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Housing Boom, Mortgage Default and Agency Friction

Lin, Desen - 2020

The housing prices and the mortgage debt witnessed faster growth than GDP in the run-up of the Great Recession. I … document a mortgage market puzzle during the boom period: (1) the mortgage risk measured by the ex post delinquency increased …, but (2) the mortgage spread decreased. The default premium alone cannot explain the decreasing mortgage spread in the boom …

Persistent link: https://www.econbiz.de/10012849619

The impact of default and foreclosure on housing values : rings vs. neighborhoods approach

Huang, Ying; Spahr, Ronald W.; Sunderman, Mark A. - In: The journal of real estate finance and economics 60 (2020) 3, pp. 338-374

Persistent link: https://www.econbiz.de/10012226681

Commercial and residential mortgage defaults : spatial dependence with frailty

Babii, Andrii; Chen, Xi; Ghysels, Eric - In: Journal of econometrics 212 (2019) 1, pp. 47-77

Persistent link: https://www.econbiz.de/10012303871

Liquidity constraints, home equity and residential mortgage losses

Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: The journal of real estate finance and economics 61 (2020) 2, pp. 208-246

Persistent link: https://www.econbiz.de/10012293163

Mortgage defaults

Hatchondo, Juan Carlos; Martinez, Leonardo; Sanchez, Juan M. - In: Journal of monetary economics 76 (2015), pp. 173-190

Persistent link: https://www.econbiz.de/10011569797

Unintended consequences of risk based pricing : racial differences in mortgage costs

Smith, Brent C.; Daniels, Kenneth N. - In: Journal of financial services research : JFSR 54 (2018) 3, pp. 323-343

Persistent link: https://www.econbiz.de/10012026527

Equity extraction and mortgage default

Laufer, Steven - In: Review of economic dynamics 28 (2018), pp. 1-33

Persistent link: https://www.econbiz.de/10012041455

Qualified residential mortgages and default risk

Floros, Ioannis; White, Joshua T. - In: Journal of banking & finance 70 (2016), pp. 86-104

Persistent link: https://www.econbiz.de/10011635130

Predicting loss severities for residential mortgage loans : a three-step selection approach

Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 270 (2018) 1, pp. 246-259

Persistent link: https://www.econbiz.de/10011869001

Raising household leverage : evidence from co-financed mortgages

Colonnello, Stefano; Dal Borgo, Mariela - 2024

Persistent link: https://www.econbiz.de/10014534239