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The Rise in Mortgage Defaults

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Cited by:

  1. Farboodi, Maryam & Kondor, Péter, 2023. "Cleansing by tight credit: Rational cycles and endogenous lending standards," Journal of Financial Economics, Elsevier, vol. 150(1), pages 46-67.
  2. Duchin, Ran & Sosyura, Denis, 2014. "Safer ratios, riskier portfolios: Banks׳ response to government aid," Journal of Financial Economics, Elsevier, vol. 113(1), pages 1-28.
  3. Gautier, Pieter A. & Zenou, Yves, 2010. "Car ownership and the labor market of ethnic minorities," Journal of Urban Economics, Elsevier, vol. 67(3), pages 392-403, May.
  4. Tracy, Joseph & Wright, Joshua, 2016. "Payment changes and default risk: The impact of refinancing on expected credit losses," Journal of Urban Economics, Elsevier, vol. 93(C), pages 60-70.
  5. Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2017. "Mapping heat in the U.S. financial system," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 36-64.
  6. Rajan, Uday & Seru, Amit & Vig, Vikrant, 2015. "The failure of models that predict failure: Distance, incentives, and defaults," Journal of Financial Economics, Elsevier, vol. 115(2), pages 237-260.
  7. You Suk Kim & Wenli Li & Hanming Fang, 2016. "The Dynamics of Subprime Adjustable-Rate Mortgage Default: A Structural Estimation," 2016 Meeting Papers 400, Society for Economic Dynamics.
  8. Michela Pelizza & Klaus R. Schenk-Hoppé, 2020. "Pricing Defaulted Italian Mortgages," JRFM, MDPI, vol. 13(2), pages 1-14, February.
  9. Andréas Heinen & James B. Kau & Donald C. Keenan & Mi Lim Kim, 2021. "Spatial Dependence in Subprime Mortgage Defaults," The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 1-24, January.
  10. Ronel Elul, 2010. "What have we learned about mortgage default?," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 12-19.
  11. Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Douglas D. Evanoff, 2016. "Loan Product Steering in Mortgage Markets," NBER Working Papers 22696, National Bureau of Economic Research, Inc.
  12. Mocetti, Sauro & Viviano, Eliana, 2017. "Looking behind mortgage delinquencies," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 53-63.
  13. Conklin, James N. & Frame, W. Scott & Gerardi, Kristopher & Liu, Haoyang, 2022. "Villains or scapegoats? The role of subprime borrowers in driving the U.S. housing boom," Journal of Financial Intermediation, Elsevier, vol. 51(C).
  14. Marco Ratto & Werner Roeger & Jan in 't Veld, 2010. "Using a DSGE model to look at the recent boom-bust cycle in the US," European Economy - Economic Papers 2008 - 2015 397, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  15. Keshab Bhattarai, 2015. "Financial Deepening and Economic Growth in Advanced and Emerging Economies," Review of Development Economics, Wiley Blackwell, vol. 19(1), pages 178-195, February.
  16. Rajdeep Sengupta & Geetesh Bhardwaj, 2015. "Credit Scoring and Loan Default," International Review of Finance, International Review of Finance Ltd., vol. 15(2), pages 139-167, June.
  17. Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021. "Household Finance," Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
  18. Fernando Ferreira & Joseph Gyourko, 2015. "A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012," NBER Working Papers 21261, National Bureau of Economic Research, Inc.
  19. Thomas Schelkle, 2018. "Mortgage Default during the U.S. Mortgage Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1101-1137, September.
  20. Andrew K. Rose & Mark M. Spiegel, "undated". "Cross-Country Causes and Consequences of the 2008 Crisis: Early Warning," Working Papers 6, Department of the Treasury, Ministry of the Economy and of Finance.
  21. Matthew J. Eichner & Donald L. Kohn & Michael G. Palumbo, 2010. "Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?," Finance and Economics Discussion Series 2010-20, Board of Governors of the Federal Reserve System (U.S.).
  22. Zhenguo Lin & Yingchun Liu & Jia Xie, 2015. "Immigrants and Mortgage Delinquency in the United States," Staff Working Papers 15-1, Bank of Canada.
  23. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
  24. Bernanke, B.S., 2011. "International capital flows and the returns to safe assets in the United States 2003-2007," Financial Stability Review, Banque de France, issue 15, pages 13-26, February.
  25. Yavuz Arslan & Bulent Guler & Temel Taskin, 2015. "Joint Dynamics of House Prices and Foreclosures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 133-169, March.
  26. Itzhak Ben‐David, 2019. "High Leverage and Willingness to Pay: Evidence from the Residential Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 47(3), pages 643-684, September.
  27. Franklin Allen & Elena Carletti, 2010. "An Overview of the Crisis: Causes, Consequences, and Solutions-super-," International Review of Finance, International Review of Finance Ltd., vol. 10(s1), pages 1-26.
  28. Manuel Adelino & William B. McCartney & Antoinette Schoar, 2020. "The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market," NBER Working Papers 27499, National Bureau of Economic Research, Inc.
  29. Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015. "Mortgage defaults," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
    • Mr. Leonardo Martinez & Juan Carlos Hatchondo & Mr. Juan M. Sanchez, 2012. "Mortgage Defaults," IMF Working Papers 2012/026, International Monetary Fund.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  30. Albanesi, Stefania & DeGiorgi, Giacomo & Nosal, Jaromir, 2022. "Credit growth and the financial crisis: A new narrative," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 118-139.
  31. John Y. Campbell, 2013. "Mortgage Market Design," Review of Finance, European Finance Association, vol. 17(1), pages 1-33.
  32. John Y. Campbell & João F. Cocco, 2015. "A Model of Mortgage Default," Journal of Finance, American Finance Association, vol. 70(4), pages 1495-1554, August.
  33. Eugene N. White, 2014. "Lessons from the Great American Real Estate Boom and Bust of the 1920s," NBER Chapters, in: Housing and Mortgage Markets in Historical Perspective, pages 115-158, National Bureau of Economic Research, Inc.
  34. Franklin Allen and Giorgia Giovannetti, 2010. "Fragile Countries And The 2008-2009 Crisis," EUI-RSCAS Working Papers 13, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
  35. von Lilienfeld-Toal, Ulf & Mookherjee, Dilip, 2011. "How Did the US Housing Slump Begin? The Role of the 2005 Bankruptcy Reform," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48726, Verein für Socialpolitik / German Economic Association.
  36. Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011. "The role of securitization in mortgage renegotiation," Journal of Financial Economics, Elsevier, vol. 102(3), pages 559-578.
  37. Bertaut, Carol & DeMarco, Laurie Pounder & Kamin, Steven & Tryon, Ralph, 2012. "ABS inflows to the United States and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 219-234.
  38. Blackburn, McKinley L. & Vermilyea, Todd, 2012. "The prevalence and impact of misstated incomes on mortgage loan applications," Journal of Housing Economics, Elsevier, vol. 21(2), pages 151-168.
  39. Richard Chamboko & Jorge Miguel Bravo, 2020. "A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes," Risks, MDPI, vol. 8(2), pages 1-29, June.
  40. Kristopher Gerardi & Kyle F. Herkenhoff & Lee E. Ohanian & Paul S. Willen, 2018. "Can’t Pay or Won’t Pay? Unemployment, Negative Equity, and Strategic Default," The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 1098-1131.
  41. Chan, Sewin & Haughwout, Andrew & Tracy, Joseph, 2015. "How Mortgage Finance Affects the Urban Landscape," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 987-1045, Elsevier.
  42. Yaseen Ghulam & Kamini Dhruva & Sana Naseem & Sophie Hill, 2018. "The Interaction of Borrower and Loan Characteristics in Predicting Risks of Subprime Automobile Loans," Risks, MDPI, vol. 6(3), pages 1-21, September.
  43. Mitropoulos, Atanasios & Zaidi, Rida, 2009. "Relative indicators of default risk among UK residential mortgages," MPRA Paper 19619, University Library of Munich, Germany.
  44. Jonathan D. Rose, 2011. "The Incredible HOLC? Mortgage Relief during the Great Depression," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1073-1107, September.
  45. Killian McCarthy & Wilfred Dolfsma, 2009. "Editor's Feature," Journal of Economic Issues, Taylor & Francis Journals, vol. 43(2), pages 531-548.
  46. Claudine Gartenberg & Lamar Pierce, 2017. "Subprime governance: Agency costs in vertically integrated banks and the 2008 mortgage crisis," Strategic Management Journal, Wiley Blackwell, vol. 38(2), pages 300-321, February.
  47. W. Scott Frame & Larry D. Wall & Lawrence J. White, 2018. "Technological Change and Financial Innovation in Banking: Some Implications for Fintech," FRB Atlanta Working Paper 2018-11, Federal Reserve Bank of Atlanta.
  48. Gathergood, John & Weber, Jörg, 2017. "Financial literacy, present bias and alternative mortgage products," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 58-83.
  49. Frank P. Stafford & Erik Hurst & Bing Chen, 2012. "Diminishing Margins: Housing Market Declines and Family Financial Responses," Working Papers wp276, University of Michigan, Michigan Retirement Research Center.
  50. Moulton, Stephanie & Haurin, Donald R. & Shi, Wei, 2015. "An analysis of default risk in the Home Equity Conversion Mortgage (HECM) program," Journal of Urban Economics, Elsevier, vol. 90(C), pages 17-34.
  51. Sumit Agarwal & Itzhak Ben-David & Vincent Yao, 2015. "Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market," Management Science, INFORMS, vol. 61(9), pages 2220-2240, September.
  52. W. Scott Frame & Lawrence J. White, 2010. "The Industrial Organization of the U.S. Single-Family Residential Mortgage Industry," Working Papers 10-11, New York University, Leonard N. Stern School of Business, Department of Economics.
  53. Taylor D. Nadauld & Shane M. Sherlund, 2009. "The role of the securitization process in the expansion of subprime credit," Finance and Economics Discussion Series 2009-28, Board of Governors of the Federal Reserve System (U.S.).
  54. David Zimmer, 2015. "Time-Varying Correlation in Housing Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 51(1), pages 86-100, July.
  55. Egle Jakucionyte & Swapnil Singh, 2020. "Bowling Alone, Buying Alone: The Decline of Co-Borrowers in the US Mortgage Market," Bank of Lithuania Working Paper Series 78, Bank of Lithuania.
  56. Steve Sharpe & Shane Sherlund, 2016. "Crowding Out Effects of Refinancing on New Purchase Mortgages," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 48(2), pages 209-239, March.
  57. Bartram, Söhnke M. & Bodnar, Gordon M., 2009. "No place to hide: The global crisis in equity markets in 2008/2009," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1246-1292, December.
  58. Kristopher Gerardi & Lorenz Goette & Stephan Meier, 2010. "Financial literacy and subprime mortgage delinquency: evidence from a survey matched to administrative data," FRB Atlanta Working Paper 2010-10, Federal Reserve Bank of Atlanta.
  59. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," LSE Research Online Documents on Economics 58533, London School of Economics and Political Science, LSE Library.
  60. Deniz Igan & Prachi Mishra & Thierry Tressel, 2012. "A Fistful of Dollars: Lobbying and the Financial Crisis," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 195-230.
  61. W. Scott Frame & Lawrence J. White, 2009. "Technological Change, Financial Innovation, and Diffusion in Banking," Working Papers 09-03, New York University, Leonard N. Stern School of Business, Department of Economics.
  62. Charles Grant, 2021. "The Evolution of Arrears among US Households 1995–2013," JRFM, MDPI, vol. 14(2), pages 1-40, January.
  63. Fout, Hamilton & Li, Grace & Palim, Mark & Pan, Ying, 2020. "Credit risk of low income mortgages," Regional Science and Urban Economics, Elsevier, vol. 80(C).
  64. Erik Hurst & Benjamin J. Keys & Amit Seru & Joseph Vavra, 2016. "Regional Redistribution through the US Mortgage Market," American Economic Review, American Economic Association, vol. 106(10), pages 2982-3028, October.
  65. Timothy Dombrowski & R. Kelley Pace & Junbo Wang, 2024. "Imputing Borrower Heterogeneity and Dynamics in Mortgage Default Models," The Journal of Real Estate Finance and Economics, Springer, vol. 68(3), pages 462-487, April.
  66. Margarita María Mosso Martínez & Francisco López-Herrera, 2019. "Relación de equilibrio en la Morosidad y el Deterioro de la cartera de hipotecas bursatilizadas en México," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 5(1), pages 3-31, December.
  67. Ronel Elul & Sebastian Tilson, 2015. "Owner occupancy fraud and mortgage performance," Working Papers 15-45, Federal Reserve Bank of Philadelphia.
  68. Thomas Url, 2010. "Financial Market Crisis: Origin, Short-Term Reaction and Long-Term Adjustment Requirements," Austrian Economic Quarterly, WIFO, vol. 15(1), pages 54-77, April.
  69. Niinimäki, J.-P., 2011. "Nominal and true cost of loan collateral," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2782-2790, October.
  70. Stefano Colonnello & Mariela Dal Borgo, 2024. "Raising Household Leverage: Evidence from Co-Financed Mortgages," Working Papers 2024: 01, Department of Economics, University of Venice "Ca' Foscari".
  71. Sumit Agarwal & Yongheng Deng & Jia He & Yonglin Wang & Qi Zhang, 2023. "Lenders’ pricing strategy: Do neighborhood risks matter?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(4), pages 1011-1047, July.
  72. Yuchi Chu & Yiting Li, 2024. "Secured Loans and Risky Assets in a Monetary Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 395-427, March.
  73. Slaymaker, Rachel & O'Toole, Conor & McQuinn, Kieran & Fahy, Mike, 2018. "Monetary policy normalisation and mortgage arrears in a recovering economy: The case of the Irish residential market," Papers WP613, Economic and Social Research Institute (ESRI).
  74. Giovanni Favara & Mariassunta Giannetti, 2017. "Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market," Journal of Finance, American Finance Association, vol. 72(3), pages 1081-1118, June.
  75. Ruben Hernandez-Murillo & Rajdeep Sengupta, 2011. "The effect of neighborhood contagion on mortgage selection," Working Papers 2011-036, Federal Reserve Bank of St. Louis.
  76. DeFusco, Anthony A. & Nathanson, Charles G. & Zwick, Eric, 2022. "Speculative dynamics of prices and volume," Journal of Financial Economics, Elsevier, vol. 146(1), pages 205-229.
  77. Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Tomasz Piskorski & Amit Seru, 2017. "Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program," Journal of Political Economy, University of Chicago Press, vol. 125(3), pages 654-712.
  78. Jacob W. Faber & Peter M. Rich, 2018. "Financially Overextended: College Attendance as a Contributor to Foreclosures During the Great Recession," Demography, Springer;Population Association of America (PAA), vol. 55(5), pages 1727-1748, October.
  79. Adriano A. Rampini & S. Viswanathan & Guillaume Vuillemey, 2020. "Retracted: Risk Management in Financial Institutions," Journal of Finance, American Finance Association, vol. 75(2), pages 591-637, April.
  80. Shane M. Sherlund, 2008. "The past, present, and future of subprime mortgages," Finance and Economics Discussion Series 2008-63, Board of Governors of the Federal Reserve System (U.S.).
  81. Hanming Fang & You Suk Kim & Wenli Li, 2015. "The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation," Finance and Economics Discussion Series 2015-114, Board of Governors of the Federal Reserve System (U.S.).
  82. Lang, William W. & Jagtiani, Julapa, 2010. "The Mortgage Financial Crises: The Role of Credit Risk Management and Corporate Governance," Working Papers 10-12, University of Pennsylvania, Wharton School, Weiss Center.
  83. Mayock, Tom & Tzioumis, Konstantinos, 2021. "New construction and mortgage default," Journal of Banking & Finance, Elsevier, vol. 133(C).
  84. Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2018. "Complex Mortgages [Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization]," Review of Finance, European Finance Association, vol. 22(6), pages 1975-2007.
  85. Graeme O'Meara, 2015. "Housing Bubbles and Monetary Policy: A Reassessment," The Economic and Social Review, Economic and Social Studies, vol. 46(4), pages 521-565.
  86. Patrick Bayer & Fernando Ferreira & Stephen L. Ross, 2014. "Race, Ethnicity and High-Cost Mortgage Lending," NBER Working Papers 20762, National Bureau of Economic Research, Inc.
  87. Thomas Url, 2009. "Finanzmarktkrise: Entstehung, kurzfristige Reaktion und langfristiger Anpassungsbedarf," WIFO Monatsberichte (monthly reports), WIFO, vol. 82(12), pages 909-931, December.
  88. Kelly, Robert & O'Malley, Terence, 2014. "A Transitions-Based Model of Default for Irish Mortgages," Research Technical Papers 17/RT/14, Central Bank of Ireland.
  89. Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2017. "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(1), pages 317-365.
  90. Rebel Cole & Lawrence White, 2012. "Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 5-29, October.
  91. Mayer, Chris & Piskorski, Tomasz & Tchistyi, Alexei, 2013. "The inefficiency of refinancing: Why prepayment penalties are good for risky borrowers," Journal of Financial Economics, Elsevier, vol. 107(3), pages 694-714.
  92. Matthew J. Eichner & Donald L. Kohn & Michael G. Palumbo, 2013. "Financial Statistics for the United States and the Crisis: What Did They Get Right, What Did They Miss, and How Could They Change?," NBER Chapters, in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy, pages 39-66, National Bureau of Economic Research, Inc.
  93. Margarita María Mosso Martínez & Francisco López-Herrera, 2019. "Relación de equilibrio en la Morosidad y el Deterioro de la cartera de hipotecas bursatilizadas en México," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 5(1), pages 3-31, December.
  94. Maurice Obstfeld & Kenneth S. Rogoff, 2009. "Global imbalances and the financial crisis: products of common causes," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 131-172.
  95. James P. Dow, 2016. "Mortgage originations during 2002-2007 as an example of an evolutionary market," Journal of Evolutionary Economics, Springer, vol. 26(5), pages 1007-1032, December.
  96. Morris A Davis & William D Larson & Stephen D Oliner & Benjamin R Smith, 2023. "A Quarter Century of Mortgage Risk," Review of Finance, European Finance Association, vol. 27(2), pages 581-618.
  97. Geetesh Bhardwaj & Rajdeep Sengupta, 2011. "Credit scoring and loan default," Working Papers 2011-040, Federal Reserve Bank of St. Louis.
  98. John Lipsky, 2009. "Asia, the financial crisis, and global economic governance - closing remarks," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 347-353.
  99. Poitras, Geoffrey & Zanotti, Giovanna, 2016. "Mortgage contract design and systemic risk immunization," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 320-331.
  100. Anil Kumar, 2018. "Do Restrictions on Home Equity Extraction Contribute to Lower Mortgage Defaults? Evidence from a Policy Discontinuity at the Texas Border," American Economic Journal: Economic Policy, American Economic Association, vol. 10(1), pages 268-297, February.
  101. Beltratti, Andrea & Benetton, Matteo & Gavazza, Alessandro, 2017. "The role of prepayment penalties in mortgage loans," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 165-179.
  102. Yifei Wu & Jeffrey H Dorfman, 2018. "Reducing residential mortgage default: Should policy act before or after home purchases?," PLOS ONE, Public Library of Science, vol. 13(7), pages 1-23, July.
  103. M. Dietsch & C. Welter-Nicol, 2014. "Do LTV and DSTI caps make banks more resilient?," Débats économiques et financiers 13, Banque de France.
  104. Bo Li, 2024. "Testing Business Cycle Theories: Evidence from the Great Recession," Papers 2403.04104, arXiv.org.
  105. Floros, Ioannis & White, Joshua T., 2016. "Qualified residential mortgages and default risk," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 86-104.
  106. Kelly, Robert & McCann, Fergal, 2016. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 15-27.
  107. Lynn M. Fisher & Mike Fratantoni & Stephen D. Oliner & Tobias J. Peter, 2021. "Jumbo rates below conforming rates: When did this happen and why?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S2), pages 461-489, September.
  108. Argys, Laura M. & Friedson, Andrew I. & Pitts, M. Melinda & Tello-Trillo, D. Sebastian, 2020. "Losing public health insurance: TennCare reform and personal financial distress," Journal of Public Economics, Elsevier, vol. 187(C).
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  110. Chan, Sewin & Gedal, Michael & Been, Vicki & Haughwout, Andrew, 2013. "The role of neighborhood characteristics in mortgage default risk: Evidence from New York City," Journal of Housing Economics, Elsevier, vol. 22(2), pages 100-118.
  111. Jakučionytė, Eglė & Singh, Swapnil, 2022. "Bowling alone, buying alone: The decline of co-borrowers in the US mortgage market," Journal of Housing Economics, Elsevier, vol. 58(PB).
  112. Chang Liu & Wei Xiong, 2018. "China's Real Estate Market," NBER Working Papers 25297, National Bureau of Economic Research, Inc.
  113. van Ooijen, Raun & van Rooij, Maarten C.J., 2016. "Mortgage risks, debt literacy and financial advice," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 201-217.
  114. Marcel Fischer & Natalia Khorunzhina, 2019. "Housing Decision With Divorce Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(3), pages 1263-1290, August.
  115. Joshua Goodman & Adam Levitin, 2014. "Bankruptcy Law and the Cost of Credit: The Impact of Cramdown on Mortgage Interest Rates," Journal of Law and Economics, University of Chicago Press, vol. 57(1), pages 139-158.
  116. David Laibson, 1997. "Golden Eggs and Hyperbolic Discounting," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 112(2), pages 443-478.
  117. Ryan Bubb & Alex Kaufman, 2009. "Securitization and moral hazard: evidence from a lender cutoff rule," Public Policy Discussion Paper 09-5, Federal Reserve Bank of Boston.
  118. Avanzini, Diego & Martı́nez, Juan Francisco & Pérez, Vı́ctor, 2020. "Assessing mortgage default risk in full-recourse economies, with an application to the case of Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
  119. Braun, Tobias, 2011. "Wie interagieren Banken und Ratingagenturen? Eine ökonomische Analyse des Bewertungsmarktes für strukturierte Finanzprodukte," Discussion Papers 2011-17, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
  120. Dietsch, Michel & Petey, Joël, 2015. "The credit-risk implications of home ownership promotion: The effects of public subsidies and adjustable-rate loans," Journal of Housing Economics, Elsevier, vol. 28(C), pages 103-120.
  121. Damianov, Damian S. & Elsayed, Ahmed H., 2018. "On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market," Finance Research Letters, Elsevier, vol. 27(C), pages 193-200.
  122. Karen Pence, 2022. "Liquidity in the mortgage market: How does the COVID‐19 crisis compare with the global financial crisis?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(6), pages 1405-1424, November.
  123. Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012. "Trend growth expectations and U.S. house prices before and after the crisis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 394-409.
  124. Dean Corbae & Erwan Quintin, 2015. "Leverage and the Foreclosure Crisis," Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 1-65.
  125. Basu, Kaushik, 2009. "A Simple Model of the Financial Crisis of 2007-9 with Implications for the Design of a Stimulus Package," Working Papers 09-11, Cornell University, Center for Analytic Economics.
  126. Mitrašević Mirela, 2021. "The Role of Macroprudential Policy in Bank Housing Loans Portfolio Quality Assurance," Economic Themes, Sciendo, vol. 59(2), pages 281-296, June.
  127. Zhiguo He & Wei Xiong, 2010. "Financing Speculative Booms," Levine's Working Paper Archive 661465000000000327, David K. Levine.
  128. Fligstein, Neil & Goldstein, Adam, 2011. "Catalyst of Disaster: Subprime Mortgage Securitization and the Roots of the Great Recession," Institute for Research on Labor and Employment, Working Paper Series qt83x2h03n, Institute of Industrial Relations, UC Berkeley.
  129. Claudine Gartenberg, 2014. "Do Parents Matter? Effects of Lender Affiliation Through the Mortgage Boom and Bust," Management Science, INFORMS, vol. 60(11), pages 2776-2793, November.
  130. Nadav Ben Zeev, 2019. "Adjustable-Rate Mortgages, Systematic Monetary Policy, And The Root Cause Of The Financial Crisis," Working Papers 1908, Ben-Gurion University of the Negev, Department of Economics.
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  132. Kelly, Robert & O’Malley, Terence, 2016. "The good, the bad and the impaired: A credit risk model of the Irish mortgage market," Journal of Financial Stability, Elsevier, vol. 22(C), pages 1-9.
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