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Too much skin-in-the-game? : the effect of mortgage market concentration on credit and house prices
Gupta, Deeksha - In: The review of financial studies 35 (2022) 2, pp. 814-865
Persistent link: https://www.econbiz.de/10012878977
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The riskiness of outstanding mortgages in the United States, 1999-2019
Larson, William - In: Real estate economics 51 (2023) 2, pp. 279-310
Persistent link: https://www.econbiz.de/10014253802
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Mortgage Default Risk and Real Estate Prices : The Use of Index-Based Futures and Options in Real Estate
Case, Karl E. - 2008
decline and foreclosure rates is modelled using a distributed lag. Using this model, holders of residential mortgage … portfolios could hedge some of the risk of default by taking positions in futures or options markets for residential real estate …
Persistent link: https://www.econbiz.de/10012774943
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Mortgage Default Risk and Real Estate Prices : The Use of Index-Based Futures and Options in Real Estate
Case, Karl E. - 1995
decline and foreclosure rates is modelled using a distributed lag. Using this model, holders of residential mortgage … portfolios could hedge some of the risk of default by taking positions in futures or options markets for residential real estate …
Persistent link: https://www.econbiz.de/10012473809
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A life cycle model with housing tenure, constrained mortgage finance and a risky asset under uncertainty
He, Zhechun; Simmons, Peter J. - 2018
Persistent link: https://www.econbiz.de/10011941354
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Trading house price risk with existing futures contracts
Hinkelmann, Christoph; Swidler, Steven Mark - In: The journal of real estate finance and economics 36 (2008) 1, pp. 37-52
Persistent link: https://www.econbiz.de/10003622047
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The effects of price risk on housing demand : empirical from US markets
Han, Lu - In: The review of financial studies 23 (2010) 11, pp. 3889-3928
Persistent link: https://www.econbiz.de/10008759882
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Hedging housing price risks : some empirical evidence from the US
Bao, Li; Cheung, William Ming Yan; Unger, Stephan - In: Quantitative finance 20 (2020) 12, pp. 1997-2013
Persistent link: https://www.econbiz.de/10012313538
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Ryzyko rynku nieruchomości : [92 seminarium BRE-CASE, Warszawa, 13 września 2007 r.]
Chojnacki, Robert (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003619580
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The exposure of mortgage borrowers to interest rate risk, income risk and house price risk : evidence from Swiss loan application data
Brown, Martin; Guin, Benjamin - 2014 - This draft: 2 December 2014
assessment of risk exposure among mortgage borrowers in Switzerland is highly sensitive to the underlying assumptions on mortgage …We study the exposure of mortgage borrowers in Switzerland to interest rate, income and house price risks and examine … how the households' choice of risky mortgages is related to individual interest rate expectations and risk-aversion. Our …
Persistent link: https://www.econbiz.de/10011344795