In this paper we disentangle the impact of household financial constraints on the mortgage rate from a number of … bargain for lower mortgage rates. However, contrary to other studies, the risk profile does not have a significant effect on …

In this paper we disentangle the impact of household financial constraints on mortgage rate from a number of dimensions … are able to bargain for lower mortgage rates. However, contrary to other studies, the risk profile does not have a … significant effect on mortgage rates. Credit institutions tend to charge higher rates during the crisis to all customers …

Using a monthly panel dataset of individuals' debt composition including mortgage and nonmortgage consumer credit, we … homeowners reoptimize their debt structure by using withdrawn home equity to pay down comparatively expensive short-term non-mortgage …

This paper quantitatively accounts for the cyclical dynamics of key macroeconomic housing and mortgage market variables … using a tractable, searchtheoretic model of housing with equilibrium mortgage default. To explain these dynamics, the model …

relying on the use of micro-level data on US mortgage loan applications, which allows me to identify liquidity risk as an … important determinant of the contraction of credit in the mortgage market, but as separate from the precipitous fall in credit …

We study the effect of changes to bank-specific capital requirements on mortgage loan supply with a new loan …

We study the effect of changes to bank-specific capital requirements on mortgage loan supply with a new loan-level data …

Covered bonds and mortgage-backed securities both allow mortgages to be financed with duration-matched bonds. Given the …

This paper examines the impact of refinance on mortgage default, based on an empirical investigation of Home Affordable …

The Dodd-Frank Act tasks regulators with defining a Qualified Residential Mortgage (QRM) as an exemption from risk … retention for residential mortgage-backed securities. Congress instructs regulators to consider factors that result in lower … implications for current and future policy on residential mortgage securitization, risk retention, and disclosure …