Similar Search Results

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

We study the exposure of mortgage borrowers in Switzerland to interest rate, income and house price risks and examine … analysis is based on a unique data set of household mortgage applications from September 2012 until January 2014. Our … assessment of risk exposure among mortgage borrowers in Switzerland is highly sensitive to the underlying assumptions on mortgage …

Persistent link: https://www.econbiz.de/10011344795

Negative equity and wages

Cunningham, Christopher R.; Reed, Robert R. - In: Regional science & urban economics 43 (2013) 6, pp. 841-849

Persistent link: https://www.econbiz.de/10010237443

Betting the house

Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2014

Is there a link between loose monetary conditions, credit growth, house price booms, and financial instability? This paper analyzes the role of interest rates and credit in driving house price booms and busts with data spanning 140 years of modern economic history in the advanced economies. We...

Persistent link: https://www.econbiz.de/10010468583

Betting the house

Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2014

Persistent link: https://www.econbiz.de/10010468800

Betting the House

Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2014

Persistent link: https://www.econbiz.de/10010471127

Joint dynamics of house prices and foreclosures

Arslan, Yavuz; Güler, Bülent; Taşkin, Temel - 2014

Persistent link: https://www.econbiz.de/10011402320

Betting the house

Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2014

Persistent link: https://www.econbiz.de/10011383923

Betting the house

Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - In: Journal of international economics 96 (2015), pp. 2-18

Persistent link: https://www.econbiz.de/10011387738

Betting the house

Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2014

Persistent link: https://www.econbiz.de/10010465548

The exposure of mortgage borrowers to interest rate risk and house price risk : evidence from Swiss loan application data

Brown, Martin; Guin, Benjamin - In: Swiss journal of economics and statistics 151 (2015) 2, pp. 89-123

We study the aggregate exposure of mortgage borrowers in Switzerland to interest rate and house price risks and examine … variation. The analysis is based on a unique data set of household mortgage applications. Our results suggest that the aggregate …

Persistent link: https://www.econbiz.de/10011297952