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Default, mortgage standards and housing liquidity

Head, Allen Charles; Sun, Hongfei; Zhou, Chenggang - 2016

-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

Trading Equity for Liquidity : Bank Data on the Relationship between Liquidity and Mortgage Default

Farrell, Diana - 2019

about the role of liquidity, equity, income levels, and payment burden as determinants of mortgage default using a unique … data set of JPMorgan Chase customers with a Chase mortgage and Chase deposit accounts. Our analysis suggests that liquidity … little post-closing liquidity defaulted at a considerably higher rate than borrowers with at least three mortgage payment …

Persistent link: https://www.econbiz.de/10012867260

Asset pricing with cohort-based trading in MBS markets

Fusari, Nicola; Li, Wei; Liu, Haoyang; Song, Zhaogang - 2021 - Revised July 2021

Agency mortgage backed securities (MBS) with diverse characteristics are traded in parallel with individualized contracts in the specified pool (SP) market and with standardized contracts in the to-be-announced (TBA) market. We find that this unique parallel trading environment significantly...

Persistent link: https://www.econbiz.de/10012240625

Liquidity constraints, home equity and residential mortgage losses

Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: The journal of real estate finance and economics 61 (2020) 2, pp. 208-246

Persistent link: https://www.econbiz.de/10012293163

The cyclical dynamics of illiquid housing, debt, and foreclosures

Hedlund, Aaron - In: Quantitative economics : QE ; journal of the … 7 (2016) 1, pp. 289-328

Persistent link: https://www.econbiz.de/10011576910

Trading methods and trading costs for agency mortgage-backed securities

Gao, Pengjie; Schultz, Paul H.; Song, Zhaogang - In: Journal of investment management : JOIM 16 (2018) 4, pp. 29-46

Persistent link: https://www.econbiz.de/10011961004

Credit unions during the crisis : did they provide liquidity?

Maskara, Pankaj Kumar; Neymotin, Florence - In: Applied economics letters 26 (2019) 3, pp. 174-179

Persistent link: https://www.econbiz.de/10012204160

Illiquidity and its discontents : trading delays and foreclosures in the housing market

Hedlund, Aaron - In: Journal of monetary economics 83 (2016), pp. 1-13

Persistent link: https://www.econbiz.de/10011709486

Highly liquid mortgage bonds using the match funding principle

Dick-Nielsen, Jens; Gyntelberg, Jacob - In: The quarterly journal of finance 10 (2020) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10012423548

Dutch mortgages : impact of the crisis on probability of default

Kroot, Jan; Giouvris, Evangelos - In: Finance research letters 18 (2016), pp. 205-217

Persistent link: https://www.econbiz.de/10011657020

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