Advanced Search
MyIDEAS: Login

Citations for "The Rise in Mortgage Defaults"

by Christopher Mayer & Karen Pence & Shane M. Sherlund

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Piskorski, Tomasz & Seru, Amit, 2012. "Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2012-20, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  2. Lipsky, John, 2009. "Asia, the financial crisis, and global economic governance - closing remarks," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Oct, pages 347-353.
  3. William Lang & Julapa Jagtiani, 2010. "The Mortgage and Financial Crises: The Role of Credit Risk Management and Corporate Governance," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 38(3), pages 295-316, September.
  4. Niinimäki, J.-P., 2011. "Nominal and true cost of loan collateral," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(10), pages 2782-2790, October.
  5. Powell, O.R., 2010. "Essays on experimental bubble markets," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4219264, Tilburg University.
  6. Claessens, Stijn & Ayhan Kose, M. & Terrones, Marco E., 2010. "The global financial crisis: How similar? How different? How costly?," Journal of Asian Economics, Elsevier, Elsevier, vol. 21(3), pages 247-264, June.
  7. 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 National Bureau of Economic Research, Inc.
  8. Deniz Igan & Thierry Tressel & Prachi Mishra, 2009. "A Fistful of Dollars," IMF Working Papers 09/287, International Monetary Fund.
  9. Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "The role of securitization in mortgage renegotiation," Working Paper Series, Federal Reserve Bank of Chicago WP-2011-02, Federal Reserve Bank of Chicago.
  10. Bhardwaj, Geetesh & Sengupta, Rajdeep, 2014. "Subprime cohorts and loan performance," Journal of Banking & Finance, Elsevier, Elsevier, vol. 41(C), pages 236-252.
  11. 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, Institute of Industrial Relations, UC Berkeley qt83x2h03n, Institute of Industrial Relations, UC Berkeley.
  12. Karen E. Dynan, 2009. "Changing Household Financial Opportunities and Economic Security," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 23(4), pages 49-68, Fall.
  13. 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, Springer, vol. 42(1), pages 5-29, October.
  14. Eugene N. White, 2009. "Lessons from the Great American Real Estate Boom and Bust of the 1920s," NBER Working Papers 15573, National Bureau of Economic Research, Inc.
  15. Lawrence J. White, 2009. "Financial Regulation and the Current Crisis: A Guide for the Antitrust Community," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 09-11, New York University, Leonard N. Stern School of Business, Department of Economics.
  16. Andrew K. Rose & Mark M. Spiegel, 2009. "Cross-Country Causes and Consequences of the 2008 Crisis: Early Warning," NBER Working Papers 15357, National Bureau of Economic Research, Inc.
  17. 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, Elsevier, vol. 83(3), pages 394-409.
  18. Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, Elsevier, vol. 29(3), pages 943-973.
  19. Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2010. "Complex mortgages," Working Paper Series, Federal Reserve Bank of Chicago WP-2010-17, Federal Reserve Bank of Chicago.
  20. John Y. Campbell, 2012. "Mortgage Market Design," NBER Working Papers 18339, National Bureau of Economic Research, Inc.
  21. Pieter A. Gautier & Yves Zenou, 2008. "Car ownership and the Labor Market of Ethnic Minorities," Tinbergen Institute Discussion Papers 08-106/3, Tinbergen Institute.
  22. Rubén Hernández-Murillo & Rajdeep Sengupta, 2011. "The effect of neighborhood contagion on mortgage selection," Working Papers, Federal Reserve Bank of St. Louis 2011-036, Federal Reserve Bank of St. Louis.
  23. Levitin, Adam & Wachter, Susan, 2012. "Explaining the Housing Bubble," MPRA Paper 41920, University Library of Munich, Germany.
  24. Thomas Schelkle, 2014. "Mortgage Default during the U.S. Mortgage Crisis," Working Paper Series in Economics, University of Cologne, Department of Economics 72, University of Cologne, Department of Economics.
  25. Shleifer, Andrei & Vishny, Robert W., 2010. "Unstable banking," Journal of Financial Economics, Elsevier, Elsevier, vol. 97(3), pages 306-318, September.
  26. Yongqiang Chu, 2014. "Credit constraints, inelastic supply, and the housing boom," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 52-69, January.
  27. Mayer, Chris & Piskorski, Tomasz & Tchistyi, Alexei, 2013. "The inefficiency of refinancing: Why prepayment penalties are good for risky borrowers," Journal of Financial Economics, Elsevier, Elsevier, vol. 107(3), pages 694-714.
  28. Zhang, Yan, 2013. "Does loan renegotiation differ by securitization status? A transition probability study," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 22(3), pages 513-527.
  29. Laibson, David, 1997. "Golden Eggs and Hyperbolic Discounting," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 112(2), pages 443-77, May.
  30. Kaushik Basu, 2009. "A Simple Model of the Financial Crisis of 2007-9 with Implications for the Design of a Stimulus Package," Working Papers id:2179, eSocialSciences.
  31. Nadauld, Taylor D. & Sherlund, Shane M., 2009. "The Role of the Securitization Process in the Expansion of Subprime Credit," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2009-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  32. Chan, Sewin & Gedal, Michael & Been, Vicki & Haughwout, Andrew, 2011. "The role of neighborhood characteristics in mortgage default risk: evidence from New York City," MPRA Paper 33941, University Library of Munich, Germany.
  33. W. Scott Frame & Lawrence J. White, 2014. "Technological Change, Financial Innovation, and Diffusion in Banking," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 14-02, New York University, Leonard N. Stern School of Business, Department of Economics.
  34. Deniz Igan & Prachi Mishra & Thierry Tressel, 2011. "A Fistful of Dollars: Lobbying and the Financial Crisis," NBER Working Papers 17076, National Bureau of Economic Research, Inc.
  35. Ben-David, Itzhak, 2011. "High Leverage and Willingness to Pay: Evidence from the Residential Housing Market," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2011-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  36. Goodman, Joshua Samuel & Levitin, Adam Jeremiah, 2012. "Bankruptcy Law and The Cost of Credit: The Impact of Cramdown on Mortgage Interest Rates," Scholarly Articles 9403179, Harvard Kennedy School of Government.
  37. Lang, William W. & Jagtiani, Julapa, 2010. "The Mortgage Financial Crises: The Role of Credit Risk Management and Corporate Governance," Working Papers, University of Pennsylvania, Wharton School, Weiss Center 10-12, University of Pennsylvania, Wharton School, Weiss Center.
  38. Crowe, Christopher & Dell’Ariccia, Giovanni & Igan, Deniz & Rabanal, Pau, 2013. "How to deal with real estate booms: Lessons from country experiences," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(3), pages 300-319.
  39. Duchin, Ran & Sosyura, Denis, 2014. "Safer ratios, riskier portfolios: Banks׳ response to government aid," Journal of Financial Economics, Elsevier, Elsevier, vol. 113(1), pages 1-28.
  40. James Wolter, 2013. "Separating the impact of macroeconomic variables and global frailty in event data," Economics Series Working Papers 667, University of Oxford, Department of Economics.
  41. Nadauld, Taylor D. & Sherlund, Shane M., 2013. "The impact of securitization on the expansion of subprime credit," Journal of Financial Economics, Elsevier, Elsevier, vol. 107(2), pages 454-476.
  42. Pau Rabanal & Christopher W. Crowe & Giovanni Dell'Ariccia & Deniz Igan, 2011. "How to Deal with Real Estate Booms," IMF Working Papers 11/91, International Monetary Fund.
  43. Joshua Goodman & Adam Levitin, . "Bankruptcy Law and The Cost of Credit: The Impact of Cramdown on Mortgage Interest Rates," Working Paper 117016, Harvard University OpenScholar.
  44. 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, Board of Governors of the Federal Reserve System (U.S.) 2010-20, Board of Governors of the Federal Reserve System (U.S.).
  45. Pol, Eduardo, 2012. "The preponderant causes of the USA banking crisis 2007–08," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, Elsevier, vol. 41(5), pages 519-528.
  46. Mitropoulos, Atanasios & Zaidi, Rida, 2009. "Relative indicators of default risk among UK residential mortgages," MPRA Paper 19619, University Library of Munich, Germany.
  47. Dilip Mookherjee & Ulf von Lilienfeld-Toal, 2011. "How Did the US Housing Slump Begin? The Role of the 2005 Bankruptcy Reform," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics WP2011-033, Boston University - Department of Economics.
  48. Larry D. Wall, 2012. "Central banking for financial stability Some lessons from the recent instability in the US and euro area," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 247-280, August.
  49. Jane Dokko & Brian M. Doyle & Michael T. Kiley & Jinill Kim & Shane Sherlund & Jae Sim & Skander Van Den Heuvel, 2011. "Monetary policy and the global housing bubble," Economic Policy, CEPR;CES;MSH, CEPR;CES;MSH, vol. 26(66), pages 233-283, 04.
  50. 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, Elsevier, vol. 88(2), pages 219-234.
  51. Tomasz Piskorski & Amit Seru & James Witkin, 2013. "Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market," NBER Working Papers 18843, National Bureau of Economic Research, Inc.
  52. Agarwal, Sumit & Ben-David, Itzhak & Yao, Vincent, 2012. "Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real-Estate Market," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2012-29, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  53. Agatha M. Poroshina, 2014. "Credit Risk Modeling Of Residential Mortgage Lending In Russia," HSE Working papers, National Research University Higher School of Economics WP BRP 30/FE/2014, National Research University Higher School of Economics.
  54. Kaushik Basu, 2011. "A simple model of the financial crisis of 2007-2009, with implications for the design of a stimulus package," Indian Growth and Development Review, Emerald Group Publishing, Emerald Group Publishing, vol. 4(1), pages 5-21, April.
  55. Shane M. Sherlund, 2008. "The past, present, and future of subprime mortgages," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2008-63, Board of Governors of the Federal Reserve System (U.S.).
  56. Blackburn, McKinley L. & Vermilyea, Todd, 2012. "The prevalence and impact of misstated incomes on mortgage loan applications," Journal of Housing Economics, Elsevier, Elsevier, vol. 21(2), pages 151-168.
  57. 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, Elsevier, vol. 6(4), pages 203-217, December.
  58. 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, Banque de France, issue 15, pages 13-26, February.
  59. Natacha Postel-Vinay, 2014. "Debt Dilution in 1920s America: Lighting the Fuse of a Mortgage Crisis," Working Papers 0053, European Historical Economics Society (EHES).
  60. Mundra, Kusum & Uwaifo Oyelere, Ruth, 2013. "Determinants of Immigrant Homeownership: Examining their Changing Role during the Great Recession and Beyond," IZA Discussion Papers 7468, Institute for the Study of Labor (IZA).
  61. Wall, Larry D., 2012. "Central Banking for Financial Stability: Some Lessons from the Recent Instability in the United States and Euro Area," ADBI Working Papers, Asian Development Bank Institute 379, Asian Development Bank Institute.
  62. Marekwica, Marcel & Schaefer, Alexander & Sebastian, Steffen, 2013. "Life cycle asset allocation in the presence of housing and tax-deferred investing," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(6), pages 1110-1125.
  63. In't Veld, Jan & Raciborski, Rafal & Ratto, Marco & Roeger, Werner, 2011. "The recent boom-bust cycle: The relative contribution of capital flows, credit supply and asset bubbles," European Economic Review, Elsevier, Elsevier, vol. 55(3), pages 386-406, April.
  64. Ryan Bubb & Alex Kaufman, 2009. "Securitization and moral hazard: evidence from a lender cutoff rule," Public Policy Discussion Paper, Federal Reserve Bank of Boston 09-5, Federal Reserve Bank of Boston.
  65. Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V., 2011. "Subprime mortgage default," Journal of Urban Economics, Elsevier, vol. 70(2-3), pages 75-87, September.
  66. García Montalvo, José, 2014. "Crisis financiera, reacción regulatoria y el futuro de la banca en España/Financial Crisis, Regulatory Reform and the Future of the Spanish Banking Industry," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 32, pages 497-528, Mayo.
  67. Fligstein, Neil & Goldstein, Adam, 2012. "The Transformation of Mortgage Finance and the Industrial Roots of the Mortgage Meltdown," Institute for Research on Labor and Employment, Working Paper Series, Institute of Industrial Relations, UC Berkeley qt2zx8r7fb, Institute of Industrial Relations, UC Berkeley.
  68. Paul Carrillo, 2013. "Testing for Fraud in the Residential Mortgage Market: How Much Did Early-Payment-Defaults Overpay for Housing?," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 47(1), pages 36-64, July.
  69. Bhardwaj, Geetesh & Sengupta, Rajdeep, 2012. "Subprime mortgage design," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(5), pages 1503-1519.