Did prepayments sustain the subprime market?
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Abstract
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DOI: 10.20955/wp.2008.039
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References listed on IDEAS
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- Gary B. Gorton, 2008. "The Panic of 2007," NBER Working Papers 14358, National Bureau of Economic Research, Inc.
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Citations
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Cited by:
- Rajdeep Sengupta, 2010. "Alt-A: the forgotten segment of the mortgage market," Review, Federal Reserve Bank of St. Louis, vol. 92(Jan), pages 55-72.
- Rajdeep Sengupta & Yu Man Tam, 2010. "Why HARM the subprime borrower?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 21-22.
- Geetesh Bhardwaj & Rajdeep Sengupta, 2008. "Where's the smoking gun? a study of underwriting standards for US subprime mortgages," Working Papers 2008-036, Federal Reserve Bank of St. Louis.
- James B. Bullard, 2010. "The Fed: a central bank with a regional structure," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 1-3.
- Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013.
"Systemic risk and the refinancing ratchet effect,"
Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45.
- Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009. "Systemic Risk and the Refinancing Ratchet Effect," Harvard Business School Working Papers 10-023, Harvard Business School, revised Jul 2010.
- 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.
- Jevgenijs Steinbuks & Gregory Elliehausen, 2014. "The Economic Effects of Legal Restrictions on High-Cost Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 47-72, July.
- James B. Bullard & Christopher J. Neely & David C. Wheelock, 2009. "Systemic risk and the financial crisis: a primer," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 403-418.
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More about this item
Keywords
Subprime mortgage;NEP fields
This paper has been announced in the following NEP Reports:- NEP-URE-2008-11-11 (Urban and Real Estate Economics)
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