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A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012. (2015). Gyourko, Joseph ; Ferreira, Fernando.
In: NBER Working Papers.
RePEc:nbr:nberwo:21261.

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Cited: 37

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Cites: 56

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  1. A Quarter Century of Mortgage Risk*. (2023). Larson, William ; Davis, Morris ; Smith, Benjamin R ; Oliner, Stephen D.
    In: Review of Finance.
    RePEc:oup:revfin:v:27:y:2023:i:2:p:581-618..

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  2. Credit growth and the financial crisis: A new narrative. (2022). Nosal, Jaromir ; de Giorgi, Giacomo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:132:y:2022:i:c:p:118-139.

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  3. Villains or scapegoats? The role of subprime borrowers in driving the U.S. housing boom. (2022). Liu, Haoyang ; Gerardi, Kristopher ; Frame, Scott W ; Conklin, James N.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957321000073.

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  4. Second?home buying and the housing boom and bust. (2022). Garcia, Daniel I.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:50:y:2022:i:1:p:33-58.

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  5. Foreclosure spillovers and individual well?being: Evidence from the Great Recession. (2022). Makridis, Christos ; Ohlrogge, Michael .
    In: Real Estate Economics.
    RePEc:bla:reesec:v:50:y:2022:i:1:p:122-146.

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  6. Delays in Banks’ Loan Loss Provisioning and Economic Downturns: Evidence from the U.S. Housing Market. (2022). Kim, Sehwa.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:60:y:2022:i:3:p:711-754.

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  7. .

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  8. Emergence of Subprime Lending in Minority Neighborhoods. (2021). Singh, Swapnil ; Jakucionyte, Egle.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:94.

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  9. Estimating Environmentally Adjusted Risks of Mortgage Arrears for Different Socioeconomic Groups of Borrowers. (2021). Portnov, Boris A ; Borochov, Yosi.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiv:y:2021:i:2:p:595-620.

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  10. Commuting and innovation: Are closer inventors more productive?. (2021). Kim, Jaeho ; Wu, Andy ; Xiao, Hongyu .
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:121:y:2021:i:c:s0094119020300711.

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  11. The effect of the housing crisis on the finances of central cities. (2021). Newman, Sandra ; Reschovsky, Andrew ; Chernick, Howard.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:54:y:2021:i:c:s105113772100019x.

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  12. New construction and mortgage default. (2021). Tzioumis, Konstantinos ; Mayock, Tom.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002326.

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  13. Lending pro-cyclicality and macroprudential policy: Evidence from Japanese LTV ratios. (2021). Uesugi, Iichiro ; Uchida, Hirofumi ; Ono, Arito ; Udell, Gregory F.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301224.

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  14. The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market. (2020). Schoar, Antoinette ; McCartney, William B ; Adelino, Manuel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27499.

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  15. The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market. (2020). Schoar, Antoinette ; ben McCartney, W ; Adelino, Manuel.
    In: Working Papers.
    RePEc:fip:fedpwp:88847.

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  16. Mortgage Foreclosure Risk After the Great Recession. (2019). Singh, Swapnil ; Jakucionyte, Egle.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:69.

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  17. 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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  18. Cross-Sectional Patterns of Mortgage Debt during the Housing Boom: Evidence and Implications. (2019). Willen, Paul ; Loewenstein, Lara ; Foote, Christopher.
    In: Working Papers.
    RePEc:fip:fedcwq:191900.

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  19. ADJUSTABLE-RATE MORTGAGES, SYSTEMATIC MONETARY POLICY, AND THE ROOT CAUSE OF THE FINANCIAL CRISIS. (2019). ben Zeev, Nadav.
    In: Working Papers.
    RePEc:bgu:wpaper:1908.

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  20. Mortgage Default during the U.S. Mortgage Crisis. (2018). Schelkle, Thomas.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:6:p:1101-1137.

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  21. 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.

    Full description at Econpapers || Download paper

  22. Tracking and stress-testing U.S. household leverage. (2018). Haughwout, Andrew ; Guttman-Kenney, Benedict ; Fuster, Andreas.
    In: Economic Policy Review.
    RePEc:fip:fednep:00046.

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  23. Real Estate Bubbles and Urban Development. (2017). Glaeser, Edward L.
    In: Asian Development Review.
    RePEc:tpr:adbadr:v:34:y:2017:i:2:p:114-151.

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  24. Credit Regimes and the Seeds of Crisis. (2017). Lind, Nelson.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1474.

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  25. Comment on Dynamics of Housing Debt in the Recent Boom and Bust. (2017). Hurst, Erik.
    In: NBER Chapters.
    RePEc:nbr:nberch:13920.

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  26. Mortgage Payment Problem Development and Recovery: A Joint Probability Model Approach. (2017). Schlottmann, Alan M ; Boehm, Thomas P.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9585-9.

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  27. Measuring Mortgage Credit Availability : A Frontier Estimation Approach. (2017). Molloy, Raven S ; Kung, Edward ; Hizmo, Aurel ; Anenberg, Elliot.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-101.

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  28. Age, Time, Vintage, and Price Indexes: Measuring the Depreciation Pattern of Houses. (2016). Syed, Iqbal ; de Haan, Jan.
    In: Discussion Papers.
    RePEc:swe:wpaper:2016-01.

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  29. A simple model of subprime borrowers and credit growth. (2016). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro .
    In: 2016 Meeting Papers.
    RePEc:red:sed016:704.

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  30. Real Estate Bubbles and Urban Development. (2016). Glaeser, Edward.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22997.

    Full description at Econpapers || Download paper

  31. Cross-Sectional Patterns of Mortgage Debt during the Housing Boom: Evidence and Implications. (2016). Loewenstein, Lara ; Foote, Christopher ; Willen, Paul S.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22985.

    Full description at Econpapers || Download paper

  32. What Drives Racial and Ethnic Differences in High Cost Mortgages? The Role of High Risk Lenders. (2016). Ross, Stephen ; Ferreira, Fernando ; Bayer, Patrick.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22004.

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  33. A Simple Model of Subprime Borrowers and Credit Growth. (2016). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21942.

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  34. Sales of Distressed Residential Property: What Have We Learned from Recent Research?. (2016). Cohen, Jeffrey ; Coughlin, Cletus ; Yao, Vincent W.
    In: Review.
    RePEc:fip:fedlrv:00060.

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  35. Cross-sectional patterns of mortgage debt during the housing boom: evidence and implications. (2016). Loewenstein, Lara ; Foote, Christopher ; Willen, Paul S.
    In: Working Papers.
    RePEc:fip:fedbwp:16-12.

    Full description at Econpapers || Download paper

  36. A Simple Model of Subprime Borrowers and Credit Growth. (2016). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11083.

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  37. Loan Originations and Defaults in the Mortgage Crisis: Further Evidence. (2015). Severino, Felipe ; Schoar, Antoinette ; Adelino, Manuel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21320.

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References

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  20. City Equilibrium with Borrowing Constraints: Structural Estimation and General Equilibrium Effects. (2017). Ranciere, Romain ; Ouazad, Amine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23994.

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  21. Mortgage Payment Problem Development and Recovery: A Joint Probability Model Approach. (2017). Schlottmann, Alan M ; Boehm, Thomas P.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9585-9.

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  22. Households Debt Restructuring: The Re-default Effect of a Debt Suspension. (2017). fraisse, henri.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp11032.

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  23. 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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  24. The effect of foreclosure laws on securitization: Evidence from U.S. states. (2017). Milonas, Kristoffer.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:1-22.

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  25. Household Debt Restructuring : The Re-default Effects of Debt Suspensions. (2017). fraisse, henri.
    In: Débats économiques et financiers.
    RePEc:bfr:decfin:29.

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  26. A Quantitative Model of Too Big to Fail, House Prices, and the Financial Crisis. (2016). Kahn, James ; Acikgoz, Omer.
    In: MPRA Paper.
    RePEc:pra:mprapa:71831.

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  27. Consumer Bankruptcy, Bank Mergers, and Information. (2016). Martinez-Miera, David ; Damar, Evren ; Allen, Jason.
    In: Review of Finance.
    RePEc:oup:revfin:v:20:y:2016:i:4:p:1289-1320..

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  28. Comparing Securitized and Balance Sheet Loans: Size Matters. (2016). Ghent, Andra ; Valkanov, Rossen .
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:10:p:2784-2803.

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  29. The dynamics of subprime adjustable-rate mortgage default: a structural estimation. (2016). Fang, Hanming ; Kim, You Suk ; Li, Wenli.
    In: Working Papers.
    RePEc:fip:fedpwp:16-2.

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  30. A cost-benefit analysis of judicial foreclosure delay and a preliminary look at new mortgage servicing rules. (2016). Cordell, Larry ; Lambie-Hanson, Lauren.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:84:y:2016:i:c:p:30-49.

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  31. Accuracy of mortgage portfolio risk forecasts during financial crises. (2016). Scheule, Harald ; Lee, Yongwoong ; Rosch, Daniel.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:249:y:2016:i:2:p:440-456.

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  32. Mortgage modifications and loan performance. (2016). McGuinness, Anne ; Danne, Christian.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:05/rt/16.

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  33. The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation. (2015). li, wenli ; Fang, Hanming ; Kim, You Suk.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21810.

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  34. A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012. (2015). Gyourko, Joseph ; Ferreira, Fernando.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21261.

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  35. Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class. (2015). Severino, Felipe ; Schoar, Antoinette ; Adelino, Manuel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20848.

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  36. Commercial Real Estate, Distress and Financial Resolution: Portfolio Lending Versus Securitization. (2015). Xu, Pisun ; Downs, David .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:51:y:2015:i:2:p:254-287.

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  37. The Impact of Regulation on Mortgage Risk: Evidence from India. (2015). Campbell, John Y ; Ranish, Benjamin ; Ramadorai, Tarun.
    In: Scholarly Articles.
    RePEc:hrv:faseco:34331451.

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  38. Structural Demand Estimation with Borrowing Constraints. (2015). Ouazad, Amine ; Ranciere, Romain.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-01207997.

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  39. A cost-benefit analysis of judicial foreclosure delay and a preliminary look at new mortgage servicing rules. (2015). Lambie-Hanson, Lauren ; Cordell, Lawrence R..
    In: Working Papers.
    RePEc:fip:fedpwp:15-14.

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  40. The rescue of Fannie Mae and Freddie Mac. (2015). Vickery, James ; Tracy, Joseph ; Fuster, Andreas ; Frame, W.
    In: Staff Reports.
    RePEc:fip:fednsr:719.

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  41. The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation. (2015). li, wenli ; Fang, Hanming ; Kim, You Suk.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-114.

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  42. The Determinants of Subprime Mortgage Performance Following a Loan Modification. (2015). Schmeiser, Maximilian ; Gross, Matthew B..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-06.

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  43. The rescue of Fannie Mae and Freddie Mac. (2015). Vickery, James ; Tracy, Joseph ; Fuster, Andreas ; Frame, W.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2015-02.

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  44. Structural Demand Estimation with Borrowing Constraints. (2015). Ouazad, Amine ; Ranciere, Romain.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10866.

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  45. Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market. (2015). Giannetti, Mariassunta ; Favara, Giovanni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10476.

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  46. Do Large-Scale Refinancing Programs Reduce Mortgage Defaults? Evidence From a Regression Discontinuity Design: Working Paper 2015-06. (2015). Ehrlich, Gabriel ; Perry, Jeffrey .
    In: Working Papers.
    RePEc:cbo:wpaper:50871.

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  47. RECENT DEVELOPMENTS IN CONSUMER CREDIT AND DEFAULT LITERATURE. (2015). Livshits, Igor.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:29:y:2015:i:4:p:594-613.

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  48. State Foreclosure Laws and the Incidence of Mortgage Default. (2014). Demiroglu, Cem ; Dudley, Evan ; James, Christopher M..
    In: Journal of Law and Economics.
    RePEc:ucp:jlawec:doi:10.1086/674868.

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  49. Recourse and the Residential Mortgage Market: the Case of Nevada. (2014). li, wenli ; Oswald, Florian.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/4udtt6bh25946auar877ii1c1e.

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  50. Mortgage Default during the U.S. Mortgage Crisis. (2014). Schelkle, Thomas.
    In: Working Paper Series in Economics.
    RePEc:kls:series:0072.

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