House prices and bank loan performance
AbstractThis Letter discusses the strong link between house price depreciation and defaults on loans for residential mortgages as well as for land development and construction.
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Bibliographic InfoArticle provided by Federal Reserve Bank of San Francisco in its journal FRBSF Economic Letter.
Volume (Year): (2009)
Issue (Month): feb6 ()
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- Davis, Morris A. & Heathcote, Jonathan, 2007.
"The price and quantity of residential land in the United States,"
Journal of Monetary Economics,
Elsevier, vol. 54(8), pages 2595-2620, November.
- Morris A. Davis & Jonathan Heathcote, 2004. "The price and quantity of residential land in the United States," Finance and Economics Discussion Series 2004-37, Board of Governors of the Federal Reserve System (U.S.).
- Jonathan Heathcote & Morris Davis, 2004. "The Price and Quantity of Residential Land in the United States," 2004 Meeting Papers 32, Society for Economic Dynamics.
- Davis, Morris & Heathcote, Jonathan, 2005. "The Price and Quantity of Residential Land in the United States," CEPR Discussion Papers 5333, C.E.P.R. Discussion Papers.
- Stephen LeRoy & Munpyung O & John Krainer, 2009. "Subprime Mortgages," 2009 Meeting Papers 1077, Society for Economic Dynamics.
- Berger, Allen N. & Bouwman, Christa H.S., 2013. "How does capital affect bank performance during financial crises?," Journal of Financial Economics, Elsevier, vol. 109(1), pages 146-176.
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