Prime or not so prime? An exploration of US housing finance in the new century
Download full text from publisher
References listed on IDEAS
- Nikola Tarashev, 2005. "Structural models of default: lessons from firm-level data," BIS Quarterly Review, Bank for International Settlements, September.
- Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2005. "An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization," Basel II White Paper 3, Board of Governors of the Federal Reserve System (U.S.).
- Robert B. Avery & Raphael W. Bostic & Paul S. Calem & Glenn B. Canner, 1996. "Credit risk, credit scoring, and the performance of home mortgages," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), pages 621-648.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Vladimir Klyuev & Paul Mills, 2007.
"Is Housing Wealth an “ATM”? The Relationship Between Household Wealth, Home Equity Withdrawal, and Saving Rates,"
IMF Staff Papers,
Palgrave Macmillan, vol. 54(3), pages 539-561, July.
- 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.
- Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
- Gary B. Gorton, 2008. "The Panic of 2007," NBER Working Papers 14358, National Bureau of Economic Research, Inc.
- Timothy Bisping & Hilde Patron, 2008. "Residential Investment and Business Cycles in an Open Economy: A Generalized Impulse Response Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 37(1), pages 33-49, July.
- Cúrdia, Vasco & Woodford, Michael, 2016.
"Credit Frictions and Optimal Monetary Policy,"
Journal of Monetary Economics,
Elsevier, vol. 84(C), pages 30-65.
- Vasco Cúrdia & Michael Woodford, 2008. "Credit frictions and optimal monetary policy," Working Paper Research 146, National Bank of Belgium.
- Curdia, Vasco & Woodford, Michael, 2015. "Credit frictions and optimal monetary policy," Working Paper Series 2015-20, Federal Reserve Bank of San Francisco, revised 10 Dec 2015.
- Ingo Fender & Martin Scheicher, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," BIS Working Papers 279, Bank for International Settlements.
- Cúrdia, Vasco & Woodford, Michael, 2015. "Credit Frictions and Optimal Monetary Policy," CEPR Discussion Papers 11016, C.E.P.R. Discussion Papers.
- Vasco Cúrdia & Michael Woodford, 2015. "Credit Frictions and Optimal Monetary Policy," NBER Working Papers 21820, National Bureau of Economic Research, Inc.
- Andreas Horsch, 2012. "Managerial Action And Financial Crisis," Polish Journal of Management Studies, Czestochowa Technical University, Department of Management, vol. 5(1), pages 7-33, June.
- Claudio Borio, 2010.
"Ten propositions about liquidity crises,"
CESifo Economic Studies,
CESifo, pages 70-95.
- Allen B Frankel, 2009. "The risk of relying on reputational capital: a case study of the 2007 failure of New Century Financial," BIS Working Papers 294, Bank for International Settlements.
- Ben Cohen & Eli Remolona, 2008. "The Unfolding Turmoil of 2007–2008: Lessons and Responses," RBA Annual Conference Volume,in: Paul Bloxham & Christopher Kent (ed.), Lessons from the Financial Turmoil of 2007 and 2008 Reserve Bank of Australia.
- Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014. "Stress-testing macro stress testing: Does it live up to expectations?," Journal of Financial Stability, Elsevier, pages 3-15.
- Ingo Fender & Martin Scheicher, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Applied Financial Economics, Taylor & Francis Journals, pages 1925-1945.
More about this item
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- L89 - Industrial Organization - - Industry Studies: Services - - - Other
StatisticsAccess and download statistics
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:bis:bisqtr:0603f. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Beslmeisl). General contact details of provider: http://edirc.repec.org/data/bisssch.html .
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 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.