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Impacts of Down Payment Underwriting Standards on Loan Performance. (2013). Lam, Ken ; Dunsky, Robert.
In: FHFA Staff Working Papers.
RePEc:hfa:wpaper:13-03.

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Cited: 9

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Cites: 16

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Cocites: 50

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  1. Credit risk of low income mortgages. (2020). Fout, Hamilton ; Pan, Ying ; Palim, Mark.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:80:y:2020:i:c:s0166046217304295.

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  2. The impact of credit risk mispricing on mortgage lending during the subprime boom. (2020). Kay, Benjamin S ; Kahn, James A.
    In: BIS Working Papers.
    RePEc:bis:biswps:875.

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  3. Mortgage Risk Since 1990. (2019). Oliner, Stephen ; Larson, William ; Davis, Morris ; Smith, Benjamin.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:19-02.

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  4. The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom. (2019). Kay, Benjamin S ; Kahn, James A.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-46.

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  5. Mortgage-default research and the recent foreclosure crisis. (2017). Foote, Christopher ; Willen, Paul S.
    In: Working Papers.
    RePEc:fip:fedbwp:17-13.

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  6. Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Larson, William ; Doerner, William ; Bogin, Alexander.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:16-04.

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  7. Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Doerner, William ; Larson, William D ; Bogin, Alexander N.
    In: Working Papers.
    RePEc:gwc:wpaper:2016-010.

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  8. Endogenous credit standards and aggregate fluctuations. (2016). Ravn, Søren Hove.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:69:y:2016:i:c:p:89-111.

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  9. The Marginal Effect of First-Time Homebuyer Status on Mortgage Default and Prepayment. (2015). Patrabansh, Saty.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:15-02.

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References

References cited by this document

  1. An, Xudong, Yongheng Deng, Eric Rosenblatt, and Vincent Yao. (2011) "Model Stability and the Subprime Mortgage Crisis." Journal of Real Estate Finance and Economics, forthcoming.
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  2. Ben‐David, Itzhak. (2011) "High Leverage and Willingness to Pay: Evidence from the Residential Housing Market." Fisher College of Business working paper, WP 2011‐03‐017. Ohio State University.
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  3. Demyanyk, Yuliya, and Otto Van Hemert. (2011) "Understanding the Subprime Mortgage Crisis." Review of Financial Study, 24(6): 1848‐1880.

  4. Deng, Yonghen, John M. Quigley, and Robert Van Order. (1996) “Mortgage Default and Low Downpayment Loans: The Cost of Public Subsidy.” Regional Science and Urban Economics, 26: 263‐285.

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  6. Elul, Ronel. (2009) "Securitization and Mortgage Default: Reputation vs. Adverse Selection." Paper presented at the symposium on "Improving Assessment of the Default Risk of Single‐Family Mortgages" cohosted by FHFA and FDIC on September 16th, 2009.
    Paper not yet in RePEc: Add citation now
  7. Government Accountability Office. (2005) Mortgage Finance: Action Needed to Help FHA Manage Risks from New Mortgage Loan Products, GAO‐05‐194. Washington, D.C. February 2005.
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  8. Jenkins, Stephen P. (1995) "Easy Estimation Methods for Discrete‐Time Duration Models." Oxford Bulletin of Economics and Statistics, Volume 57, Issue 1, pages 129–136.

  9. Kelly, Austin. (2008) "Skin in the Game: Zero Downpayment Mortgage Default." Journal of Housing Research, 17(2): 75‐99.

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  11. LaCour‐Little, Michael, and Jing Yang. (2009) "Taking the Lie Out of Liar Loans." Paper presented at the symposium on "Improving Assessment of the Default Risk of Single‐Family Mortgages" cohosted by FHFA and FDIC on September 16th, 2009.
    Paper not yet in RePEc: Add citation now
  12. Pence, Karen M. (2006) “Foreclosing On Opportunity: State Laws and Mortgage Credit.” The Review of Economics and Statistics, February 2006, 88(1): 177–182.
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  13. Quercia, Roberto G. and Michael A. Stegman. (1992) "Residential Mortgage Default: A Review of the Literature." Journal of Housing Research 3(2): 341‐379.
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  14. U.S. Department of Housing and Urban Development. (2010) Actuarial Review of the Federal Housing Administration Mutual Mortgage Insurance Fund (Excluding HECMs) for Fiscal Year 2010.
    Paper not yet in RePEc: Add citation now
  15. Vandell, Kerry D. (1995) "How Ruthless is Mortgage Default? A Review and Synthesis of the Evidence," Journal of Housing Research, Vol. 6, No. 2, pp. 245‐264.
    Paper not yet in RePEc: Add citation now
  16. von Furstenburg, George M. (1969) "Default Risk of FHA‐Insured Home Mortgages as a Function of the Term of Financing: A Quantitative Analysis." Journal of Finance, 24: 459‐77.
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Cocites

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  2. Securitization and Credit Quality. (2016). Marques-Ibanez, David ; Marquesibanez, David.
    In: IMF Working Papers.
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  3. Waking up from the American dream: on the experience of young Americans during the housing boom of the 2000s. (2016). Popov, Alexander ; Laeven, Luc.
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  4. The impact of diminished housing wealth on health in the United States: Evidence from the Great Recession. (2015). Yilmazer, Tansel ; Liu, Fen ; Babiarz, Patryk.
    In: Social Science & Medicine.
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  5. The failure of models that predict failure: Distance, incentives, and defaults. (2015). Vig, Vikrant ; Seru, Amit ; Rajan, Uday .
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  6. Exiting or retaining owner-occupied housing in the United States 1999–2009: How do social programs matter?. (2015). Berger, Lawrence M ; Smeeding, Timothy M ; Collins, Michael J.
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  7. The Role of Prepayment Penalties in Mortgage Loans. (2015). Gavazza, Alessandro ; Benetton, Matteo ; Beltratti, Andrea E.
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  10. Credit constraints, inelastic supply, and the housing boom. (2014). Chu, Yongqiang.
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  13. Macro risk factors of credit default swap indices in a regime-switching framework. (2014). Marsden, Alastair ; Chan, Kam Fong.
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