Borrowers in states with non-recourse mortgage law face limited liability on their mortgage loans. We show that non …. We find that mortgage lending pricing does not fully reflect the higher risk in non-recourse states because the emergence …

This paper introduces mathematical models to capture the spreading of epidemics to explain the expansion of mortgage … strong driver of mortgage default, we model interdependencies of regional mortgage default rates through employment …-known approaches like linear regression or logit models. The key findings may be useful in understanding the dynamics of mortgage …

have higher mortgage delinquency and charge-off rates and significantly higher probabilities of failure during the last … stronger capital buffers. Our results suggest that there is scope for improved measures of mortgage loan risk that could be …

Mortgage banking began to develop in Slovakia after 1998 as an ambitious project, the goal of which was to elevate the …-term resources. Our goal is a comprehensive assessment of the development of Slovak mortgage banking for the past 20 years from the … perspectives of the development of banking, the mortgage bond market, the real estate market and selected interactions between …

these measures comes at a time when housing supply and mortgage lending are at historically low levels. In this paper we use … for house prices and key activity variables in the mortgage market. …

We study the impact of changes in recourse legislation on mortgage defaults. Romania provides us with an ideal … experimental setting to identify this impact. Using a large dataset of mortgage loans granted between 2003 and 2016, we exploit an …

on default rates at state level in the US mortgage market. Using panel data techniques, we find a statistically …

varies with the mortgage cycle …