We investigate an unexplored link between the US mortgage spread and business cycle and house price fluctuations in … emerging market economies (EMEs). An increase in the US mortgage spread leads to substantially lower output, investment … financial channel is the main transmission mechanism through which US mortgage spread shocks affect business and house price …

This paper introduces mathematical models to capture the spreading of epidemics to explain the expansion of mortgage … strong driver of mortgage default, we model interdependencies of regional mortgage default rates through employment …-known approaches like linear regression or logit models. The key findings may be useful in understanding the dynamics of mortgage …