more … turn significantly lower mortgage rates …

The US financial system is undergoing a painful restructuring as credit losses originating in the mortgage finance … for housing, low interest rates, innovations in mortgage lending and securitization, and a breakdown in credit quality …

-house-loan-certificate borrowing during five banking panics of the National Banking Era (1863-1913). In that system, adequate aggregate liquidity …

Reserve and the European Central Bank used emergency liquidity provision powers in a variety of creative ways. In doing so …

We uncover a link between U.S. monetary policy and liquidity risk premia in stock markets around the world. Liquidity … points decline in the liquidity risk premium. This effect is concentrated among high liquidity risk stocks and is more acute ….S. monetary policy shocks affect the pricing of liquidity risk around the world and highlight the importance of a “bank channel …

The Danish financial sector is big and there is a high degree of inter-connectedness between banks, mortgage …