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Citations for "Structural change in the mortgage market and the propensity to refinance"

by Paul Bennett & Richard Peach & Stavros Peristiani

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  1. Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing High House Prices: Bubbles, Fundamentals, and Misperceptions," NBER Working Papers 11643, National Bureau of Economic Research, Inc.
  2. Vladimir Klyuev & Paul S. Mills, 2006. "Is Housing Wealth an 'ATM'? The Relationship Between Household Wealth, Home Equity Withdrawal, and Saving Rates," IMF Working Papers 06/162, International Monetary Fund.
  3. Ben S. Bernanke, 2007. "Housing, housing finance, and monetary policy: a symposium sponsored by the Federal Reserve Bank of Kansas City: opening remarks," Proceedings, Federal Reserve Bank of Kansas City, pages 1-20.
  4. Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2007. "Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?," CEPR Discussion Papers 6231, C.E.P.R. Discussion Papers.
  5. Janine Aron & John Muellbauer & Anthony Murphy, 2010. "Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US," Economics Series Working Papers 487, University of Oxford, Department of Economics.
  6. Joseph Gyourko & Joseph Tracy, 2003. "Using home maintenance and repairs to smooth variable earnings," Staff Reports 168, Federal Reserve Bank of New York.
  7. John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Spatial Economics Research Centre, LSE.
  8. John Y. Campbell, 2006. "Household Finance," NBER Working Papers 12149, National Bureau of Economic Research, Inc.
  9. Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009. "Systemic Risk and the Refinancing Ratchet Effect," NBER Working Papers 15362, National Bureau of Economic Research, Inc.
  10. Xudong An & John Clapp & Yongheng Deng, 2010. "Omitted Mobility Characteristics and Property Market Dynamics: Application to Mortgage Termination," The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 245-271, October.
  11. Markus Christen & Ruskin Morgan, 2005. "Keeping Up With the Joneses: Analyzing the Effect of Income Inequality on Consumer Borrowing," Quantitative Marketing and Economics, Springer, vol. 3(2), pages 145-173, June.
  12. Bhardwaj, G. & Sengupta, R., 2009. "Did Prepayments Sustain the Subprime Market?," Discussion Paper 2009-38 S, Tilburg University, Center for Economic Research.
  13. John N. Muellbauer, 2007. "Housing, credit and consumer expenditure," Proceedings, Federal Reserve Bank of Kansas City, pages 267- 334.
  14. Frederic S. Mishkin, 2007. "Housing and the monetary transmission mechanism," Finance and Economics Discussion Series 2007-40, Board of Governors of the Federal Reserve System (U.S.).
  15. Fang Yang, 2005. "Consumption Along the Life Cycle: How Different is Housing?," 2005 Meeting Papers 718, Society for Economic Dynamics.
  16. Jill Wetmore & Chiaku Ndu, 2006. "Mortgage Refinancing Activity: An Explanation [1990–2001]," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 75-86, August.
  17. Emilio Fernandez-Corugedo & John Muellbauer, 2006. "Consumer credit conditions in the United Kingdom," Bank of England working papers 314, Bank of England.
  18. Sumit Agarwal & John C. Driscoll & David Laibson, 2007. "Optimal Mortgage Refinancing: A Closed Form Solution," NBER Working Papers 13487, National Bureau of Economic Research, Inc.
  19. Agarwal, Sumit & Ambrose, Brent W. & Chomsisengphet, Souphala & Liu, Chunlin, 2006. "An empirical analysis of home equity loan and line performance," Journal of Financial Intermediation, Elsevier, vol. 15(4), pages 444-469, October.
  20. John Muellbauer & John Duca, 2012. "Tobin Lives: Integrating evolving credit market architecture into flow of funds based macro-models," Economics Series Working Papers 622, University of Oxford, Department of Economics.
  21. Sumit Agarwal & Richard J. Rosen & Vincent Yao, 2013. "Why do borrowers make mortgage refinancing mistakes?," Working Paper Series WP-2013-02, Federal Reserve Bank of Chicago.
  22. Fernando Nieto, 2007. "The determinants of household credit in Spain," Banco de España Working Papers 0716, Banco de España.
  23. Geetesh Bhardwaj & Rajdeep Sengupta, 2008. "Did prepayments sustain the subprime market?," Working Papers 2008-039, Federal Reserve Bank of St. Louis.
  24. Margaret M. McConnell & Richard W. Peach & Alex Al-Haschimi, 2003. "After the refinancing boom: will consumers scale back their spending?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Dec.
  25. Alex Fayman & Ling T. He, 2011. "Prepayment risk and bank performance," Journal of Risk Finance, Emerald Group Publishing, vol. 11(1), pages 26-40, January.
  26. Toshio Kimura & Naoki Makimoto, 2008. "Optimal Mortgage Refinancing with Regime Switches," Asia-Pacific Financial Markets, Springer, vol. 15(1), pages 47-65, March.
  27. Wenli Li & Rui Yao, 2005. "The life-cycle effects of house price changes," Working Papers 05-7, Federal Reserve Bank of Philadelphia.
  28. Jörg Bibow, 2010. "Alternative Strategien der Budgetkonsolidierung in Österreich nach der Rezession," IMK Studies 03-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  29. Fang (Annie) Yang, 2006. "Consumption Over Life Cycle: How Different is Housing?," Discussion Papers 06-01, University at Albany, SUNY, Department of Economics.