Triggerd by evidence that the mortgage interest margins have risen since 2009, an econometric analysis is conducted to … explain the interest rates in the Dutch mortgage market at the bank level over 2004-2010.Controlling for the influence of … competition in the Dutch mortgage market (measured by C3 or HHI) affected the level of the mortgage interest rates. An increase in …

This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in … economic effects of mortgage securitization. We also assemble descriptive statistics about market size, growth, security … the MBS market and mortgage securitization. …

This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in … economic effects of mortgage securitization. We also assemble descriptive statistics about market size, growth, security … the MBS market and mortgage securitization …

We investigate an unexplored link between the US mortgage spread and business cycle and house price fluctuations in … emerging market economies (EMEs). An increase in the US mortgage spread leads to substantially lower output, investment … financial channel is the main transmission mechanism through which US mortgage spread shocks affect business and house price …

Most mortgages in the U.S. are securitized in agency mortgage-backed securities (MBS). Yield spreads on these …