mortgage contract designs that more directly pass through interest rate declines to borrowers can reduce racial mortgage …

This paper documents large differences in mortgage prepayment behavior across racial and ethnic groups in the United … combines administrative data on mortgage performance with information on race and ethnicity, we show that Black and Hispanic … periods of low mortgage rates and high refinance volumes. From 2010 to 2014, Black borrowers were paying 30 to 45 basis points …

behaviour of Italian mortgage lenders using a novel loan-level dataset. When policy rates turn negative, banks with higher …

We study the role of monetary policy for the dynamics of U.S. mortgage debt, which is the largest component of … household indebtedness. A timevarying parameter VAR model allows us to study the variation in the mortgage debt sensitivity to … quantitatively similar to the VAR results. A sacrifice ratio for mortgage debt reveals that a policy tightening directed towards …