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A life cycle model with housing tenure, constrained mortgage finance and a risky asset under uncertainty
He, Zhechun; Simmons, Peter J. - 2018
Persistent link: https://www.econbiz.de/10011941354
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Uncertainty and switching in the mortgage market
Gondat-Larralde, Céline; Strobel, Frank - In: Applied economics 45 (2013) 19/21, pp. 3068-3073
Persistent link: https://www.econbiz.de/10010192319
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The Blackwell companion to the economics of housing : the housing wealth of nations
Smith, Susan (contributor); Smith, Susan J. (ed.) - 2010
Persistent link: https://www.econbiz.de/10003879414
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Three essays in applied empirical economics : the financing of governments, corporations and households
Ebner, André - 2009
Persistent link: https://www.econbiz.de/10003959165
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The exposure of mortgage borrowers to interest rate risk, income risk and house price risk : evidence from Swiss loan application data
Brown, Martin; Guin, Benjamin - 2014 - This draft: 2 December 2014
We study the exposure of mortgage borrowers in Switzerland to interest rate, income and house price risks and examine … analysis is based on a unique data set of household mortgage applications from September 2012 until January 2014. Our … assessment of risk exposure among mortgage borrowers in Switzerland is highly sensitive to the underlying assumptions on mortgage …
Persistent link: https://www.econbiz.de/10011344795
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Systemic risk and the refinancing ratchet effect
Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - In: Journal of financial economics 108 (2013) 1, pp. 29-45
Persistent link: https://www.econbiz.de/10009746574
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Effect of mortgage market risk on mortgage uptake : a case study of mortgage lenders in Kenya
Akenga, Grace Melissa; Olang, Margaret Akinyi; Galo, … - In: Journal of investment and management : JIM 4 (2015) 6, pp. 334-347
Persistent link: https://www.econbiz.de/10011507215
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Alternative mortgages : risks to consumers and lenders in the current housing cycle
Murphy, Edward Vincent - In: Mortgages : fundamentals, issues and perspectives, (pp. 95-115). 2008
Persistent link: https://www.econbiz.de/10003661311
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The exposure of mortgage borrowers to interest rate risk and house price risk : evidence from Swiss loan application data
Brown, Martin; Guin, Benjamin - In: Swiss journal of economics and statistics 151 (2015) 2, pp. 89-123
We study the aggregate exposure of mortgage borrowers in Switzerland to interest rate and house price risks and examine … variation. The analysis is based on a unique data set of household mortgage applications. Our results suggest that the aggregate …
Persistent link: https://www.econbiz.de/10011297952
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The quality assurance role of seller financing : evidence from second mortgages
Tırtıroğlu, Doğan; Laband, David N. - In: Journal of housing economics 13 (2004) 3, pp. 208-225
Persistent link: https://www.econbiz.de/10002409223