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Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?
Ongena, Steven; Tümer-Alkan, Günseli; Westernhagen, … - 2015
crisis affect their corporate lending in Germany. Using unique bank-level exposure data, we distinguish between three … different types of bank exposures, i.e. direct exposure to the US real estate sector, direct exposure to subprime lenders in the … the US real estate sector and to conduits cut their lending to German firms by more following a decrease in US home prices …
Persistent link: https://www.econbiz.de/10011280084
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Villains or scapegoats? : the role of subprime borrowers in driving the U.S. housing boom
Conklin, James; Frame, W. Scott; Gerardi, Kristopher; … - 2020
Persistent link: https://www.econbiz.de/10012230641
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Do exposures to sagging real estate, subprime, or conduits abroad lead to contraction and flight to quality in bank lending at home?
Ongena, Steven; Tümer-Alkan, Günseli; Westernhagen, … - In: Review of finance : journal of the European Finance … 22 (2018) 4, pp. 1335-1373
Persistent link: https://www.econbiz.de/10012005737
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Villains or scapegoats? : the role of subprime borrowers in driving the U.S. housing boom
Conklin, James; Frame, W. Scott; Gerardi, Kristopher; … - 2018
An expansion in mortgage credit to subprime borrowers is widely believed to have been a principal driver of the 2002 … purchase mortgages to subprime borrowers. We also document that the expansion in speculative mortgage products and underwriting …-06 U.S. house price boom. Contrary to this belief, we show that the house price and subprime booms occurred in different …
Persistent link: https://www.econbiz.de/10011895606
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Loan-to-value policy and housing finance : effects on constrained borrowers
Araujo, Douglas Kiarelly Godoy de; Barroso, João … - 2017
Persistent link: https://www.econbiz.de/10011761663
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Credit Supply and House Prices : Evidence from Mortgage Market Segmentation
Adelino, Manuel - 2020
We develop a new instrument to analyze how exogenous changes in mortgage rates affect house values. Our instrument …
Persistent link: https://www.econbiz.de/10012857453
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A farewell to ARMs or ever changing market segments?
Chen, Bing; Stafford, Frank P. - In: The journal of real estate finance and economics 59 (2019) 4, pp. 649-672
Persistent link: https://www.econbiz.de/10012385107
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Risk assessment of housing market segments : the lender's perspective
Wilhelmsson, Mats; Zhao, Jianyu - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-13
It is well known that risk factors influence how investment portfolios perform from a lender’s perspective; therefore, a thorough risk assessment of the housing market is vital. The aim of this paper was to analyze the risks from housing apartments in different housing market segments by using...
Persistent link: https://www.econbiz.de/10011961288
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Credit Supply and House Prices : Evidence from Mortgage Market Segmentation
Adelino, Manuel - 2012
We show that easier access to credit significantly increases house prices by using exogenous changes in the conforming …
Persistent link: https://www.econbiz.de/10012460826
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Chapter 19. Housing and Macroeconomics
Piazzesi, M.; Schneider, M. - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 1547-1640). 2016
This chapter surveys the literature on housing in macroeconomics. We first collect facts on house prices and quantities in both the time series and the cross section of households and housing markets. We then present a theoretical model of frictional housing markets with heterogeneous agents...
Persistent link: https://www.econbiz.de/10014024264