Narrow search
Showing 1 - 10 of 8,785
Cover Image
Explaining the cyclical volatility of consumer debt risk using a heterogeneous agents model : the case of Chile
Madeira, Carlos - In: Journal of financial stability 39 (2018), pp. 209-220
Persistent link: https://www.econbiz.de/10012159768
Cover Image
Income volatility and residential mortage delinquency : evidence from 12 EU countries
Diaz-Serrano, Luis - 2005
Persistent link: https://www.econbiz.de/10002684282
Cover Image
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
Cover Image
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
Cover Image
Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market
Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, … - In: The European journal of finance 24 (2018) 10/12, pp. 909-943
Persistent link: https://www.econbiz.de/10012244422
Cover Image
Subprime credit, idiosyncratic risk, and foreclosures
Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 175-189
Persistent link: https://www.econbiz.de/10012297241
Cover Image
Who selected adjustable-rate mortgages? : evidence from the 1989 - 2007 surveys of consumer finances
Bergstresser, Daniel; Beshears, John - 2010 - This version March 2010
Persistent link: https://www.econbiz.de/10003985308
Cover Image
Who Selected Adjustable-Rate Mortgages? Evidence from the 1989-2007 Surveys of Consumer Finances
Beshears, John - 2009
We find evidence that households selecting Adjustable Rate Mortgages (ARMs) during the recent decade were disproportionately those who were less suspicious or who may have had difficulty understanding complicated ARM features that became commonplace prior to the financial crisis
Persistent link: https://www.econbiz.de/10013155087
Cover Image
The Effect of Borrower-Specific Loan-to-Value Policies on Household Debt, Wealth Inequality and Consumption Volatility : An Agent-Basedanalysis
Tarne, Ruben; Bezemer, Dirk; Theobald, Thomas - 2021
This paper analyses the effects of borrower-specific credit constraints on macroeconomic outcomes in an agent-based housing market model, calibrated using U.K. household survey data. We apply different Loan-to-Value (LTV) caps for different types of agents: first-time-buyers, second and...
Persistent link: https://www.econbiz.de/10013213931
Cover Image
Who Selected Adjustable-Rate Mortgages? Evidence from the 1989-2007 Surveys of Consumer Finances
Bergstresser, Daniel - 2010
We find evidence that households selecting adjustable-rate mortgages (ARMs) during the recent decade were disproportionately those who were less suspicious or who may have had difficulty understanding complicated ARM features that became commonplace prior to the financial crisis
Persistent link: https://www.econbiz.de/10013146589