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The depth of negative equity and mortgage default decisions
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Cited by:
- Niu, Yi & Ding, Chengri, 2015. "Unemployment matters: Improved measures of labor market distress in mortgage default analysis," Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 27-38.
- Savvas Antoniou & Ioanna Evangelou & Theodosis Kallenos & Nektarios A. Michail, 2022.
"Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data,"
Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 16(1), pages 37-49, June.
- Savvas Antoniou & Ioanna Evangelou & Theodosis Kallenos & Nektarios A. Michail, 2022. "Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data," Working Papers 2022-1, Central Bank of Cyprus.
- 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.
- John Y. Campbell & João F. Cocco, 2011. "A Model of Mortgage Default," NBER Working Papers 17516, National Bureau of Economic Research, Inc.
- Campbell, John Y. & Cocco, Joao F., 2015. "A Model of Mortgage Default," Scholarly Articles 30758219, Harvard University Department of Economics.
- Campbell, John Y. & Cocco, João F., 2014. "A model of mortgage default," CFS Working Paper Series 452, Center for Financial Studies (CFS).
- 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.
- Anil Kumar, 2014. "Do restrictions on home equity extraction contribute to lower mortgage defaults? evidence from a policy discontinuity at the Texas’ border," Working Papers 1410, Federal Reserve Bank of Dallas.
- Ronel Elul & Nicholas S. Souleles & Souphala Chomsisengphet & Dennis Glennon & Robert Hunt, 2010.
"What "Triggers" Mortgage Default?,"
American Economic Review, American Economic Association, vol. 100(2), pages 490-494, May.
- Souphala Chomsisengphet & Ronel Elul & Robert M. Hunt & Nicholas S. Souleles, 2010. "What \"triggers\" mortgage default?," Working Papers 10-13, Federal Reserve Bank of Philadelphia.
- Chauvet, Marcelle & Gabriel, Stuart & Lutz, Chandler, 2016. "Mortgage default risk: New evidence from internet search queries," Journal of Urban Economics, Elsevier, vol. 96(C), pages 91-111.
- Arpit Gupta & Christopher Hansman, 2022. "Selection, Leverage, and Default in the Mortgage Market," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 720-770.
- Okechukwu D. Anyamele, 2018. "Racial Ethnic differences in Household Loan Delinquency Rate in recent financial crisis: Evidence from 2007 and 2010 Survey of Consumer Finances," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(3), pages 1-4.
- 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.
- Thomas Schelkle, 2012. "Mortgage Default during the U.S. Mortgage Crisis," 2012 Meeting Papers 751, Society for Economic Dynamics.
- Thomas Schelkle, 2014. "Mortgage Default during the U.S. Mortgage Crisis," Working Paper Series in Economics 72, University of Cologne, Department of Economics.
- Steven Laufer, 2018.
"Equity Extraction and Mortgage Default,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 1-33, April.
- Steven Laufer, 2013. "Equity extraction and mortgage default," Finance and Economics Discussion Series 2013-30, Board of Governors of the Federal Reserve System (U.S.).
- Steven Laufer, 2014. "Equity Extraction and Mortgage Default," 2014 Meeting Papers 634, Society for Economic Dynamics.
- Reed, Robert R. & LaRue, Amanda & Ume, Ejindu S., 2018. "Mortgage recourse provisions and housing prices," Regional Science and Urban Economics, Elsevier, vol. 73(C), pages 99-111.
- Modestino, Alicia Sasser & Dennett, Julia, 2013.
"Are American homeowners locked into their houses? The impact of housing market conditions on state-to-state migration,"
Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 322-337.
- Julia Dennett & Alicia Sasser Modestino, 2012. "Are American homeowners locked into their houses?: the impact of housing market conditions on state-to-state migration," Working Papers 12-1, Federal Reserve Bank of Boston.
- John Muellbauer, 2012.
"When is a Housing Market Overheated Enough to Threaten Stability?,"
RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability,
Reserve Bank of Australia.
- John Muellbauer, 2012. "When is a housing market overheated enough to threaten stability?," Economics Series Working Papers 623, University of Oxford, Department of Economics.
- Raven Molloy & Hui Shan, 2013.
"The Postforeclosure Experience of U.S. Households,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(2), pages 225-254, June.
- Raven S. Molloy & Hui Shan, 2011. "The post-foreclosure experience of U.S. households," Finance and Economics Discussion Series 2011-32, Board of Governors of the Federal Reserve System (U.S.).
- Reamonn Lyndon & Yvonne McCarthy, 2013.
"What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears,"
The Economic and Social Review, Economic and Social Studies, vol. 44(1), pages 117-150.
- Lydon, Reamonn & McCarthy, Yvonne, 2011. "What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears," Research Technical Papers 14/RT/11, Central Bank of Ireland.
- 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.
- Kelly, Robert & McCann, Fergal, 2015. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Research Technical Papers 05/RT/15, Central Bank of Ireland.
- Yerkin Kitapbayev & Scott Robertson, 2020. "Mortgage Contracts and Underwater Default," Papers 2005.03554, arXiv.org, revised May 2022.
- John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2012.
"How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market,"
NBER Working Papers
18394, National Bureau of Economic Research, Inc.
- Campbell, John Y & Ranish, Benjamin, 2012. "How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market," CEPR Discussion Papers 9136, C.E.P.R. Discussion Papers.
- Campbell, John Y. & Ramadorai, Tarun & Ranish, Benjamin Michael, 2012. "How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market," Scholarly Articles 12168178, Harvard University Department of Economics.
- Arthur Korteweg & Morten Sorensen, 2012. "Estimating Loan-to-Value and Foreclosure Behavior," NBER Working Papers 17882, National Bureau of Economic Research, Inc.
- 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.
- Hanming Fang & You Suk Kim & Wenli Li, 2016. "The dynamics of subprime adjustable-rate mortgage default: a structural estimation," Working Papers 16-2, Federal Reserve Bank of Philadelphia.
- Kenneth P. Brevoort & Cheryl R. Cooper, 2013.
"Foreclosure's Wake: The Credit Experiences of Individuals Following Foreclosure,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(4), pages 747-792, December.
- Kenneth P. Brevoort & Cheryl R. Cooper, 2010. "Foreclosure's wake: the credit experiences of individuals following foreclosure," Finance and Economics Discussion Series 2010-59, Board of Governors of the Federal Reserve System (U.S.).
- Jacob W. Faber & Ingrid Gould Ellen, 2016. "Race and the Housing Cycle: Differences in Home Equity Trends Among Long-Term Homeowners," Housing Policy Debate, Taylor & Francis Journals, vol. 26(3), pages 456-473, May.
- Chen, Denghui & Kiefer, Hua & Liu, Xiaodong, 2022. "Estimation of discrete choice network models with missing outcome data," Regional Science and Urban Economics, Elsevier, vol. 97(C).
- John P. Harding & Jing Li & Stuart S. Rosenthal & Xirui Zhang, 2022. "Forced moves and home maintenance: The amplifying effects of mortgage payment burden on underwater homeowners," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(2), pages 498-533, June.
- Guiso, Luigi & Sodini, Paolo, 2013.
"Household Finance: An Emerging Field,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1397-1532,
Elsevier.
- Luigi Guiso & Paolo Sodini, 2012. "Household Finance. An Emerging Field," EIEF Working Papers Series 1204, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2012.
- Guiso, Luigi, 2012. "Household Finance: An Emerging Field," CEPR Discussion Papers 8934, C.E.P.R. Discussion Papers.
- Andreas Fuster & Paul S. Willen, 2017.
"Payment Size, Negative Equity, and Mortgage Default,"
American Economic Journal: Economic Policy, American Economic Association, vol. 9(4), pages 167-191, November.
- Andreas Fuster & Paul S. Willen, 2012. "Payment size, negative equity, and mortgage default," Staff Reports 582, Federal Reserve Bank of New York.
- Andreas Fuster & Paul S. Willen, 2012. "Payment size, negative equity, and mortgage default," Public Policy Discussion Paper 12-10, Federal Reserve Bank of Boston.
- Andreas Fuster & Paul S. Willen, 2013. "Payment Size, Negative Equity, and Mortgage Default," NBER Working Papers 19345, National Bureau of Economic Research, Inc.
- Eriksen, Michael D. & Fout, Hamilton B. & Palim, Mark & Rosenblatt, Eric, 2019. "The influence of contract prices and relationships on appraisal bias," Journal of Urban Economics, Elsevier, vol. 111(C), pages 132-143.
- John Y. Campbell, 2013.
"Mortgage Market Design,"
Review of Finance, European Finance Association, vol. 17(1), pages 1-33.
- Campbell, John Y., 2012. "Mortgage Market Design," Scholarly Articles 9887618, Harvard University Department of Economics.
- John Y. Campbell, 2012. "Mortgage Market Design," NBER Working Papers 18339, National Bureau of Economic Research, Inc.
- Karen E. Dynan & Wendy Edelberg, 2013. "The relationship between leverage and household spending behavior: evidence from the 2007-2009 survey of consumer finances," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 425-448.
- Kelly, Robert & McCarthy, Yvonne & McQuinn, Kieran, 2012.
"Impairment and negative equity in the Irish mortgage market,"
Journal of Housing Economics, Elsevier, vol. 21(3), pages 256-268.
- Kelly, Robert & McCarthy, Yvonne & McQuinn, Kieran, 2011. "Impairment and Negative Equity in the Irish Mortgage Market," Research Technical Papers 9/RT/11, Central Bank of Ireland.
- Maximilian Schmeiser & Matthew Gross, 2016.
"The Determinants of Subprime Mortgage Performance Following a Loan Modification,"
The Journal of Real Estate Finance and Economics, Springer, vol. 52(1), pages 1-27, January.
- Matthew B. Gross & Maximilian D. Schmeiser, 2015. "The Determinants of Subprime Mortgage Performance Following a Loan Modification," Finance and Economics Discussion Series 2015-6, Board of Governors of the Federal Reserve System (U.S.).
- Karen Dynan, 2012. "Is a Household Debt Overhang Holding Back Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 44(1 (Spring), pages 299-362.
- Craig A. Depken & Harris Hollans & Steve Swidler, 2011. "Flips, flops and foreclosures: anatomy of a real estate bubble," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(1), pages 49-65, April.
- Asish Saha & Hock-Eam Lim & Goh-Yeok Siew, 2021. "Housing Loan Repayment Behaviour in Malaysia: An Analytical Insight," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 20(2), pages 141-159, September.
- Connor, Gregory & Flavin, Thomas, 2015. "Strategic, unaffordability and dual-trigger default in the Irish mortgage market," Journal of Housing Economics, Elsevier, vol. 28(C), pages 59-75.
- 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.
- Goodstein, Ryan & Hanouna, Paul & Ramirez, Carlos D. & Stahel, Christof W., 2017. "Contagion effects in strategic mortgage defaults," Journal of Financial Intermediation, Elsevier, vol. 30(C), pages 50-60.
- International Monetary Fund, 2010. "Canada: Selected Issues Paper," IMF Staff Country Reports 2010/378, International Monetary Fund.
- Aron, Janine & Muellbauer, John, 2016.
"“Modelling and forecasting mortgage delinquency and foreclosure in the UK.”,"
Journal of Urban Economics, Elsevier, vol. 94(C), pages 32-53.
- Muellbauer, John & Aron, Janine, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," CEPR Discussion Papers 11236, C.E.P.R. Discussion Papers.
- Janine Aron & John Muellbauer, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," Economics Series Working Papers 793, University of Oxford, Department of Economics.
- Bricker, Jesse & Bucks, Brian, 2016. "Negative home equity, economic insecurity, and household mobility over the Great Recession," Journal of Urban Economics, Elsevier, vol. 91(C), pages 1-12.
- Demyanyk, Yuliya, 2017.
"The impact of missed payments and foreclosures on credit scores,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 108-119.
- Yuliya Demyanyk, 2014. "The Impact of Missed Payments and Foreclosures on Credit Scores," Working Papers (Old Series) 1423, Federal Reserve Bank of Cleveland.
- McCann, Fergal, 2014. "Modelling default transitions in the UK mortgage market," Research Technical Papers 18/RT/14, Central Bank of Ireland.
- Jesse Bricker & Brian Bucks, 2013. "Household mobility over the Great Recession: evidence from the U.S. 2007-09 Survey of Consumer Finances panel," Finance and Economics Discussion Series 2013-53, Board of Governors of the Federal Reserve System (U.S.).
- Michael Seiler & Eric Walden, 2015.
"A Neurological Explanation of Strategic Mortgage Default,"
The Journal of Real Estate Finance and Economics, Springer, vol. 51(2), pages 215-230, August.
- Michael J. Seiler & Eric Walden, 2015. "A Neurological Explanation of Strategic Mortgage Default," Artefactual Field Experiments 00632, The Field Experiments Website.
- Mr. G. Terrier & Mr. Rodrigo O. Valdes & Mr. Camilo E Tovar Mora & Mr. Jorge A Chan-Lau & Carlos Fernandez Valdovinos & Ms. Mercedes Garcia-Escribano & Mr. Carlos I. Medeiros & Man-Keung Tang & Miss M, 2011. "Policy Instruments to Lean Against the Wind in Latin America," IMF Working Papers 2011/159, International Monetary Fund.
- Wenli Li & Florian Oswald, 2014. "Recourse and residential mortgages: the case of Nevada," Working Papers 15-2, Federal Reserve Bank of Philadelphia.
- Matthew Read & Chris Stewart & Gianni La Cava, 2014. "Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data," RBA Research Discussion Papers rdp2014-13, Reserve Bank of Australia.
- Guin, Benjamin & Korhonen, Perttu & Moktan, Sidharth, 2022. "Risk differentials between green and brown assets?," Economics Letters, Elsevier, vol. 213(C).
- 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).
- V. I. Yukalov & D. Sornette, 2014. "Manipulating decision making of typical agents," Papers 1409.0636, arXiv.org.
- repec:fip:fedreq:y:2012:i:2q:p:111-138:n:vol.98no.2 is not listed on IDEAS
- Susan Lund & Charles Roxburgh, 2010. "Debt and Deleveraging," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 11(2), pages 1-30, April.
- Lozinskaia Agata & Ozhegov Evgeniy, 2016. "Key Determinants of Demand, Credit Underwriting, and Performance on Government-Insured Mortgage Loans in Russia," EERC Working Paper Series 16/03e, EERC Research Network, Russia and CIS.
- Glennon, Dennis & Kiefer, Hua & Mayock, Tom, 2018. "Measurement error in residential property valuation: An application of forecast combination," Journal of Housing Economics, Elsevier, vol. 41(C), pages 1-29.
- Gregory Connor & Thomas Flavin, 2013. "Irish Mortgage Default Optionality," Economics Department Working Paper Series n243-13.pdf, Department of Economics, National University of Ireland - Maynooth.
- Breck L. Robinson, 2012. "The performance of non-owner-occupied mortgages during the housing crisis," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(2Q), pages 111-138.
- Chris Cunningham & Robert R. Reed, 2012. "Housing wealth and wage bargaining," FRB Atlanta Working Paper 2012-20, Federal Reserve Bank of Atlanta.
- Dendramis, Y. & Tzavalis, E. & Adraktas, G., 2018. "Credit risk modelling under recessionary and financially distressed conditions," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 160-175.
- Francesca Castelli & Damien Moore & Gabriel Ehrlich & Jeffrey Perry, 2014. "Modeling the Budgetary Costs of FHA's Single Family Mortgage Insurance: Working Paper 2014-05," Working Papers 45711, Congressional Budget Office.
- Andersson, Fredrik & Mayock, Tom, 2014. "How does home equity affect mobility?," Journal of Urban Economics, Elsevier, vol. 84(C), pages 23-39.
- Aaron Hedlund, 2015. "Failure to Launch: Housing, Debt Overhang, and the Inflation Option During the Great Recession," Working Papers 1515, Department of Economics, University of Missouri.
- Benjamin J. Keys & Tomasz Piskorski & Amit Seru & Vikrant Vig, 2012. "Mortgage Financing in the Housing Boom and Bust," NBER Chapters, in: Housing and the Financial Crisis, pages 143-204, National Bureau of Economic Research, Inc.