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How do mortgage refinances affect debt, default, and spending? : evidence from HARP
Abel, Joshua; Fuster, Andreas - 2018
a mortgage on borrower balance sheet outcomes. We find that on average, refinancing into a lower-rate mortgage reduced …We use quasi-random access to the Home Affordable Refinance Program (HARP) to identify the causal effect of refinancing … borrowers' default rates on mortgages and nonmortgage debts by about 40 percent and 25 percent, respectively. Refinancing also …
Persistent link: https://www.econbiz.de/10011806262
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The causal effect of mortgage refinancing on interest rate volatility : empirical evidence and theoretical implications
Duarte, Jefferson - In: The review of financial studies 21 (2008) 4, pp. 1689-1731
Persistent link: https://www.econbiz.de/10003765319
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Flexible-rate mortgages
Roncoroni, Andrea; Moro, Alessandro - In: International journal of business 11 (2006) 2, pp. 143-157
Persistent link: https://www.econbiz.de/10003342029
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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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How quantitative easing works : evidence on the refinancing channel
Di Maggio, Marco; Kermani, Amir; Palmer, Christopher J. - 2016
Persistent link: https://www.econbiz.de/10011553171
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Mortgage convexity
Hanson, Samuel G. - In: Journal of financial economics 113 (2014) 2, pp. 270-299
Persistent link: https://www.econbiz.de/10010479539
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On the existence of the endogenous mortgage rate process
Goncharov, Yevgeny - In: Mathematical finance : an international journal of … 22 (2012) 3, pp. 475-487
Persistent link: https://www.econbiz.de/10009613184
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Just the facts : an initial analysis of subprime's role in the housing crisis
Foote, Christopher L.; Gerardi, Kristopher; Götte, Lorenz - In: Journal of housing economics 17 (2008) 4, pp. 291-305
Persistent link: https://www.econbiz.de/10003799723
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Mortgage valuation with optimal intertemporal refinancing strategies
Harding, John P. - In: Journal of housing economics 9 (2000) 4, pp. 233-266
Persistent link: https://www.econbiz.de/10001595714
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Mortgage refinancing, adverse selection, and FHA's streamline program
Brickman, David M.; Hendershott, Patric H. - In: The journal of real estate finance and economics 21 (2000) 2, pp. 153-174
Persistent link: https://www.econbiz.de/10001524222