Efficient Credit Policies in a Housing Debt Crisis
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- 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).
- Elliot Anenberg & Edward Kung, 2012. "Estimates of the size and source of price declines due to nearby foreclosures: evidence from San Francisco," Finance and Economics Discussion Series 2012-84, Board of Governors of the Federal Reserve System (U.S.).
- Michael Rothschild & Joseph Stiglitz, 1976. "Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 90(4), pages 629-649.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009.
"The Aftermath of Financial Crises,"
American Economic Review, American Economic Association, vol. 99(2), pages 466-472, May.
- Reinhart, Carmen & Rogoff, Kenneth, 2008. "Las secuelas de las crisis financieras [The aftermath of financial crisis]," MPRA Paper 13695, University Library of Munich, Germany.
- Rogoff, Kenneth & Reinhart, Carmen, 2009. "The Aftermath of Financial Crises," CEPR Discussion Papers 7209, Centre for Economic Policy Research.
- Reinhart, Carmen M. & Rogoff, Kenneth S., 2009. "The Aftermath of Financial Crises," Scholarly Articles 11129155, Harvard University Department of Economics.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "The Aftermath of Financial Crises," NBER Working Papers 14656, National Bureau of Economic Research, Inc.
- repec:ucp:bkecon:9780226081946 is not listed on IDEAS
- Atif Mian & Amir Sufi, 2009. "The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(4), pages 1449-1496.
- Greg Howard & Robert F. Martin & Beth Anne Wilson, 2011. "Are recoveries from banking and financial crises really so different?," International Finance Discussion Papers 1037, Board of Governors of the Federal Reserve System (U.S.).
- Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2010.
"Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis,"
Working Paper Series
2010-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "Market-based loss mitigation practices for troubled mortgages following the financial crisis," Working Paper Series WP-2011-03, Federal Reserve Bank of Chicago.
- Hubbard R. Glenn & Mayer Christopher J, 2009. "The Mortgage Market Meltdown and House Prices," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(3), pages 1-47, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Janice Eberly & Arvind Krishnamurthy, 2014. "Efficient Credit Policies in a Housing Debt Crisis," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 73-136.
- 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.
- Janet L. Yellen, 2011.
"Improving the international monetary and financial system : a speech at the Banque de France International Symposium, Paris, France, March 4, 2011,"
Speech
565, Board of Governors of the Federal Reserve System (U.S.).
- Janet L. Yellen, 2011. "Improving the International Monetary and Financial System : a speech at the Banque de France International Symposium, Paris, France, March 4, 2011," Speech 608, Board of Governors of the Federal Reserve System (U.S.).
- Branimir Jovanovic, 2012. "How Policy Actions Affect Short-term Post-crisis Recovery?," CEIS Research Paper 253, Tor Vergata University, CEIS, revised 05 Oct 2012.
- Deeksha Gupta, 2018. "Too Much Skin-in-the-Game? The Effect of Mortgage Market Concentration on Credit and House Prices," 2018 Meeting Papers 512, Society for Economic Dynamics.
- Bo Liu & James D. Shilling & Tien Foo Sing, 2020. "Large Banks and Efficient Banks: how Do they Influence Credit Supply and Default Risk?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 57(1), pages 1-28, February.
- Mocetti, Sauro & Viviano, Eliana, 2017.
"Looking behind mortgage delinquencies,"
Journal of Banking & Finance, Elsevier, vol. 75(C), pages 53-63.
- Sauro Mocetti & Eliana Viviano, 2015. "Looking behind mortgage delinquencies," Temi di discussione (Economic working papers) 999, Bank of Italy, Economic Research and International Relations Area.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016.
"Sovereigns Versus Banks: Credit, Crises, And Consequences,"
Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 45-79, February.
- Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Chapters, in: Sovereign Debt and Financial Crises, National Bureau of Economic Research, Inc.
- Òscar Jordá & Moritz Schularick & Alan M. Taylor, 2016. "Sovereigns Versus Banks: Credit, Crises, and Consequences," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 45-79.
- Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Working Papers 19506, National Bureau of Economic Research, Inc.
- Oscar Jorda & Moritz HP. Schularick & Alan M. Taylor, 2014. "Sovereigns versus Banks: Credit, Crises and Consequences," Working Papers Series 3, Institute for New Economic Thinking.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CESifo Working Paper Series 4431, CESifo.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," Working Paper Series 2013-37, Federal Reserve Bank of San Francisco.
- Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CEPR Discussion Papers 9678, Centre for Economic Policy Research.
- 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.
- José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Valentina Michelangeli & Enrico Sette & José-Luis Peydró, 2021.
"Borrower versus Ban Channels in Lending: Experimental- and Administrative-Based Evidence,"
Working Papers
1307, Barcelona School of Economics.
- Valentina Michelangeli & José-Luis Peydró & Enrico Sette, 2021. "Borrower versus bank channels in lending: Experimental- and administrative-based evidence," Economics Working Papers 1809, Department of Economics and Business, Universitat Pompeu Fabra.
- Agarwal, Sumit & Chang, Yan & Yavas, Abdullah, 2012. "Adverse selection in mortgage securitization," Journal of Financial Economics, Elsevier, vol. 105(3), pages 640-660.
- Wadud, Mokhtarul & Ali Ahmed, Huson Joher & Tang, Xueli, 2020. "Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Ben S. Bernanke, 2014. "The Federal Reserve: Looking Back, Looking Forward : a speech at the Annual Meeting of the American Economic Association, Philadelphia, Pennsylvania, January 3, 2014," Speech 792, Board of Governors of the Federal Reserve System (U.S.).
- Hung Xuan Do & Daniel Rösch & Harald Scheule, 2020. "Liquidity Constraints, Home Equity and Residential Mortgage Losses," The Journal of Real Estate Finance and Economics, Springer, vol. 61(2), pages 208-246, August.
- 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.
- Anthony Orlando, 2018. "Asset Markets, Credit Markets, and Inequality: Distributional Changes in Housing, 1970-2016," ERES eres2018_182, European Real Estate Society (ERES).
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Daniel Andrei & Bruce Carlin & Michael Hasler, 2019. "Asset Pricing with Disagreement and Uncertainty About the Length of Business Cycles," Management Science, INFORMS, vol. 67(6), pages 2900-2923, June.
- Sarah Carrington & Jakob B. Madsen, 2011.
"House Prices, Credit and Willingness to Lend,"
The Economic Record, The Economic Society of Australia, vol. 87(279), pages 537-557, December.
- Sarah J. Carrington & Jakob B. Madsen, 2009. "House Prices, Credit and Willingness to Lend," Monash Economics Working Papers 23-09, Monash University, Department of Economics.
- Carrington, Sarah J. & Madsen, Jakob B., 2011. "House prices, credit and willingness to lend," Working Papers eco_2011_3, Deakin University, Department of Economics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bin:bpeajo:v:45:y:2014:i:2014-02:p:73-136. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Haowen Chen (email available below). General contact details of provider: https://edirc.repec.org/data/esbrous.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/bin/bpeajo/v45y2014i2014-02p73-136.html