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Credit conditions in a boom and bust property market : insights for macro-prudential policy

McCarthy, Yvonne; McQuinn, Kieran - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 171-182

Persistent link: https://www.econbiz.de/10011792299

Heterogeneous effects of mortgage rates on housing returns : evidence from an interacted panel VAR

Forster, Robert; Sun, Xiaojin - In: The journal of real estate finance and economics 69 (2024) 3, pp. 477-504

Persistent link: https://www.econbiz.de/10015080951

Systemic risk and the refinancing ratchet effect

Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - In: Journal of financial economics 108 (2013) 1, pp. 29-45

Persistent link: https://www.econbiz.de/10009746574

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

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

Housing and the macroeconomy : inflation and the financial accelerator

Muellbauer, John - In: Journal of money, credit and banking : JMCB 47 (2015), pp. 51-58

Persistent link: https://www.econbiz.de/10010532446

Consumption and investment booms in the 1920s and their collapse in 1930

Gjerstad, Steven; Smith, Vernon L. - In: Housing and mortgage markets in historical perspective, (pp. 81-114). 2014

Persistent link: https://www.econbiz.de/10010387933

Loss Severities on Residential Real Estate Debt during the Great Recession

Andersson, Fredrik - 2014

This study develops estimates of expected loss severities on mortgage exposures using data from Florida during the …

Persistent link: https://www.econbiz.de/10013063677

How Do Foreclosures Exacerbate Housing Downturns?

Guren, Adam M. - 2019

market for non-foreclosures and reduce price and sales volume by eroding lender equity, destroying the credit of potential … recent bust, the model reveals that the amplification generated by foreclosures is significant: Ruined credit and choosey …

Persistent link: https://www.econbiz.de/10012480160

The housing cycle : what role for mortgage market development and housing finance?

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: The journal of real estate finance and economics 61 (2020) 4, pp. 607-670

Persistent link: https://www.econbiz.de/10012293306