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Continuous Workout Mortgages : efficient pricing and systemic implications
Shiller, Robert J.; Wojakowski, Rafal M.; Ebrahim, … - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 244-274
Persistent link: https://www.econbiz.de/10012138488
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Continuous Workout Mortgages
Shiller, Robert J.; Wojakowski, Rafal M.; Ebrahim, M. Shahid - Cowles Foundation for Research in Economics, Yale University - 2011
) explicit modelling of repayment and interest-only CWMs; (b) closed form formulae for mortgage payment and mortgage balance of a … repayment CWM; (c) a closed form formula for the actuarially fair mortgage rate of an interest-only CWM. For repayment CWMs we …
Persistent link: https://www.econbiz.de/10009001016
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Mitigating financial fragility with Continuous Workout Mortgages
Shiller, Robert J.; Wojakowski, Rafał M.; Ebrahim, M. … - In: Journal of Economic Behavior & Organization 85 (2013) C, pp. 269-285
mortgage payment and mortgage balance of a repayment CWM; (c) a closed form formula for the actuarially fair mortgage rate of … locality. Our main results include: (a) explicit modelling of repayment and interest-only CWMs; (b) closed form formula for … an interest-only CWM. For repayment CWMs we extend our analysis to include two negotiable parameters: adjustable “workout …
Persistent link: https://www.econbiz.de/10011048203
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Housing markets and the economy
Cameron, Gavin F. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739677
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Mortgages and the housing crash : a symposium
Rosenthal, Stuart S. (contributor);  … - In: Journal of urban economics 64 (2008) 2, pp. 197-257
Persistent link: https://www.econbiz.de/10003813865
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Continuous workout mortgages
Shiller, Robert J.; Wojakowski, Rafal M.; Ebrahim, … - 2011
) explicit modelling of repayment and interest-only CWMs; (b) closed form formulae for mortgage payment and mortgage balance of a … repayment CWM; (c) a closed form formula for the actuarially fair mortgage rate of an interest-only CWM. For repayment CWMs we …
Persistent link: https://www.econbiz.de/10009008194
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Housing market bubbles and business cycles in an agent-based credit economy
Erlingsson, Einar Jon; Cincotti, Silvano; Stefansson, Hlynur - 2013
conditions required by the banking system to grant a mortgage. The authors find that easier access to credit inflates housing …
Persistent link: https://www.econbiz.de/10009751106
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A stochastic US house price model for valuing residential mortgages and other house price-dependent assets
Stoll, Kevin J. - In: The journal of fixed income 22 (2013) 3, pp. 5-20
Persistent link: https://www.econbiz.de/10009711237
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Housing market bubbles and business cycles in an agent-based credit economy
Erlingsson, Einar Jon; Teglio, Andrea; Cincotti, Silvano; … - 2014
This paper investigates the housing and mortgage markets by means of an agent-based macroeconomic model of a credit … households’ creditworthiness conditions required by banks in order to grant a mortgage. Results show that easier access to credit …
Persistent link: https://www.econbiz.de/10010248859
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Borrowing constraints during the housing bubble
Barakova, Irina; Calem, Paul Seth; Wachter, Susan M. - In: Journal of housing economics 24 (2014), pp. 4-20
Persistent link: https://www.econbiz.de/10010471058