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Citations for "Negative equity and foreclosure: theory and evidence"

by Christopher L. Foote & Kristopher S. Gerardi & Paul S. Willen

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  1. Campbell, Sean D. & Davis, Morris A. & Gallin, Joshua & Martin, Robert F., 2009. "What moves housing markets: A variance decomposition of the rent-price ratio," Journal of Urban Economics, Elsevier, vol. 66(2), pages 90-102, September.
  2. Fernando Ferreira & Joseph Gyourko, 2015. "A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012," NBER Working Papers 21261, National Bureau of Economic Research, Inc.
  3. Christopher L. Foote & Kristopher S. Gerardi & Paul S. Willen, 2012. "Why did so many people make so many ex post bad decisions? the causes of the foreclosure crisis," FRB Atlanta Working Paper 2012-07, Federal Reserve Bank of Atlanta.
  4. Maximilian D. Schmeiser & Matthew B. 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.
  5. Christopher Foote & Kristopher Gerardi & Lorenz Goette & Paul Willen, 2009. "Reducing Foreclosures: No Easy Answers," NBER Working Papers 15063, National Bureau of Economic Research, Inc.
  6. McCarthy, Yvonne, 2014. "Dis-entangling the mortgage arrears crisis: The rolw of the labour market, income volatility and housing equity," Research Technical Papers 02/RT/14, Central Bank of Ireland.
  7. Chris Cunningham & Robert R. Reed, 2012. "Housing wealth and wage bargaining," FRB Atlanta Working Paper 2012-20, Federal Reserve Bank of Atlanta.
  8. Schulhofer-Wohl, Sam, 2012. "Negative equity does not reduce homeowners’ mobility," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Feb, pages 1-17.
  9. Patrick Bayer & Fernando Ferreira & Stephen L. Ross, 2013. "The Vulnerability of Minority Homeowners in the Housing Boom and Bust," NBER Working Papers 19020, National Bureau of Economic Research, Inc.
  10. Kristopher S. Gerardi & Lorenz Goette & Stephan Meier, 2010. "Financial literacy and subprime mortgage delinquency: evidence from a survey matched to administrative data," FRB Atlanta Working Paper 2010-10, Federal Reserve Bank of Atlanta.
  11. Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park, 2013. "A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications," NBER Working Papers 18850, National Bureau of Economic Research, Inc.
  12. Andrew Caplin & Anna Cororaton & Joseph Tracy, 2012. "Is the FHA Creating Sustainable Homeownership?," NBER Working Papers 18190, National Bureau of Economic Research, Inc.
  13. Foote, Christopher L. & Gerardi, Kristopher & Goette, Lorenz & Willen, Paul S., 2008. "Just the facts: An initial analysis of subprime's role in the housing crisis," Journal of Housing Economics, Elsevier, vol. 17(4), pages 291-305, December.
  14. Kelly, Robert, 2011. "The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market," Research Technical Papers 13/RT/11, Central Bank of Ireland.
  15. Christopher Mayer & Edward Morrison & Tomasz Piskorski & Arpit Gupta, 2014. "Mortgage Modification and Strategic Behavior: Evidence from a Legal Settlement with Countrywide," American Economic Review, American Economic Association, vol. 104(9), pages 2830-57, September.
  16. Adelino, Manuel & Gerardi, Kristopher & Willen, Paul S., 2013. "Why don't Lenders renegotiate more home mortgages? Redefaults, self-cures and securitization," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 835-853.
  17. Neil Bhutta, 2012. "Mortgage debt and household deleveraging: accounting for the decline in mortgage debt using consumer credit record data," Finance and Economics Discussion Series 2012-14, Board of Governors of the Federal Reserve System (U.S.).
  18. Atif Mian & Amir Sufi & Francesco Trebbi, 2011. "Foreclosures, House Prices, and the Real Economy," IMES Discussion Paper Series 11-E-27, Institute for Monetary and Economic Studies, Bank of Japan.
  19. Alicia Sasser Modestino & Julia Dennett, 2012. "Are American homeowners locked into their houses?: the impact of housing market conditions on state-to-state migration," Working Papers 12-1, Federal Reserve Bank of Boston.
  20. Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," Caepr Working Papers 2015-011 Classification-D, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  21. Thomas Schelkle, 2012. "Mortgage Default during the U.S. Mortgage Crisis," 2012 Meeting Papers 751, Society for Economic Dynamics.
  22. Kristopher Gerardi & Kyle F. Herkenhoff & Lee E. Ohanian & Paul S. Willen, 2015. "Can't Pay or Won't Pay? Unemployment, Negative Equity, and Strategic Default," NBER Working Papers 21630, National Bureau of Economic Research, Inc.
  23. W. Scott Frame & Lawrence J. White, 2009. "Technological Change, Financial Innovation, and Diffusion in Banking," Working Papers 09-03, New York University, Leonard N. Stern School of Business, Department of Economics.
  24. Niu, Yi & Ding, Chengri, 2015. "Unemployment matters: Improved measures of labor market distress in mortgage default analysis," Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 27-38.
  25. Joseph Gyourko & Joseph Tracy, 2013. "Unemloyment and Unobserved Credit Risk in the FHA Single Family Mortgage Insurance Fund," NBER Working Papers 18880, National Bureau of Economic Research, Inc.
  26. Moulton, Stephanie & Haurin, Donald R. & Shi, Wei, 2015. "An analysis of default risk in the Home Equity Conversion Mortgage (HECM) program," Journal of Urban Economics, Elsevier, vol. 90(C), pages 17-34.
  27. Jonathan D. Rose, 2012. "The prolonged resolution of troubled real estate lenders during the 1930s," Finance and Economics Discussion Series 2012-31, Board of Governors of the Federal Reserve System (U.S.).
  28. Joseph Tracy & Joshua Wright, 2012. "Payment changes and default risk: theimpact of refinancing on expected credit losses," Staff Reports 562, Federal Reserve Bank of New York.
  29. 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.
  30. Kelly, Robert & O'Malley, Terence, 2014. "A Transitions-Based Model of Default for Irish Mortgages," Research Technical Papers 17/RT/14, Central Bank of Ireland.
  31. Dietsch, Michel & Petey, Joël, 2015. "The credit-risk implications of home ownership promotion: The effects of public subsidies and adjustable-rate loans," Journal of Housing Economics, Elsevier, vol. 28(C), pages 103-120.
  32. Das, Sanjiv R. & Meadows, Ray, 2013. "Strategic loan modification: An options-based response to strategic default," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 636-647.
  33. Reamonn Lyndon & Yvonne McCarthy, 2013. "What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears," The Economic and Social Review, Economic and Social Studies, vol. 44(1), pages 117–150.
  34. Gyourko, Joseph & Tracy, Joseph, 2014. "Reconciling theory and empirics on the role of unemployment in mortgage default," Journal of Urban Economics, Elsevier, vol. 80(C), pages 87-96.
  35. W. Scott Frame & Larry D. Wall & Lawrence J. White, 2012. "The devil's in the tail: residential mortgage finance and the U.S. Treasury," FRB Atlanta Working Paper 2012-12, Federal Reserve Bank of Atlanta.
  36. Balla, Eliana & Carpenter, Robert E. & Robinson, Breck L., 2011. "Assessing the effectiveness of the Paulson "teaser freezer" Plan: Evidence from the ABX index," Journal of Economics and Business, Elsevier, vol. 63(5), pages 392-411, September.
  37. Christopher L. Foote & Kristopher S. Gerardi & Lorenz Goette & Paul S. Willen, 2008. "Subprime facts: what (we think) we know about the subprime crisis and what we don’t," Public Policy Discussion Paper 08-2, Federal Reserve Bank of Boston.
  38. Ebrahim, M. Shahid & Jaafar, Aziz & Omar, Fatma A. & Salleh, Murizah Osman, 2016. "Can Islamic injunctions indemnify the structural flaws of securitized debt?," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 271-286.
  39. W. Scott Frame, 2009. "The 2008 federal intervention to stabilize Fannie Mae and Freddie Mac," FRB Atlanta Working Paper 2009-13, Federal Reserve Bank of Atlanta.
  40. Eric Wong & Andrew Tsang & Steven Kong, 2016. "How Does Loan-To-Value Policy Strengthen Resilience of Banks to Property Price Shocks ¡V Evidence from Hong Kong," International Real Estate Review, Asian Real Estate Society, vol. 19(1), pages 120-149.
  41. Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008. "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers 14625, National Bureau of Economic Research, Inc.
  42. Shuang Zhu & R. Pace, 2014. "Modeling Spatially Interdependent Mortgage Decisions," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 598-620, November.
  43. Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
  44. Raven S. Molloy & Hui Shan, 2011. "The post-foreclosure experience of U.S. households," Finance and Economics Discussion Series 2011-32, Board of Governors of the Federal Reserve System (U.S.).
  45. João Rebelo & José Vaz Caldas, 2010. "Default Mortgage Profile: A Micro Analysis Of The Portuguese Case," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 109-125.
  46. Christopher J. Mayer & Karen M. Pence & Shane M. Sherlund, 2008. "The rise in mortgage defaults," Finance and Economics Discussion Series 2008-59, Board of Governors of the Federal Reserve System (U.S.).
  47. Daniel Hartley, 2011. "The effect of foreclosures on nearby housing prices: supply or disamenity?," Working Paper 1011, Federal Reserve Bank of Cleveland, revised 01 Sep 2014.
  48. Andersson, Fredrik & Mayock, Tom, 2014. "How does home equity affect mobility?," Journal of Urban Economics, Elsevier, vol. 84(C), pages 23-39.
  49. Kenneth P. Brevoort & Cheryl R. Cooper, 2013. "Foreclosure's Wake: The Credit Experiences of Individuals Following Foreclosure," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(4), pages 747-792, December.
  50. W. Scott Frame, 2010. "Estimating the effect of mortgage foreclosures on nearby property values: a critical review of the literature," Economic Review, Federal Reserve Bank of Atlanta.
  51. Casey B. Mulligan, 2009. "Means-Tested Mortgage Modification: Homes Saved or Income Destroyed?," NBER Working Papers 15281, National Bureau of Economic Research, Inc.
  52. Neil Bhutta & Jane K. Dokko & Hui Shan, 2010. "The depth of negative equity and mortgage default decisions," Finance and Economics Discussion Series 2010-35, Board of Governors of the Federal Reserve System (U.S.).
  53. Luis Alberiko Gil-Alana & Carlos Pestana Barros, 2011. "Housing Sales In Urban Beijing," Post-Print hal-00719480, HAL.
  54. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
  55. Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," Economics Series Working Papers 499, University of Oxford, Department of Economics.
  56. Fang, Hanming & Kim, You Suk & Li, Wenli, 2016. "The dynamics of subprime adjustable-rate mortgage default: a structural estimation," Working Papers 16-2, Federal Reserve Bank of Philadelphia.
  57. Lynn M. Fisher & Lauren Lambie-Hanson & Paul S. Willen, 2014. "The Role of Proximity in Foreclosure Externalities: Evidence from Condominiums," NBER Working Papers 20080, National Bureau of Economic Research, Inc.
  58. Chao Yue Tian & Roberto G. Quercia & Sarah Riley, 2016. "Unemployment as an Adverse Trigger Event for Mortgage Default," The Journal of Real Estate Finance and Economics, Springer, vol. 52(1), pages 28-49, January.
  59. Kashian, Russell & Cebula, Richard & Cramer, Eric, 2014. "Foreclosures in an Exurb: Multiple Empirical Analyses through a Prism," MPRA Paper 55557, University Library of Munich, Germany.
  60. Chao Tian & Roberto Quercia & Sarah Riley, 2016. "Unemployment as an Adverse Trigger Event for Mortgage Default," The Journal of Real Estate Finance and Economics, Springer, vol. 52(1), pages 28-49, January.
  61. Fernando Ferreira & Joseph Gyourko, 2011. "Anatomy of the Beginning of the Housing Boom: U.S. Neighborhoods and Metropolitan Areas, 1993-2009," NBER Working Papers 17374, National Bureau of Economic Research, Inc.
  62. Gerardi Kristopher & Willen Paul, 2009. "Subprime Mortgages, Foreclosures, and Urban Neighborhoods," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(3), pages 1-37, March.
  63. Fitzpatrick, Trevor & Mues, Christophe, 2016. "An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market," European Journal of Operational Research, Elsevier, vol. 249(2), pages 427-439.
  64. Frame, W. Scott & Fuster, Andreas & Tracy, Joseph & Vickery, James, 2015. "The rescue of Fannie Mae and Freddie Mac," Staff Reports 719, Federal Reserve Bank of New York.
  65. Kelly, Robert & McCann, Fergal, 2015. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Research Technical Papers 05/RT/15, Central Bank of Ireland.
  66. Breck L. Robinson, 2012. "The performance of non-owner-occupied mortgages during the housing crisis," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 111-138.
  67. Brian K. Bucks & Jesse Bricker, 2013. "Household mobility over the Great Recession: evidence from the U.S. 2007-09 Survey of Consumer Finances panel," Finance and Economics Discussion Series 2013-53, Board of Governors of the Federal Reserve System (U.S.).
  68. Murizah Osman Salleh & Aziz Jaafar & M. Shahid Ebrahim, 2011. "The Inhibition of Usury (Riba An-Nasi'ah) and the Economic Underdevelopment of the Muslim World," Working Papers 11002, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  69. Luigi Guiso & Paola Sapienza & Luigi Zingales, 2009. "Moral and Social Constraints to Strategic Default on Mortgages," NBER Working Papers 15145, National Bureau of Economic Research, Inc.
  70. Børsum, Øystein, 2010. "Contagious Mortgage Default," Memorandum 10/2010, Oslo University, Department of Economics.
  71. Campbell, John Y., 2012. "Mortgage Market Design," Scholarly Articles 9887618, Harvard University Department of Economics.
  72. Casey B. Mulligan, 2010. "Foreclosures, Enforcement, and Collections under the Federal Mortgage Modification Guidelines," NBER Working Papers 15777, National Bureau of Economic Research, Inc.
  73. Andrew Caplin & John Leahy, 2010. "Economic Theory and the World of Practice: A Celebration of the ( S , s ) Model," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 183-202, Winter.
  74. Luci Ellis, 2008. "How many in negative equity? The role of mortgage contract characteristics," BIS Quarterly Review, Bank for International Settlements, December.
  75. Nathan B. Anderson & Jane K. Dokko, 2011. "Liquidity problems and early payment default among subprime mortgages," Finance and Economics Discussion Series 2011-09, Board of Governors of the Federal Reserve System (U.S.).
  76. Neelakantan, Urvi & Zeuli, Kimberly A. & McKay, Shannon & Lazaryan, Nika, 2012. "Staring Down Foreclosure: Findings from a Sample of Homeowners Seeking Assistance," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124831, Agricultural and Applied Economics Association.
  77. Haughwout, Andrew & Peach, Richard & Tracy, Joseph, 2008. "Juvenile delinquent mortgages: Bad credit or bad economy?," Journal of Urban Economics, Elsevier, vol. 64(2), pages 246-257, September.
  78. McCann, Fergal, 2014. "Modelling default transitions in the UK mortgage market," Research Technical Papers 18/RT/14, Central Bank of Ireland.
  79. Steven Laufer, 2013. "Equity extraction and mortgage default," Finance and Economics Discussion Series 2013-30, Board of Governors of the Federal Reserve System (U.S.).
  80. Chan, Sewin & Gedal, Michael & Been, Vicki & Haughwout, Andrew, 2013. "The role of neighborhood characteristics in mortgage default risk: Evidence from New York City," Journal of Housing Economics, Elsevier, vol. 22(2), pages 100-118.
  81. 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.
  82. Guiso, Luigi & Sodini, Paolo, 2012. "Household Finance: An Emerging Field," CEPR Discussion Papers 8934, C.E.P.R. Discussion Papers.
  83. Kristopher S. Gerardi & Andreas Lehnert & Shane M. Sherlund & Paul S. Willen, 2009. "Making sense of the subprime crisis," Public Policy Discussion Paper 09-1, Federal Reserve Bank of Boston.
  84. 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.
  85. Ralph Siebert, 2015. "The Impact of Foreclosure on Housing Prices," CESifo Working Paper Series 5196, CESifo Group Munich.
  86. Hull, Isaiah, 2015. "The macro-financial implications of house price-indexed mortgage contracts," Economics Letters, Elsevier, vol. 127(C), pages 81-85.
  87. Jan K. Brueckner & Paul S. Calem & Leonard I. Nakamura, 2011. "Subprime mortgages and the housing bubble," Working Papers 11-12, Federal Reserve Bank of Philadelphia.
  88. Gabriel, Stuart A. & Rosenthal, Stuart S., 2010. "Do the GSEs expand the supply of mortgage credit? New evidence of crowd out in the secondary mortgage market," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 975-986, December.
  89. Lynn Fisher & Lauren Lambie-Hanson & Paul S. Willen, 2013. "The role of proximity in foreclosure externalities: evidence from condominiums," Public Policy Discussion Paper 13-2, Federal Reserve Bank of Boston.
  90. Gerardi, Kristopher & Herkenhoff, Kyle F. & Ohanian, Lee E. & Willen, Paul S., 2013. "Unemployment, negative equity, and strategic default," FRB Atlanta Working Paper 2013-04, Federal Reserve Bank of Atlanta.
  91. He, D., 2014. "The effects of macroprudential policies on housing market risks: evidence from Hong Kong," Financial Stability Review, Banque de France, issue 18, pages 105-120, April.
  92. Johnson, Michael P. & Solak, Senay & Drew, Rachel Bogardus & Keisler, Jeffrey, 2013. "Property value impacts of foreclosed housing acquisitions under uncertainty," Socio-Economic Planning Sciences, Elsevier, vol. 47(4), pages 292-308.
  93. Gregory DeCoster & William Strange, 2012. "Developers, Herding, and Overbuilding," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 7-35, January.
  94. Been, Vicki & Weselcouch, Mary & Voicu, Ioan & Murff, Scott, 2013. "Determinants of the incidence of U.S. Mortgage Loan Modifications," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3951-3973.
  95. Fuster, Andreas & Zafar, Basit, 2014. "The sensitivity of housing demand to financing conditions: evidence from a survey," Staff Reports 702, Federal Reserve Bank of New York, revised 01 Aug 2015.
  96. Eric Wong & Andrew Tsang & Steven Kong, 2014. "How Does Loan-To-Value Policy Strengthen Banks' Resilience to Property Price Shocks - Evidence from Hong Kong," Working Papers 032014, Hong Kong Institute for Monetary Research.
  97. Bricker, Jesse & Bucks, Brian, 2016. "Negative home equity, economic insecurity, and household mobility over the Great Recession," Journal of Urban Economics, Elsevier, vol. 91(C), pages 1-12.
  98. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2015. "Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class," NBER Working Papers 20848, National Bureau of Economic Research, Inc.
  99. Paul Carrillo, 2013. "Testing for Fraud in the Residential Mortgage Market: How Much Did Early-Payment-Defaults Overpay for Housing?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 36-64, July.
  100. Luci Ellis, 2010. "The Housing Meltdown: Why Did It Happen in the United States?," International Real Estate Review, Asian Real Estate Society, vol. 13(3), pages 351-394.
  101. Campbell, John Y. & Cocco, João F., 2014. "A model of mortgage default," CFS Working Paper Series 452, Center for Financial Studies (CFS).
  102. Thorvardur Tjörvi Ólafsson & Karen Á. Vignisdóttir, 2012. "Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database," Economics wp59, Department of Economics, Central bank of Iceland.
  103. Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao, 2011. "House Price, Mortgage Premium, and Business Fluctuations," Working Papers 192011, Hong Kong Institute for Monetary Research.
  104. Steven Laufer, 2014. "Equity Extraction and Mortgage Default," 2014 Meeting Papers 634, Society for Economic Dynamics.
  105. Cunningham, Chris & Reed, Robert R., 2013. "Negative equity and wages," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 841-849.
  106. Diego Aragon & Andrew Caplin & Sumit Chopra & John V. Leahy & Yann LeCun & Marco Scoffier & Joseph Tracy, 2010. "Reassessing FHA Risk," NBER Working Papers 15802, National Bureau of Economic Research, Inc.
  107. Eric Wong & Kelvin Ho & Andrew Tsang, 2015. "Effectiveness of Loan-To-Value Ratio Policy and Its Transmission Mechanism ¨C Empirical Evidence from Hong Kong," Working Papers 202015, Hong Kong Institute for Monetary Research.
  108. Campbell, Gareth, 2010. "Leveraging the British Railway Mania: Derivatives for the Individual Investor," MPRA Paper 21822, University Library of Munich, Germany.
  109. Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V., 2011. "Subprime mortgage default," Journal of Urban Economics, Elsevier, vol. 70(2-3), pages 75-87, September.
  110. Murizah Osman Salleh & Aziz Jaafar & M. Shahid Ebrahim, 2012. "Can an interest-free credit facility be more efficient than a usurious payday loan?," Working Papers 12008, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  111. Jan Hatzius, 2008. "Beyond Leveraged Losses: The Balance Sheet Effects of the Home Price Downturn," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 39(2 (Fall)), pages 195-227.
  112. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2015. "Loan Originations and Defaults in the Mortgage Crisis: Further Evidence," NBER Working Papers 21320, National Bureau of Economic Research, Inc.
  113. repec:fip:fedreq:y:2012:i:2q:p:111-138:n:vol.98no.2 is not listed on IDEAS
  114. Shuang Zhu & R. Pace & Walter Morales, 2014. "Using Housing Futures in Mortgage Research," The Journal of Real Estate Finance and Economics, Springer, vol. 48(1), pages 1-15, January.
  115. Yuliya Demyanyk, 2009. "Quick exits of subprime mortgages," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 79-94.
  116. Shi, Lan & Zhang, Yan, 2015. "Appraisal inflation: Evidence from the 2009 GSE HVCC intervention," Journal of Housing Economics, Elsevier, vol. 27(C), pages 71-90.
  117. M.I. Dröes & H Garretsen & W.J.J. Manshanden, 2012. "The Diversification Benefits of Free Trade in House Value," Working Papers 12-03, Utrecht School of Economics.
  118. Connor, Gregory & Flavin, Thomas, 2015. "Strategic, unaffordability and dual-trigger default in the Irish mortgage market," Journal of Housing Economics, Elsevier, vol. 28(C), pages 59-75.
  119. European Central Bank & Stefano Corradin, 2009. "Household Leverage," 2009 Meeting Papers 906, Society for Economic Dynamics.
  120. Lozinskaia Agata & Ozhegov Evgeniy, 2016. "Key Determinants of Demand, Credit Underwriting, and Performance on Government-Insured Mortgage Loans in Russia," EERC Working Paper Series 16/03e, EERC Research Network, Russia and CIS.
  121. Smith, Brent C, 2011. "Stability in consumer credit scores: Level and direction of FICO score drift as a precursor to mortgage default and prepayment," Journal of Housing Economics, Elsevier, vol. 20(4), pages 285-298.
  122. Wayne Archer & Brent Smith, 2013. "Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option," The Journal of Real Estate Finance and Economics, Springer, vol. 46(2), pages 355-378, February.
  123. Jonathan D. Rose, 2014. "The Prolonged Resolution of Troubled Real Estate Lenders during the 1930s," NBER Chapters, in: Housing and Mortgage Markets in Historical Perspective, pages 245-284 National Bureau of Economic Research, Inc.
  124. Gregory Connor & Thomas Flavin, 2013. "Irish Mortgage Default Optionality," Economics, Finance and Accounting Department Working Paper Series n243-13.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  125. Goriunov Dmytro & Venzhyk Katerina, 2013. "Loan Default Prediction in Ukrainian Retail Banking," EERC Working Paper Series 13/07e, EERC Research Network, Russia and CIS.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.