We study the determinants of the subprime mortgage loan spread, with a particular focus on funding liquidity and …

During the Last three years mortgage rates have risen relative to yields on comparable maturity bonds. The questions … between early 198 and early 1981 in coupon rates on GNMA mortgage pools relative to ''the" rate on a comparable portfolio of … Treasury bonds to be about 100 basis points. We attribute the increase to a rise in the terminations premia built into mortgage …

I show that lenders charge higher interest rates on mortgage-financed houses in areas with a higher rate of health … uninsurance premium is higher for applicants who are more likely to file for bankruptcy and for mortgage-financed houses in areas …

I investigate how COVID-19 fatalities affect mortgage loan interest rates. Increases in COVID-19 fatalities are … accompanied by increasing mortgage loan interest rates. As mandatory state stay-at-home orders are issued and more locals are seen …