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Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data. (2014). Stewart, Chris ; Read, Matthew ; la Cava, Gianni.
In: RBA Research Discussion Papers.
RePEc:rba:rbardp:rdp2014-13.

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Cited: 13

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Citations received by this document

  1. Macrofinancial Stress Testing on Australian Banks. (2022). Norman, David ; Major, Mike ; Kurian, Samuel ; Garvin, Nicholas.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2022-03.

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  2. Refinancing Inertia in the Irish Mortgage Market. (2022). Devine, Kenneth.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:5/rt/22.

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  3. The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis. (2020). Bergmann, Michelle.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2020-03.

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  4. Examining irresponsible lending using non-radial inefficiency measures: Evidence from Australian banks. (2020). Jubb, Christine ; Moradi-Motlagh, Amir.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:66:y:2020:i:c:p:96-108.

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  5. Stress testing the German mortgage market. (2019). Schmidt, Alexander ; Koban, Anne ; Haenle, Philipp ; Barasinska, Nataliya.
    In: Discussion Papers.
    RePEc:zbw:bubdps:172019.

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  6. Financial stress and Indigenous Australians. (2018). Hunter, Boyd ; Hasan, Syed ; Breunig, Robert.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:164.

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  7. Financial Stress and Indigenous Australians. (2017). Hunter, Boyd ; Hasan, Syed ; Breunig, Robert.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp11221.

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  8. Household debt: recent developments and challenges. (2017). Zabai, Anna .
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1712f.

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  9. Housing Wealth Effects: Cross-sectional Evidence from New Vehicle Registrations. (2016). Wang, Jin Cong ; Frijters, Paul ; Torgler, Benno ; Gillitzer, Christian.
    In: The Economic Record.
    RePEc:bla:ecorec:v:92:y:2016:i::p:30-51.

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  10. With (more than) a little help from my bank. Loan-to-value ratios and access to mortgages in Italy. (2016). Vacca, Valerio ; Liberati, Danilo.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_315_16.

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  11. Housing Wealth Effects: Cross-sectional Evidence from New Vehicle Registrations. (2015). Gillitzer, Christian ; Wang, Jin Cong .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2015-08.

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  12. Housing Prices and Entrepreneurship: Evidence for the Housing Collateral Channel in Australia. (2015). Connolly, Ellis ; Read, Matthew ; la Cava, Gianni.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2015-08.

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  13. Vulnerability of new mortgage borrowers prior to the introduction of the LVR speed limit: Insights from the Household Economic Survey. (2015). Dunstan, Ashley ; Skilling, Hayden.
    In: Reserve Bank of New Zealand Analytical Notes series.
    RePEc:nzb:nzbans:2015/02.

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References

References cited by this document

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  2. Bajari P, CS Chu and M Park (2008), ‘An Empirical Model of Subprime Mortgage Default From 2000 to 2007’, NBER Working Paper No 14625.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK.. (2016). muellbauer, john ; Aron, Janine.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:793.

    Full description at Econpapers || Download paper

  2. Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK. (2016). muellbauer, john ; Aron, Janine.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11236.

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  3. A micro-powered model of mortgage default risk for full recourse economies, with an application to the case of Chile. (2016). Avanzini, Diego ; Perez, Victor ; Martinez, Juan Francisco.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:41-24.

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  4. Payment size, negative equity, and mortgage default. (2015). Fuster, Andreas ; Willen, Paul S..
    In: Staff Reports.
    RePEc:fip:fednsr:582.

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  5. Mortgage defaults. (2015). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Papers.
    RePEc:fip:fedlwp:2011-019.

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  6. Cant pay or wont pay?: unemployment, negative equity, and strategic default. (2015). Ohanian, Lee ; Gerardi, Kristopher ; Willen, Paul S ; Herkenhoff, Kyle F.
    In: Working Papers.
    RePEc:fip:fedbwp:15-13.

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  7. A model of mortgage default. (2014). Campbell, John ; Cocco, Joo F..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:452.

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  8. 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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  9. Estimation of mortgage lending credit risk. (2014). Poroshina, Agatha ; Ozhegov, Evgeniy ; Lozinskaya, Agatha .
    In: Applied Econometrics.
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  10. Mortgage Default during the U.S. Mortgage Crisis. (2014). Schelkle, Thomas.
    In: Working Paper Series in Economics.
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  11. Using Housing Futures in Mortgage Research. (2014). Pace, Kelley ; Morales, Walter ; Zhu, Shuang.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:48:y:2014:i:1:p:1-15.

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  12. Credit Risk Modeling Of Residential Mortgage Lending In Russia. (2014). Poroshina, Agatha.
    In: HSE Working papers.
    RePEc:hig:wpaper:30/fe/2014.

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  13. 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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  14. The Impact of Missed Payments and Foreclosures on Credit Scores. (2014). Demyanyk, Yuliya.
    In: Working Papers (Old Series).
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  15. 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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  16. Payment Size, Negative Equity, and Mortgage Default. (2013). Fuster, Andreas ; Willen, Paul S..
    In: NBER Working Papers.
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  17. 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.
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  18. Equity extraction and mortgage default. (2013). Laufer, Steven.
    In: Finance and Economics Discussion Series.
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  19. 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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  20. 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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  21. Mortgage Market Design. (2012). Campbell, John.
    In: NBER Working Papers.
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  22. Estimating Loan-to-Value and Foreclosure Behavior. (2012). Korteweg, Arthur ; Sorensen, Morten.
    In: NBER Working Papers.
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  23. Mortgage Defaults. (2012). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan.
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  24. Mortgage Market Design. (2012). Campbell, John.
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  25. The performance of non-owner-occupied mortgages during the housing crisis. (2012). .
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    RePEc:fip:fedreq:y:2012:i:2q:p:111-138:n:vol.98no.2.

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  26. The performance of non-owner-occupied mortgages during the housing crisis. (2012). Robinson, Breck .
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  27. The economics of household leveraging and deleveraging. (2012). li, wenli ; Patwari, Susheela .
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  28. The impact of house prices on consumer credit: evidence from an internet bank. (2012). Ramcharan, Rodney ; Crowe, Christopher.
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  29. Are American homeowners locked into their houses?: the impact of housing market conditions on state-to-state migration. (2012). Modestino, Alicia Sasser ; Dennett, Julia .
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  30. Payment size, negative equity, and mortgage default. (2012). Fuster, Andreas ; Willen, Paul S..
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  31. A Model of Mortgage Default. (2011). Campbell, John ; Cocco, Joo F..
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  32. Anatomy of the Beginning of the Housing Boom: U.S. Neighborhoods and Metropolitan Areas, 1993-2009. (2011). Gyourko, Joseph ; Ferreira, Fernando.
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  33. Complex Mortgages. (2011). Sialm, Clemens ; Huang, Jennifer ; Amromin, Gene ; Zhong, Edward .
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  34. Foreclosures, House Prices, and the Real Economy. (2011). Trebbi, Francesco ; Sufi, Amir ; Mian, Atif.
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  35. Foreclosures, House Prices, and the Real Economy. (2011). Trebbi, Francesco ; Sufi, Amir ; Mian, Atif.
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  36. Securitization Rating Performance and Agency Incentives. (2011). Scheule, Harald ; Roesch, Daniel.
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  37. Mortgage defaults. (2011). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan.
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  38. Liquidity problems and early payment default among subprime mortgages. (2011). Anderson, Nathan ; Dokko, Jane K..
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  39. What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears. (2011). McCarthy, Yvonne ; Lydon, Reamonn.
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  40. The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market. (2011). Kelly, Robert.
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  41. What have we learned about mortgage default?. (2010). Elul, Ronel .
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  42. Foreclosures wake: the credit experiences of individuals following foreclosure. (2010). Brevoort, Kenneth ; Cooper, Cheryl R..
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  43. The depth of negative equity and mortgage default decisions. (2010). Shan, Hui ; Bhutta, Neil ; Dokko, Jane.
    In: Finance and Economics Discussion Series.
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  44. Modelling and Forecasting UK Mortgage Arrears and Possessions. (2010). muellbauer, john ; Aron, Janine.
    In: CEPR Discussion Papers.
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  45. What Triggers Mortgage Default?. (2010). Souleles, Nicholas ; Hunt, Robert ; Chomsisengphet, Souphala ; Elul, Ronel ; GLENNON, DENNIS .
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  46. Systemic Risk and the Refinancing Ratchet Effect. (2009). merton, robert ; Lo, Andrew ; Khandani, Amir E..
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  47. Comparing patterns of default among prime and subprime mortgages. (2009). Paulson, Anna ; Amromin, Gene.
    In: Economic Perspectives.
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  48. Moral and Social Constraints to Strategic Default on Mortgages. (2009). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi.
    In: Economics Working Papers.
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  49. Moral and Social Constraints to Strategic Default on Mortgages. (2009). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi.
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  50. Moral and Social Constraints to Strategic Default on Mortgages. (2009). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi.
    In: CEPR Discussion Papers.
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