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Foreclosure spillovers within broad neighborhoods

Huang, Weiran; Ross, Stephen L.; Nelson, Ashlyn Aiko - 2018

Persistent link: https://www.econbiz.de/10011965246

Foreclosure loss severity and distressed home mortgage refinance

Graff, Richard A. - In: Journal of property investment & finance 35 (2017) 3, pp. 244-263

Persistent link: https://www.econbiz.de/10011706869

Default, mortgage standards and housing liquidity

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

with search in the housing market and defaultable long-term mortgages. In equilibrium, both sellers' asking prices and time …-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

A micro view on home equity withdrawal and its determinants: Evidence from Dutch households

Ebner, André - In: Journal of housing economics 22 (2013) 4, pp. 321-337

Persistent link: https://www.econbiz.de/10010439328

Crises in the housing market : causes, consequences, and policy lessons

Garriga, Carlos; Hedlund, Aaron - 2019

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Stress testing the German mortgage market

Barasinska, Nataliya; Haenle, Philipp; Koban, Anne; … - 2019

This paper presents a framework for estimating losses in the residential real estate mortgage portfolios of German banks. We develop an EL model where LGD estimates are based on current collateral values and PD dynamics are estimated using a structural PVAR approach. We confirm empirically that...