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Residential Mortgage Default : The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option

Archer, Wayne R. - 2012

's put option are integrated in a model of residential mortgage default. These dimensions of the default problem have, to our … mortgage loans for twenty counties in Florida, over the period 2001 through 2008, third quarter, with housing price performance …

Persistent link: https://www.econbiz.de/10013116498

Mortgage Brokers, Origination Fees, Price Transparency and Competition

Ambrose, Brent W. - 2012

This paper examines the dynamics between mortgage broker competition, origination fees, and price transparency. A …, our empirical analysis shows that increased mortgage brokerage competition at the Metropolitan Statistical Area level … also provide evidence that broker competition reduces mortgage origination fees on retail (non-brokered) loans as well. In …

Persistent link: https://www.econbiz.de/10013100243

State Foreclosure Laws and the Incidence of Mortgage Default

Demiroglu, Cem - 2014

mortgage market. Specifically, we examine how judicial review requirements, lenders' recourse rights (deficiency judgments …

Persistent link: https://www.econbiz.de/10013068109

Mortgage Meltdown : Default Sensitivity to Declining Home Values and Loan-to-Value Ratios

Schindler, Yannick - 2012

The current study investigates the recent mortgage crisis to determine whether deteriorating aggregate loan …

Persistent link: https://www.econbiz.de/10013106711

Real estate taxes and home value : winners and losers of TCJA

Li, Wenli; Yu, Edison - 2020 - This draft printed: April 1, 2020

In this paper, we examine the impact of changes in the federal tax treatment of local property taxes stemming from the implementation of the Tax Cuts and Jobs Act (TCJA) in January 2018 on local housing markets. Using county-level house price information and IRS tax data, we ﬁnd that capping...

Persistent link: https://www.econbiz.de/10012372729

Mortgage defaults

Hatchondo, Juan Carlos; Martinez, Leonardo; Sanchez, Juan M. - 2015

Persistent link: https://www.econbiz.de/10011449821

Risk shocks and housing markets

Dorofeenko, Viktor; Lee, Gabriel S.; Salyer, Kevin Duff - 2010

This paper analyzes the role of uncertainty in a multi-sector housing model with financial frictions. We include time varying uncertainty (i.e. risk shocks) in the technology shocks that affect housing production. The analysis demonstrates that risk shocks to the housing production sector are a...

Persistent link: https://www.econbiz.de/10009733806