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Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market
Citations
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Cited by:
- Greg Buchak, 2024. "Financing the Gig Economy," Journal of Finance, American Finance Association, vol. 79(1), pages 219-256, February.
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna V. Trubnikova, 2023.
"The Role of Intermediaries in Selection Markets: Evidence form Mortgage Lending,"
NBER Working Papers
31989, National Bureau of Economic Research, Inc.
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna Trubnikova, 2023. "The Role of Intermediaries in Selection Markets: Evidence from Mortgage Lending," Staff Working Papers 23-12, Bank of Canada.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2023.
"Job Protection and Mortgage Conditions: Evidence from Italian Administrative Data,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(6), pages 1211-1237, December.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2022. "Job Protection and Mortgage Conditions: Evidence from Italian Administrative Data," CSEF Working Papers 642, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2022. "Job protection and mortgage conditions: Evidence from Italian administrative data," Mo.Fi.R. Working Papers 173, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal Mccann, 2022.
"The Anatomy of the Transmission of Macroprudential Policies,"
Journal of Finance, American Finance Association, vol. 77(5), pages 2533-2575, October.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal J. McCann, 2020. "The Anatomy of the Transmission of Macroprudential Policies," NBER Working Papers 27292, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal McCann, 2020. "The Anatomy of the Transmission of Macroprudential Policies," IMF Working Papers 2020/058, International Monetary Fund.
- Acharya, Viral & Bergant, Katharina & Crosignani, Matteo & Eisert, Tim & McCann, Fergal, 2020. "The Anatomy of the Transmission of Macroprudential Policies," CEPR Discussion Papers 14959, C.E.P.R. Discussion Papers.
- Sidharth Moktan & Benjamin Guin & Liam Clarke, 2025. "The anatomy of a shock to residential real estate: the role of lending," Bank of England working papers 1111, Bank of England.
- Lu Liu, 2023. "The demand for long-term mortgage contracts and the role of collateral," Bank of England working papers 1009, Bank of England.
- Ferrari, Alessandro & Loseto, Marco, 2023. "Liquidity constraints and demand for maturity the case of mortgages," Working Paper Series 2859, European Central Bank.
- Mateusz Myśliwski & May Rostom, 2022. "Value of information, search, and competition in the UK mortgage market," Bank of England working papers 967, Bank of England.
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2023.
"Lending Relationships and the Collateral Channel,"
Review of Finance, European Finance Association, vol. 27(3), pages 851-887.
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," Bank of England working papers 768, Bank of England.
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2018. "Lending Relationships and the Collateral Channel," Discussion Papers 1813, Centre for Macroeconomics (CFM).
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," LSE Research Online Documents on Economics 90371, London School of Economics and Political Science, LSE Library.
- Zach Y. Brown & Mark L. Egan & Jihye Jeon & Chuqing Jin & Alex A. Wu, 2023.
"Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market,"
NBER Working Papers
31778, National Bureau of Economic Research, Inc.
- Brown, Zach Y. & Egan, Mark & Jeon, Jihye & Jin, Chuqing & Wu, Alex A., 2024. "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," TSE Working Papers 24-1542, Toulouse School of Economics (TSE).
- Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2024.
"Global Financial Cycle, Household Credit, and Macroprudential Policies,"
Management Science, INFORMS, vol. 70(11), pages 8096-8115, November.
- Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2017. "Global financial cycle, household credit, and macroprudential policies," Economics Working Papers 1590, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2023.
- Camelia Minoiu & Irina Mihai & José-Luis Peydró & Mircea Epure, 2017. "Global Financial Cycle, Household Credit, and Macroprudential Policies," Working Papers 1006, Barcelona School of Economics.
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2019.
"The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition,"
Working Papers
tecipa-639, University of Toronto, Department of Economics.
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2024. "The geographic flow of bank funding and access to credit: Branch networks, local synergies and competition," Papers 2407.03517, arXiv.org.
- Aguirregabiria, Victor & Clark, Robert & Wang, Hui, 2019. "The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition," CEPR Discussion Papers 13741, C.E.P.R. Discussion Papers.
- Leong, Kaiwen & Li, Huailu & Pavanini, Nicola & Walsh, Christoph, 2024.
"The effects of policy interventions to limit illegal money lending,"
Journal of Financial Economics, Elsevier, vol. 159(C).
- Leong, Kaiwen & Li, Huailu & Pavanini, Nicola & Walsh, Christoph, 2022. "The Effects of Policy Interventions to Limit Illegal Money Lending," CEPR Discussion Papers 16779, C.E.P.R. Discussion Papers.
- Altavilla, Carlo & Begenau, Juliane & Burlon, Lorenzo & Maruhn, Franziska, 2024. "Determinants of bank performance: evidence from replicating portfolios," Working Paper Series 2937, European Central Bank.
- Huber, Amy Wang, 2023. "Market power in wholesale funding: A structural perspective from the triparty repo market," Journal of Financial Economics, Elsevier, vol. 149(2), pages 235-259.
- Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," ESRB Working Paper Series 142, European Systemic Risk Board.
- Loeser,John Ashton, 2023. "Consumer Surplus with Incomplete Markets : Applications to Savings and Microfinance," Policy Research Working Paper Series 10481, The World Bank.
- Jason Allen & Kyra Carmichael & Robert Clark & Shaoteng Li & Nicolas Vincent, 2024. "Housing Affordability and Parental Income Support," Staff Working Papers 24-28, Bank of Canada.
- Di Maggio, Marco & Egan, Mark & Franzoni, Francesco, 2022. "The value of intermediation in the stock market," Journal of Financial Economics, Elsevier, vol. 145(2), pages 208-233.
- Fisher, Jack & Gavazza, Alessandro & Liu, Lu & Ramadorai, Tarun & Tripathy, Jagdish, 2024.
"Refinancing cross-subsidies in the mortgage market,"
Journal of Financial Economics, Elsevier, vol. 158(C).
- Fisher, Jack & Gavazza, Alessandro & Liu, Lu & Ramadorai, Tarun & Tripathy, Jagdish, 2022. "Refinancing Cross-Subsidies in the Mortgage Market," CEPR Discussion Papers 17491, C.E.P.R. Discussion Papers.
- Fisher, Jack & Gavazza, Alessandro & Liu, Lu & Ramadorai, Tarun & Tripathy, Jagdish, 2024. "Refinancing cross-subsidies in the mortgage market," LSE Research Online Documents on Economics 123686, London School of Economics and Political Science, LSE Library.
- Cristina Jude & Grégory Levieuge, 2024. "Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing," Working papers 961, Banque de France.
- Matteo Benetton & Philippe Bracke & João F Cocco & Nicola Garbarinoifo, 2022.
"Housing Consumption and Investment: Evidence from Shared Equity Mortgages,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(8), pages 3525-3573.
- Benetton, Matteo & Bracke, Philippe & Cocco, João F & Garbarino, Nicola, 2019. "Housing consumption and investment:evidence from shared equity mortgages," Bank of England working papers 790, Bank of England.
- Jack Fisher & Alessandro Gavazza & Lu Liu & Tarun Ramadorai & Jagdish Tripathy, 2021. "Refinancing cross-subsidies in the mortgage market," Bank of England working papers 948, Bank of England.
- Paravisini, Daniel & Rappoport, Veronica & Schnabl, Philipp, 2023. "Specialization in bank lending: evidence from exporting firms," LSE Research Online Documents on Economics 119458, London School of Economics and Political Science, LSE Library.
- Polo, Alberto & Taburet, Arthur & Vo, Quynh-Anh, 2025. "Screening using a menu of contracts: A structural model for lending markets," Journal of Financial Economics, Elsevier, vol. 169(C).
- Jude, Cristina & Levieuge, Grégory, 2025. "Doubling down: The synergy of CCyB release and monetary policy easing," Journal of International Money and Finance, Elsevier, vol. 155(C).
- Arthur Taburet & Alberto Polo & Quynh-Anh Vo, 2024. "Screening using a menu of contracts: a structural model of lending markets," Bank of England working papers 1057, Bank of England.
- Damen, Sven & Schildermans, Stef, 2022. "Capital requirements, mortgage rates and house prices," Journal of Banking & Finance, Elsevier, vol. 143(C).
- Koetter, Michael & Noth, Felix & Wöbbeking, Carl Fabian, 2025. "Illusive compliance and elusive risk-shifting after macroprudential tightening: Evidence from EU banking," IWH Discussion Papers 4/2025, Halle Institute for Economic Research (IWH).