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Local Housing Market Cycle and Loss Given Default : Evidence from Sub-Prime Residential Mortgages

Zhang, Yanan - 2011

which is between the house price cycles before the time of mortgage origination and LGD. The empirical analysis is based on … a large loan-level sub-prime residential mortgage loss dataset from 1998 to 2009. Results show that house price history …

Persistent link: https://www.econbiz.de/10013130209

The Role of Non-Owner-Occupied Homes in the Current Housing and Foreclosure Cycle

Robinson, Breck L. - 2012

as higher credit scores, but may also have weaker incentives to maintain mortgage payments when housing values fall …. During the recent housing boom, the share of mortgage borrowing by non-occupant owners was relatively high in states where … Midwestern and Northeastern states reflected primarily a high rate of foreclosure per mortgage, not a high volume of mortgages to …

Persistent link: https://www.econbiz.de/10013096503

Three Cycles : Housing, Credit, and Real Activity

Igan, Deniz - 2009

We examine the characteristics and comovement of cycles in house prices, credit, real activity and interest rates in advanced economies during the past 25 years, using a dynamic generalized factor model. House price cycles generally lead credit and business cycles over the long term, while in...

Persistent link: https://www.econbiz.de/10013155281

Credit cycles with market-based household leverage

Diamond, William; Landvoigt, Tim - In: Journal of financial economics 146 (2022) 2, pp. 726-753

Persistent link: https://www.econbiz.de/10013482350

Printing Away the Mortgages : Fiscal Inflation and the Post-Covid Housing Boom

Diamond, William; Landvoigt, Tim; Sanchez, German - 2022

We theoretically and quantitatively analyze the impact of fiscal and monetary stimulus during and after the 2020 Covid recession on output, inflation, and house prices. Our theoretical analysis clarifies that fiscal stimulus increases consumption demand in a recession by providing liquidity, by...

Persistent link: https://www.econbiz.de/10014236044

Leaning against housing booms fueled by credit

Cañizares Martínez, Carlos - 2023

Persistent link: https://www.econbiz.de/10014227355

Housing booms and bank growth

Flannery, Mark J.; Lin, Leming; Wang, Luxi - In: Journal of financial intermediation 52 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013552497

Policy-driven boom and bust in the housing market : evidence from Mongolia

Doojav, Gan-Ochir; Damdinjav, Davaasukh - In: Asian development review : studies of Asian and pacific … 38 (2021) 2, pp. 279-317

This paper examines the effects of a mortgage interest rate subsidy on booms and busts in the housing market by … analyzing the Housing Mortgage program in Mongolia. We find that the most recent housing boom in Mongolia occurred from the …-specific factors and macroeconomic variables had a significant influence on housing price dynamics. Mortgage interest rate …

Persistent link: https://www.econbiz.de/10013329305

Holding onto the past : previous homes, post-move housing consumption, and the great recession

Bian, Xun; Feng, Zifeng; Lin, Zhenguo; Liu, Yingchun - In: Journal of real estate research : JRER ; a publication … 46 (2024) 2, pp. 214-244

Persistent link: https://www.econbiz.de/10014582209

House prices, rental costs, and mortgage interest rates

Lin, Che-Chun; Tsai, I-Chun - In: International journal of strategic property management 25 (2021) 5, pp. 356-368

Persistent link: https://www.econbiz.de/10013415376