Search Results

The rise in mortgage defaults,
Christopher Mayer, Karen Pence and Shane Sherlund, from Board of Governors of the Federal Reserve System (U.S.) (2008)
Keywords: Mortgage loans; Subprime mortgage; Default (Finance)

Mortgage Defaults,
Juan Hatchondo, Leonardo Martinez and Juan Sanchez, from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2015)
Keywords: mortgage; default; life cycle; recourse, LTV; housing price

Epidemiological spreading of mortgage default,
Jochen Schweikert and Markus Höchstötter, from Karlsruhe Institute of Technology (KIT), Department of Economics and Management (2018)
Keywords: Mortgage default, Epidemics, Spatial spreading

Subprime mortgage default,
James B. Kau, Donald Keenan, Constantine Lyubimov and V. Carlos Slawson, in Journal of Urban Economics (2011)
Keywords: Mortgage default; House price shocks;

Subprime mortgage default,
James Kau, Donald Keenan, Constantine Lyubimov and V. Carlos Slawson, in Journal of Urban Economics (2011)
Keywords: Mortgage default House price shocks

Securitization and mortgage default,
Ronel Elul, from Federal Reserve Bank of Philadelphia (2011)
Keywords: Mortgage-backed securities; Default (Finance)

Securitization and mortgage default,
Ronel Elul, from Federal Reserve Bank of Philadelphia (2015)
Keywords: Mortgage default; securitization; adverse selection

Default Costs and Repayment of Underwater Mortgages,
Jan K. Brueckner, James N. Conklin, N. Edward Coulson and Moussa Diop, from CESifo (2023)
Keywords: default prepayment mortgages

Verifying the Determinants of the Mortgage Defaults on Home Mortgage,
Wei-Wen Wu, Jian-Fa Li and Cheng-Yih Hong, in International Journal of Economics and Financial Issues (2017)
Keywords: Mortgage default, DEMATEL, Decision Making.

New construction and mortgage default,
Tom Mayock and Konstantinos Tzioumis, in Journal of Banking & Finance (2021)
Keywords: Mortgage default; New houses; Collateral value;

Mortgage Curtailment and Default,
Che-Chun Lin, Ting-Heng Chu, Larry J. Prather and Perry Wang, in International Real Estate Review (2005)
Keywords: curtailment payment; default; cumulative curtailment; mortgage modeling

Pricing Defaulted Italian Mortgages,
Michela Pelizza and Klaus Schenk-Hoppé, in JRFM (2020)
Keywords: Italy; defaulted mortgages; recovery rates; calibration

Mortgage Defaults,
Leonardo Martinez, Juan Hatchondo and Juan Sanchez, from International Monetary Fund (2012)
Keywords: WP;down payment;price level;home equity; mortgage; default; life cycle; garnishment; default decision; house price shock; default rate; insurance coefficient; payment obligation; Housing prices; Housing; Mortgages; Consumption; Income

Contagion effects in strategic mortgage defaults,
Ryan Goodstein, Paul Hanouna, Carlos Ramirez and Christof W. Stahel, in Journal of Financial Intermediation (2017)
Keywords: Mortgage foreclosure; contagion; strategic default;

Are Commercial Mortgage Defaults Affected by Tax Considerations?,
Hoon Cho, Brian Ciochetti and James Shilling, in The Journal of Real Estate Finance and Economics (2013)
Keywords: Default, Commercial mortgages, Taxes,

What have we learned about mortgage default?,
Ronel Elul, in Business Review (2010)
Keywords: Default (Finance); Mortgage loans

Reconciling theory and empirics on the role of unemployment in mortgage default,
Joseph Gyourko and Joseph Tracy, in Journal of Urban Economics (2014)
Keywords: Mortgage default; Unemployment; FHA;

Mortgage Default during the U.S. Mortgage Crisis,
Thomas Schelkle, from University of Cologne, Department of Economics (2014)
Keywords: Mortgage default, mortgage crisis, house prices, negative equity

How foreclosure delays impact mortgage defaults and mortgage modifications,
Jiseob Kim, in Journal of Macroeconomics (2019)
Keywords: Foreclosure delay; Mortgage default; Delinquency; Mortgage modification;

Individual and Local Effects of Unemployment on Mortgage Defaults,
Kevin Bazer and Silvio Rendon, from Federal Reserve Bank of Philadelphia (2021)
Keywords: mortgage debt; mortgage defaults; unemployment; consumer credit

Payment size, negative equity, and mortgage default,
Andreas Fuster and Paul Willen, from Federal Reserve Bank of Boston (2012)
Keywords: Mortgage loans; adjustable-rate mortgages; Default (Finance)

Qualified residential mortgages and default risk,
Ioannis Floros and Joshua White, in Journal of Banking & Finance (2016)
Keywords: Qualified residential mortgage; Qualified mortgage; Risk retention; Mortgage default risk; Dodd–Frank; Residential mortgage-backed securities;

Contagious Mortgage Default,
Øystein Børsum, from Oslo University, Department of Economics (2010)
Keywords: Housing demand; Mortgage market; Default risk; Multiple equilibria Contagion

Fracking and Mortgage Default,
Christopher Cunningham, Kristopher Gerardi and Yannan Shen, from Federal Reserve Bank of Atlanta (2017)
Keywords: mortgage defaults; hydraulic fracking; house prices; shale gas

Re-Default Risk of Modified Mortgages,
Jian Chen, Jin Xiang and Tyler T. Yang, in International Real Estate Review (2018)
Keywords: Residential Mortgage, Default Risk, Credit Risk

Mortgage Default: Classification Trees Analysis,
David Feldman and Shulamith Gross, in The Journal of Real Estate Finance and Economics (2005)
Keywords: mortgage default, Classification and Regression Trees, misclassification error,

Second chances: subprime mortgage modification and re-default,
Andrew Haughwout, Ebiere Okah and Joseph Tracy, from Federal Reserve Bank of New York (2009)
Keywords: Subprime mortgage; Foreclosure; Default (Finance)

Europe may provide lessons on preventing mortgage defaults,
Juan Hatchondo, Leonardo Martinez and Juan Sanchez, in The Regional Economist (2013)
Keywords: Default (Finance); Europe; Mortgage loans

Mortgage default risk: New evidence from internet search queries,
Marcelle Chauvet, Stuart Gabriel and Chandler Lutz, in Journal of Urban Economics (2016)
Keywords: Mortgage default risk;

How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market,
David Byrne, Robert Kelly and Conor O'Toole, from Central Bank of Ireland (2017)
Keywords: Monetary Policy, Mortgage Default

Zero down payment mortgage default,
Austin Kelly, from University Library of Munich, Germany (2007)
Keywords: mortgage default; down payment; credit risk; mortgage termination; mortgage performance; FHA; down payment assistance; Nehemiah mortgage; Ameridream

Residential mortgage default: Theory works and so does policy,
Allen C. Goodman and Brent C. Smith, in Journal of Housing Economics (2010)
Keywords: Residential mortgage default Predatory lending Mortgage pricing

The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis,
Michelle Bergmann, from Reserve Bank of Australia (2020)
Keywords: mortgage; mortgage default; foreclosure; loan-level data

Residential mortgage default,
Ronel Elul, in Business Review (2006)
Keywords: Mortgages

Time Preferences, Mortgage Choice and Mortgage Default,
Sumit Agarwal, Yongheng Deng and Jia He, in International Real Estate Review (2020)
Keywords: Mortgage Default, Mortgage Choice, Heterogeneity, Present-Biased Preference, Dynamic Inconsistency, Covid-19, Pandemic

Household’s optimal mortgage and unsecured loan default decision,
Jiseob Kim, in Journal of Macroeconomics (2015)
Keywords: Mortgage default; Unsecured loan default; Mortgage modification; Bankruptcy reform;

Spatial Dependence in Subprime Mortgage Defaults,
Andréas Heinen, James B. Kau, Donald Keenan and Mi Lim Kim, in The Journal of Real Estate Finance and Economics (2021)
Keywords: Credit risk, Mortgage, Default, Copula, Dependence, Composite likelihood, Real estate

Residential Mortgage Default Risk in Hong Kong,
Jim Wong, Laurence Kang-Por Fung, Tom Fong and Angela Sze, from Palgrave Macmillan (2008)
Keywords: Unemployment Rate, Banking Sector, Default Risk, Default Probability, Mortgage Loan

Mortgage choice, house price externalities, and the default rate,
Xinyan Shi and Sarah F. Riley, in Journal of Housing Economics (2014)
Keywords: House prices; Externalities; Mortgage type; Default rate;

DEFAULT MORTGAGE PROFILE: A MICRO ANALYSIS OF THE PORTUGUESE CASE,
João Rebelo and José Vaz Caldas, in Portuguese Journal of Management Studies (2010)
Keywords: households, mortgage, default, management risk, ordered probit

Exploring the Design of Financial Counseling for Mortgage Borrowers in Default,
J. Collins, in Journal of Family and Economic Issues (2007)
Keywords: Credit counseling, Foreclosure, Mortgage default counseling,

Unemployment as an Adverse Trigger Event for Mortgage Default,
Chao Tian, Roberto Quercia and Sarah Riley, in The Journal of Real Estate Finance and Economics (2016)
Keywords: Mortgage default, Adverse trigger, Unemployment experience,

Imputing Borrower Heterogeneity and Dynamics in Mortgage Default Models,
Timothy Dombrowski, R. Kelley Pace and Junbo Wang, in The Journal of Real Estate Finance and Economics (2024)
Keywords: Mortgage default, Ridge regression, Omitted variable bias

The Valuation at Origination of Mortgages with Full Prepayment and Default Risks,
Congjin Zhou, Guojing Wang, Yinghui Dong and Pin Wang, in Methodology and Computing in Applied Probability (2024)
Keywords: Valuation, Mortgage, Prepayment, Default, Regime switching, Uniformization

The Behavioral Relationship Between Mortgage Prepayment and Default,
Arden Hall and Ramain Quinn Maingi, from Federal Reserve Bank of Philadelphia (2021)
Keywords: mortgage finance; prepayment; default; nested logit model

Pathways After Default: What Happens to Distressed Mortgage Borrowers and Their Homes?,
Sewin Chan, Claudia Sharygin, Vicki Been and Andrew Haughwout, in The Journal of Real Estate Finance and Economics (2014)
Keywords: Mortgage, Default, Modification, Foreclosure, REO,

Beyond the transaction: depository institutions and reduced mortgage default for low-income homebuyers,
Ozgur Ergungor and Stephanie Moulton, from Federal Reserve Bank of Cleveland (2011)
Keywords: Housing - Finance; Default (Finance); Mortgages

Optimal Risk-Sharing in Mortgage Contracts: The Effects of Potential Prepayment and Default,
Jan Brueckner and Kangoh Lee, from CESifo (2014)
Keywords: mortgage, risk-sharing, default, prepayment

The role of neighborhood characteristics in mortgage default risk: Evidence from New York City,
Sewin Chan, Michael Gedal, Vicki Been and Andrew Haughwout, in Journal of Housing Economics (2013)
Keywords: Mortgage; Default; Neighborhoods; Race;

The role of neighborhood characteristics in mortgage default risk: evidence from New York City,
Sewin Chan, Michael Gedal, Vicki Been and Andrew Haughwout, from University Library of Munich, Germany (2011)
Keywords: mortgage, default, neighborhoods, race

The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties,
Brent Ambrose, Michael Shafer and Yildiray Yildirim, in The Journal of Real Estate Finance and Economics (2018)
Keywords: Commercial mortgages, Mortgage spreads, Mortgage default rates, Tenant diversification

Housing Market Dynamics: Disequilibrium, Mortgage Default, and Reverse Mortgages,
Timothy Jones, Dean Gatzlaff and G. Stacy Sirmans, in The Journal of Real Estate Finance and Economics (2016)
Keywords: Mortgage market, Mortgage default, Market disequilibrium, Spillover effects, Unemployment rates, Reverse mortgage

Mortgages: estimating default correlation and forecasting default risk,
Tobias Neumann, from Bank of England (2018)
Keywords: Mortgages; bank regulation; credit risk; default correlation; state space model; Basel Committee; stress testing; macroprudential policy

Collateral Risk in Residential Mortgage Defaults,
Tyler Yang, Che-Chun Lin and Man Cho, in The Journal of Real Estate Finance and Economics (2011)
Keywords: Mortgage default risk, House price volatility, Diversification benefit, Default option, House price index, Systematic risk, Geographic concentration.,

Credit access following a mortgage default,
William Hedberg and John Krainer, in FRBSF Economic Letter (2012)
Keywords: Mortgages

Defaults, denials, and discrimination in mortgage lending,
Geoffrey Tootell, in New England Economic Review (1993)
Keywords: Mortgages

Achieving Effective Mortgage Modifications: The Importance of Household Characteristics,
Thomas P. Boehm and Alan M. Schlottmann, in The Journal of Real Estate Finance and Economics (2020)
Keywords: Mortgage modification, Mortgage default

An analysis of default risk in the Home Equity Conversion Mortgage (HECM) program,
Stephanie Moulton, Donald Haurin and Wei Shi, in Journal of Urban Economics (2015)
Keywords: Reverse mortgages; Mortgage default; Senior housing; Property taxes;

The dynamics of subprime adjustable-rate mortgage default: a structural estimation,
Hanming Fang, You Suk Kim and Wenli Li, from Federal Reserve Bank of Philadelphia (2016)
Keywords: Adjustable-rate mortgage; Default; Loan modification; Automatic modification mortgages with cushions

Recourse and (strategic) mortgage defaults: Evidence from changes in housing market laws,
Alin Marius Andries, Anca Copaciu, Radu Popa and Razvan Vlahu, from DNB (2021)
Keywords: Mortgage market; Recourse; Mortgage default; Moral hazard; Negative equity

Default and Prepayment Risk in Residential Mortgage Loans: A Review and Synthesis,
Michael LaCour-Little, from Palgrave Macmillan (2007)
Keywords: Real Estate, House Price, Mortgage Loan, Home Equity, Mortgage Default

A Neurological Explanation of Strategic Mortgage Default,
Michael Seiler and Eric Walden, in The Journal of Real Estate Finance and Economics (2015)
Keywords: Neurological real estate, Forensic real estate, fMRI, Strategic mortgage default, C91, D81, G02, R39,

Dutch mortgages: Impact of the crisis on probability of default,
Jan Kroot and Evangelos Giouvris, in Finance Research Letters (2016)
Keywords: Probability of default (PD); Dutch mortgages; Liquidity; European debt crisis;

Valuation of Reverse Mortgages with Default Risk Models,
Carole Bernard, Adam Kolkiewicz and Junsen Tang, in The Journal of Real Estate Finance and Economics (2023)
Keywords: Reverse mortgage, Default risk, Credit rating, Fair valuation

Mortgage-Default Research and the Recent Foreclosure Crisis,
Christopher Foote and Paul Willen, in Annual Review of Financial Economics (2018)
Keywords: mortgage default, foreclosures, housing boom and bust, financial crisis

Mortgage-default research and the recent foreclosure crisis,
Christopher Foote and Paul Willen, from Federal Reserve Bank of Boston (2017)
Keywords: Mortgage default; foreclosures; housing boom and bust; financial crisis

Moral and Social Constraints to Strategic Default on Mortgages,
Luigi Guiso, Luigi Zingales and Paola Sapienza, from C.E.P.R. Discussion Papers (2009)
Keywords: Foreclosure; Moral constraint; Mortgage; Social constraint; Strategic default

Real estate market transparency and default on mortgages,
Hassan Gholipour Fereidouni, Reza Tajaddini and Thi Ngoc Tram Pham, in Research in International Business and Finance (2020)
Keywords: Real estate transparency; Default rate; Mortgage; Panel data;

Effect of Loan Value and Collateral on Value of Mortgage Default,
Rais Ahmad Itoo, Selvarasu Appasamy Mutharasu and José António Filipe, in International Journal of Finance, Insurance and Risk Management (2013)
Keywords: Mortgage Default, Loan value contents, Collateral, LTV, LTI, Logistic regression.

Modelling default transitions in the UK mortgage market,
Fergal McCann, from Central Bank of Ireland (2014)
Keywords: Mortgages, default, credit risk, Markov multi-state model.

A Transitions-Based Model of Default for Irish Mortgages,
Robert Kelly and Terry O'Malley, from Central Bank of Ireland (2014)
Keywords: Mortgage Default Modelling, Irish Banks, ECB Comprehensive Assessment.

An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios,
Enrico De Giorgi, from University Library of Munich, Germany (2002)
Keywords: default risk, default intensity, mortgages, generalized additive model.

Loss given default of high loan-to-value residential mortgages,
Min Qi and Xiaolong Yang, in Journal of Banking & Finance (2009)
Keywords: Loss given default Residential mortgage Default Recovery Downturn Basel II

Some defaults are deeper than others: Understanding long-term mortgage arrears,
Robert Kelly and Fergal McCann, in Journal of Banking & Finance (2016)
Keywords: Mortgages; Default; Days past due; Affordability;

Fair valuation of mortgage insurance under stochastic default and interest rates,
Yang-Che Wu, Yi-Ting Huang, Shih-Kuei Lin and Ming-Che Chuang, in The North American Journal of Economics and Finance (2017)
Keywords: Mortgage insurance; Stochastic default rate; Loan-to-value;

The Effects of Non-Recourse Mortgages on Default Risks and Households' Surplus,
Keeyoung Rhee, in KDI Journal of Economic Policy (2018)
Keywords: Non-recourse Mortgage, Strategic Default, Adverse Selection

Mortgage default in an estimated model of the U.S. housing market,
Luisa Lambertini, Victoria Nuguer and Pinar Uysal, in Journal of Economic Dynamics and Control (2017)
Keywords: Housing; Mortgage default; DSGE model; Bayesian estimation;

Mortgage Default in an Estimated Model of the U.S. Housing Market,
Lambertini Luisa, Victoria Nuguer and Pinar Uysal, from Banco de México (2017)
Keywords: Housing;Mortgage Default;DSGE model;Bayesian Estimation

Effects of Bankruptcy Exemptions and Foreclosure Laws on Mortgage Default and Foreclosure Rates,
Chintal Desai, Gregory Elliehausen and Jevgenijs Steinbuks, in The Journal of Real Estate Finance and Economics (2013)
Keywords: Bankruptcy exemptions, Foreclosure laws, Mortgage defaults, Foreclosures,

Strategic, unaffordability and dual-trigger default in the Irish mortgage market,
Gregory Connor and Thomas Flavin, in Journal of Housing Economics (2015)
Keywords: Strategic default; Irish mortgage market; Negative equity;

Liquidity problems and early payment default among subprime mortgages,
Nathan Anderson and Jane K. Dokko, from Board of Governors of the Federal Reserve System (U.S.) (2011)
Keywords: Subprime mortgage; Default (Finance); Property tax

Strategic default on first and second lien mortgages during the financial crisis,
Julapa Jagtiani and William Lang, from Federal Reserve Bank of Philadelphia (2010)
Keywords: Mortgage loans; Default (Finance); Home equity loans

Some defaults are deeper than others: Understanding long-term mortgage arrears,
Robert Kelly and Fergal McCann, from Central Bank of Ireland (2015)
Keywords: Mortgages, default, days past due, affordability.

Measures of mortgage default risk and local house price dynamics,
Damian Damianov, Cheng Yan and Xiangdong Wang, from European Real Estate Society (ERES) (2018)
Keywords: Foreclosure; House Prices; Mortgage Default Risk

Refinance and Mortgage Default: A Regression Discontinuity Analysis of HARP’s Impact on Default Rates,
Kadiri Karamon, Douglas McManus and Jun Zhu, in The Journal of Real Estate Finance and Economics (2017)
Keywords: HARP, Refinance, Mortgage default, Fuzzy RDD

Delivering Debt Relief through the Banking Sector: Lessons from the Irish Mortgage Market,
Claire Labonne, Fergal McCann and Terry O'Malley, from Central Bank of Ireland (2021)
Keywords: Mortgage Default, Mortgage Modification

Risky Mortgages in a DSGE Model,
Chiara Forlati and Luisa Lambertini, from Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2010)
Keywords: Housing, Mortgage default, Mortgage Risk

Mortgage Amortization and Amplification,
Chiara Forlati and Luisa Lambertini, from Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2012)
Keywords: Housing, Mortgage default, Mortgage risk

Loan Characteristics as Predictors of Default in Commercial Mortgage Portfolios,
Nicole Lux and Sotiris Tsolacos, in International Journal of Economics and Financial Research (2021)
Keywords: Commercial mortgages; Probability of default; Loan charasteristics; Probit regression; linear discriminant analysis.

Valuation of reverse mortgages under (limited) default risk,
Andreas Kolbe and Rudi Zagst, in The European Journal of Finance (2010)
Keywords: reverse mortgage, reduced-form modelling, intensity, risk-neutral pricing, default risk,