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Availability of mortgage loans in volatile real estate markets

Marschoun, Michael - In: Journal of urban economics 47 (2000) 3, pp. 443-469

Persistent link: https://www.econbiz.de/10001482903

Income volatility and residential mortage delinquency : evidence from 12 EU countries

Diaz-Serrano, Luis - 2005

Persistent link: https://www.econbiz.de/10002684282

Jumps and cojumps in subprime home equity derivatives

Mizrach, Bruce Marshall - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 136-146

Persistent link: https://www.econbiz.de/10009669788

Income volatility and residential mortgage delinquency across the EU

Diaz-Serrano, Luis - In: Journal of housing economics 14 (2005) 3, pp. 153-177

Persistent link: https://www.econbiz.de/10003196424

Income volatility and residential mortgage delinquency : evidence from 12 EU countries

Diaz-Serrano, Luis (contributor) - 2004 - [Elektronische Ressource]

We investigate the socio-economic determinants of mortgage delinquency in 12 EU countries and observe that income … volatility significantly increases the mortgage delinquency risk. This pattern even holds for borrowers with higher …-income profiles if volatility in income is high enough. From this result we can draw the following conclusions: i) mortgage protection …

Persistent link: https://www.econbiz.de/10002485593

The intended and unintended consequences of financial-market regulations : a general equilibrium analysis

Buss, Adrian; Dumas, Bernard; Uppal, Raman; Vilkov, Grigory - 2016

In a production economy with trade in financial markets motivated by the desire to share labor-income risk and to speculate, we show that speculation increases volatility of asset returns and investment growth, increases the equity risk premium, and reduces welfare. Regulatory measures, such as...

Persistent link: https://www.econbiz.de/10011436064