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Systemic Risk and the Refinancing Ratchet Effect. (2009). merton, robert ; Lo, Andrew ; Khandani, Amir E..
In: NBER Working Papers.
RePEc:nbr:nberwo:15362.

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  1. Too Much Skin-in-the-Game? The Effect of Mortgage Market Concentration on Credit and House Prices. (2018). Gupta, Deeksha.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:512.

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  2. Who wants to have their home and eat it too? Interest in reverse mortgages in the Netherlands. (2017). Urzì Brancati, Maria Cesira ; rossi, mariacristina ; Dillingh, Rik ; Prast, Henriette.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:38:y:2017:i:c:p:25-37.

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  3. Empirical essays on behavioral economics and lifecycle decisions. (2016). Dillingh, Rik.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:0e2143e3-bd86-4302-90eb-ed58e2ffc901.

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  4. A time series test to identify housing bubbles. (2015). Escobari, Diego ; Damianov, Damian ; Bello, Andres .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:39:y:2015:i:1:p:136-152.

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  5. Can interest rates really control house prices? Effectiveness and implications for macroprudential policy. (2014). Tripe, David ; Shi, Song ; Jou, Jyh-Bang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:15-28.

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  6. Motivations for Equity Borrowing: A Welfare-switching Effect. (2013). Wood, Gavin.
    In: Urban Studies.
    RePEc:sae:urbstu:v:50:y:2013:i:12:p:2588-2607.

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  7. Systemic Contingent Claims Analysis; Estimating Market-Implied Systemic Risk. (2013). Jobst, Andreas ; Gray, Dale F.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/054.

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  8. A micro view on home equity withdrawal and its determinants: Evidence from Dutch households. (2013). Ebner, André.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:22:y:2013:i:4:p:321-337.

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  9. Explaining the Housing Bubble. (2012). wachter, susan ; Levitin, Adam .
    In: MPRA Paper.
    RePEc:pra:mprapa:41920.

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  10. A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros .
    In: Working Papers.
    RePEc:ofr:wpaper:12-01.

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  11. Mortgage Market Design. (2012). Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18339.

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  12. Credit Supply and House Prices: Evidence from Mortgage Market Segmentation. (2012). Severino, Felipe ; Schoar, Antoinette ; Adelino, Manuel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17832.

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  13. The preponderant causes of the USA banking crisis 2007–08. (2012). Pol, Eduardo.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:41:y:2012:i:5:p:519-528.

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  14. A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Flood, Mark ; Valavanis, Stavros ; Bisias, Dimitrios .
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:4:y:2012:p:255-296.

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  15. Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty. (2011). Roussanov, Nikolai ; Chen, Hui ; Michaux, Michael .
    In: 2011 Meeting Papers.
    RePEc:red:sed011:1369.

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  16. Sweden; Financial Sector Assessment Program Update: Technical Note on Contingent Claims Analysis Approach to Measure Risk and Stress Test the Swedish Banking Sector. (2011). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2011/286.

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  17. Participating mortgages and the efficiency of financial intermediation. (2011). Wojakowski, Rafal ; Shackleton, Mark ; Ebrahim, M. Shahid.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:3042-3054.

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  18. Consumer Financial Protection. (2011). Madrian, Brigitte ; Campbell, John ; Tufano, Peter ; Jackson, Howell E..
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:25:y:2011:i:1:p:91-114.

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  19. Housing wealth isnt wealth. (2010). Buiter, Willem.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:201022.

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  20. The Financial Crisis 2007-08 and Causality: A Hicksian Perspective. (2010). Fernandez-Pol, Eduardo .
    In: Economics Working Papers.
    RePEc:uow:depec1:wp10-03.

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  21. Can Cheap Credit Explain the Housing Boom?. (2010). Gyourko, Joseph ; Gottlieb, Joshua ; Glaeser, Edward.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16230.

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  22. Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16223.

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  23. A micro view on home equity withdrawal and its determinants. Evidence from Dutch households. (2010). Ebner, André.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:11309.

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  24. United States; Publication of Financial Sector Assessment Program Documentation: Technical Note on Stress Testing. (2010). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2010/244.

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  21. Recourse and residential mortgages: the case of Nevada. (2014). li, wenli ; Oswald, Florian.
    In: Working Papers.
    RePEc:fip:fedpwp:15-2.

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  22. The Impact of Missed Payments and Foreclosures on Credit Scores. (2014). Demyanyk, Yuliya.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1423.

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  23. Dis-entangling the mortgage arrears crisis: The rolw of the labour market, income volatility and housing equity. (2014). McCarthy, Yvonne.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:02/rt/14.

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  24. Payment Size, Negative Equity, and Mortgage Default. (2013). Fuster, Andreas ; Willen, Paul S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19345.

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  25. A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications. (2013). Park, Minjung ; Nekipelov, Denis ; Chu, Chenghuan Sean ; Bajari, Patrick.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18850.

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  26. Mortgage Hedging in Fixed Income Markets. (2013). Venter, Gyuri ; Mueller, Philippe ; Vedolin, Andrea ; Malkhozov, Aytek.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp722.

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  27. Why do borrowers make mortgage refinancing mistakes?. (2013). yao, vincent ; Rosen, Richard ; Agarwal, Sumit.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2013-02.

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  28. Equity extraction and mortgage default. (2013). Laufer, Steven.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-30.

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  29. Are American homeowners locked into their houses? The impact of housing market conditions on state-to-state migration. (2013). Modestino, Alicia Sasser ; Dennett, Julia .
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:43:y:2013:i:2:p:322-337.

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  30. The Contagion Effect of Neighboring Foreclosures. (2013). Towe, Charles ; Lawley, Chad.
    In: American Economic Journal: Economic Policy.
    RePEc:aea:aejpol:v:5:y:2013:i:2:p:313-35.

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  31. Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations. (2012). Hurlimann, Werner.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:35:y:2012:i:2:p:171-202.

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  32. Mortgage Market Design. (2012). Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18339.

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  33. Estimating Loan-to-Value and Foreclosure Behavior. (2012). Korteweg, Arthur ; Sorensen, Morten.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17882.

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  34. Mortgage Defaults. (2012). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/026.

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  35. Mortgage Market Design. (2012). Campbell, John.
    In: Scholarly Articles.
    RePEc:hrv:faseco:9887618.

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  36. The performance of non-owner-occupied mortgages during the housing crisis. (2012). .
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2012:i:2q:p:111-138:n:vol.98no.2.

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  37. The performance of non-owner-occupied mortgages during the housing crisis. (2012). Robinson, Breck .
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2012:i:2q:p:111-138:n:v.98no.2.

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  38. The economics of household leveraging and deleveraging. (2012). li, wenli ; Patwari, Susheela .
    In: Business Review.
    RePEc:fip:fedpbr:y:2012:i:q3:p:9-17.

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  39. The impact of house prices on consumer credit: evidence from an internet bank. (2012). Ramcharan, Rodney ; Crowe, Christopher.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-60.

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  40. Are American homeowners locked into their houses?: the impact of housing market conditions on state-to-state migration. (2012). Modestino, Alicia Sasser ; Dennett, Julia .
    In: Working Papers.
    RePEc:fip:fedbwp:12-1.

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  41. Payment size, negative equity, and mortgage default. (2012). Fuster, Andreas ; Willen, Paul S..
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:12-10.

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  42. A Model of Mortgage Default. (2011). Campbell, John ; Cocco, Joo F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17516.

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  43. Anatomy of the Beginning of the Housing Boom: U.S. Neighborhoods and Metropolitan Areas, 1993-2009. (2011). Gyourko, Joseph ; Ferreira, Fernando.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17374.

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  44. Complex Mortgages. (2011). Sialm, Clemens ; Huang, Jennifer ; Amromin, Gene ; Zhong, Edward .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17315.

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  45. Foreclosures, House Prices, and the Real Economy. (2011). Trebbi, Francesco ; Sufi, Amir ; Mian, Atif.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16685.

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  46. Foreclosures, House Prices, and the Real Economy. (2011). Trebbi, Francesco ; Sufi, Amir ; Mian, Atif.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:11-e-27.

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  47. Securitization Rating Performance and Agency Incentives. (2011). Scheule, Harald ; Roesch, Daniel.
    In: Working Papers.
    RePEc:hkm:wpaper:182011.

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  48. Mortgage defaults. (2011). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:11-05.

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  49. Liquidity problems and early payment default among subprime mortgages. (2011). Anderson, Nathan ; Dokko, Jane K..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-09.

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  50. What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears. (2011). McCarthy, Yvonne ; Lydon, Reamonn.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:14/rt/11.

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  51. The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market. (2011). Kelly, Robert.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:13/rt/11.

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  52. The Hidden Costs of Hidden Debt. (2011). Karapetyan, Artashes ; Almenberg, Johan .
    In: Working Papers.
    RePEc:bbe:wpaper:1206.

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  53. What have we learned about mortgage default?. (2010). Elul, Ronel .
    In: Business Review.
    RePEc:fip:fedpbr:y:2010:i:q4:p:12-19.

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  54. Foreclosures wake: the credit experiences of individuals following foreclosure. (2010). Brevoort, Kenneth ; Cooper, Cheryl R..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-59.

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  55. The depth of negative equity and mortgage default decisions. (2010). Shan, Hui ; Bhutta, Neil ; Dokko, Jane.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-35.

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  56. Modelling and Forecasting UK Mortgage Arrears and Possessions. (2010). muellbauer, john ; Aron, Janine.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7986.

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  57. What Triggers Mortgage Default?. (2010). Souleles, Nicholas ; Hunt, Robert ; Chomsisengphet, Souphala ; Elul, Ronel ; GLENNON, DENNIS .
    In: American Economic Review.
    RePEc:aea:aecrev:v:100:y:2010:i:2:p:490-94.

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  58. Systemic Risk and the Refinancing Ratchet Effect. (2009). merton, robert ; Lo, Andrew ; Khandani, Amir E..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15362.

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  59. Comparing patterns of default among prime and subprime mortgages. (2009). Paulson, Anna ; Amromin, Gene.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:2009:i:qii:p:18-37:n:v.33no.2.

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  60. Moral and Social Constraints to Strategic Default on Mortgages. (2009). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/27.

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  61. Moral and Social Constraints to Strategic Default on Mortgages. (2009). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0905.

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  62. The Wealth of Older Americans and the Sub-Prime Debacle The Wealth of Older Americans and the Sub-Prime Debacle. (2009). Bosworth, Barry ; Smart, Rosanna .
    In: Working Papers, Center for Retirement Research at Boston College.
    RePEc:crr:crrwps:wp2009-21.

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  63. Moral and Social Constraints to Strategic Default on Mortgages. (2009). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7352.

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  64. Optimal Mortgage Refinancing with Regime Switches. (2008). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:15:y:2008:i:1:p:47-65.

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