Mortgage loan securitization and relative loan performance
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- John Krainer & Elizabeth Laderman, 2014. "Mortgage Loan Securitization and Relative Loan Performance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 39-66, February.
References listed on IDEAS
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Citations
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Cited by:
- David M. Frankel & Yu Jin, 2015.
"Securitization and Lending Competition,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(4), pages 1383-1408.
- Frankel, David M. & Jin, Yu, 2011. "Securitization and Lending Competition," Staff General Research Papers Archive 34868, Iowa State University, Department of Economics.
- Frankel, David M. & Jin, Yu, 2011. "Securitization and lending competition," ISU General Staff Papers 201111280800001101, Iowa State University, Department of Economics.
- Blackburn, McKinley L. & Vermilyea, Todd, 2012. "The prevalence and impact of misstated incomes on mortgage loan applications," Journal of Housing Economics, Elsevier, vol. 21(2), pages 151-168.
- Sruthi Davuluri & René García Franceschini & Christopher R. Knittel & Chikara Onda & Kelly Roache, 2019. "Machine Learning for Solar Accessibility: Implications for Low-Income Solar Expansion and Profitability," NBER Working Papers 26178, National Bureau of Economic Research, Inc.
- Bubb, Ryan & Kaufman, Alex, 2014. "Securitization and moral hazard: Evidence from credit score cutoff rules," Journal of Monetary Economics, Elsevier, vol. 63(C), pages 1-18.
- Ryan Bubb & Alex Kaufman, 2011. "Securitization and moral hazard: evidence from credit score cutoff rules," Public Policy Discussion Paper 11-6, Federal Reserve Bank of Boston.
- Ugo Albertazzi & Ginette Eramo & Leonardo Gambacorta & Carmelo Salleo, 2011.
"Securitization is not that evil after all,"
Temi di discussione (Economic working papers)
796, Bank of Italy, Economic Research and International Relations Area.
- Ugo Albertazzi & Ginette Eramo & Leonardo Gambacorta & Carmelo Salleo, 2011. "Securitization is not that evil after all," BIS Working Papers 341, Bank for International Settlements.
- Adelino, Manuel & Scott Frame, W. & Gerardi, Kristopher, 2017.
"The effect of large investors on asset quality: Evidence from subprime mortgage securities,"
Journal of Monetary Economics, Elsevier, vol. 87(C), pages 34-51.
- Manuel Adelino & W. Scott Frame & Kristopher Gerardi, 2014. "The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities," FRB Atlanta Working Paper 2014-4, Federal Reserve Bank of Atlanta.
- Jin, Yu, 2012. "Essays on financial institutions and instability," ISU General Staff Papers 201201010800003361, Iowa State University, Department of Economics.
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015.
"Securitization and Credit Quality,"
International Finance Discussion Papers
1148, Board of Governors of the Federal Reserve System (U.S.).
- Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2017. "Securitization and credit quality," Working Paper Series 2009, European Central Bank.
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and Credit Quality," Working Papers 15013, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- David Marques-Ibanez, 2016. "Securitization and Credit Quality," IMF Working Papers 2016/221, International Monetary Fund.
- Robert Shimer, 2014.
"Private Information in the Mortgage Market: Evidence and a Theory of Crises,"
Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.),Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 4, pages 117-150,
Central Bank of Chile.
- Robert Shimer, 2013. "private information in the mortgage market: evidence and a theory of crises," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(2), pages 68-95, August.
- Robert Shimer, 2013. "Private Information and the Mortgage Market: Evidence and a Theory of Crises," Working Papers Central Bank of Chile 716, Central Bank of Chile.
- Manuel Adelino & Kristopher Gerardi & Paul Willen, 2014. "Identifying the Effect of Securitization on Foreclosure and Modification Rates Using Early Payment Defaults," The Journal of Real Estate Finance and Economics, Springer, vol. 49(3), pages 352-378, October.
- Ronel Elul, 2015. "Securitization and mortgage default," Working Papers 15-15, Federal Reserve Bank of Philadelphia.
- Kiff, John & Kisser, Michael, 2014.
"A shot at regulating securitization,"
Journal of Financial Stability, Elsevier, vol. 10(C), pages 32-49.
- Kiff, John & Kisser, Michael, 2011. "A Shot at Regulating Securitization," Discussion Papers 2011/7, Norwegian School of Economics, Department of Business and Management Science.
- Frederick T. Furlong & David Lang & Yelena Takhtamanova, 2014. "Mortgage Choice in the Housing Boom: Impacts of House Price Appreciation and Borrower Type," Working Paper Series 2014-5, Federal Reserve Bank of San Francisco.
- Benjamin Hébert, 2018.
"Moral Hazard and the Optimality of Debt,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2214-2252.
- Benjamin Hébert, 2014. "Moral Hazard and the Optimality of Debt," Working Paper 145746, Harvard University OpenScholar.
- Hebert, Benjamin, 2015. "Moral Hazard and the Optimality of Debt," Research Papers 3455, Stanford University, Graduate School of Business.
- Alex Kaufman, 2014. "The Influence of Fannie and Freddie on Mortgage Loan Terms," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(2), pages 472-496, June.
- Feng Dong & Yi Wen, 2017. "Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis," Working Papers 2017-25, Federal Reserve Bank of St. Louis.
- Deku, Solomon Y. & Kara, Alper & Marqués-Ibáñez, David, 2019. "Do reputable issuers provide better-quality securitizations?," Working Paper Series 2236, European Central Bank.
- W. Scott Frame, 2018.
"Agency Conflicts In Residential Mortgage Securitization: What Does The Empirical Literature Tell Us?,"
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 41(2), pages 237-251, June.
- W. Scott Frame, 2017. "Agency Conflicts in Residential Mortgage Securitization: What Does the Empirical Literature Tell Us?," FRB Atlanta Working Paper 2017-1, Federal Reserve Bank of Atlanta.
- John Krainer & Elizabeth Laderman, 2011. "Prepayment and delinquency in the mortgage crisis period," Working Paper Series 2011-25, Federal Reserve Bank of San Francisco.
- Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019. "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations 58, Paderborn University, Faculty of Business Administration and Economics.
- Rodney Ramcharan & Amir Kermani & Marco Di Maggio, 2015. "Monetary Policy Pass-Through: Household Consumption and Voluntary Deleveraging," 2015 Meeting Papers 256, Society for Economic Dynamics.
- Andra Ghent & Rossen Valkanov, 2016. "Comparing Securitized and Balance Sheet Loans: Size Matters," Management Science, INFORMS, vol. 62(10), pages 2784-2803, October.
- Deku, Solomon Y. & Kara, Alper & Zhou, Yifan, 2019. "Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 245-254.
- Alex Kaufman, 2012. "The influence of Fannie and Freddie on mortgage loan terms," Finance and Economics Discussion Series 2012-33, Board of Governors of the Federal Reserve System (U.S.).
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More about this item
Keywords
Mortgage loans;JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2009-10-31 (Risk Management)
- NEP-URE-2009-10-31 (Urban and Real Estate Economics)
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