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Andra C. Ghent

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Morris A. Davis & Andra C. Ghent & Jesse M. Gregory, 2021. "The Work-from-Home Technology Boon and its Consequences," NBER Working Papers 28461, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Long-term consequences

Working papers

  1. Morris A. Davis & Andra C. Ghent & Jesse M. Gregory, 2021. "The Work-from-Home Technology Boon and its Consequences," NBER Working Papers 28461, National Bureau of Economic Research, Inc.

    Cited by:

    1. William D. Larson & Christos Makridis & Chad Redmer, 2021. "Borrower Expectations and Mortgage Performance: Evidence from the COVID-19 Pandemic," FHFA Staff Working Papers 21-02, Federal Housing Finance Agency.
    2. Lukas Althoff & Fabian Eckert & Sharat Ganapati & Conor Walsh, 2021. "The Geography of Remote Work," NBER Working Papers 29181, National Bureau of Economic Research, Inc.
    3. Schulz, Rainer & Watson, Verity & Wersing, Martin, 2023. "Teleworking and housing demand," Regional Science and Urban Economics, Elsevier, vol. 101(C).
    4. Kristian Behrens & Sergey Kichko & Jacques-Francois Thisse & Sergei Kichko, 2021. "Working from Home: Too Much of a Good Thing?," CESifo Working Paper Series 8831, CESifo.
    5. Liu, Sitian & Su, Yichen, 2021. "The impact of the COVID-19 pandemic on the demand for density: Evidence from the U.S. housing market," Economics Letters, Elsevier, vol. 207(C).
    6. Ferdinando Monte & Charly Porcher & Esteban Rossi-Hansberg, 2023. "Remote Work and City Structure," NBER Working Papers 31494, National Bureau of Economic Research, Inc.
    7. Bergeaud, Antonin & Eyméoud, Jean-Benoît & Garcia, Thomas & Henricot, Dorian, 2022. "Working from home and corporate real estate," LSE Research Online Documents on Economics 117800, London School of Economics and Political Science, LSE Library.
    8. Steven Bond-Smith & Philip McCann, 2022. "The work-from-home revolution and the performance of cities," Working Papers 2022-6R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Oct 2022.
    9. Daniel Broxterman & Tingyu Zhou, 2023. "Information Frictions in Real Estate Markets: Recent Evidence and Issues," The Journal of Real Estate Finance and Economics, Springer, vol. 66(2), pages 203-298, February.
    10. Alexander Bick & Adam Blandin & Karel Mertens, 2023. "Work from Home before and after the COVID-19 Outbreak," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(4), pages 1-39, October.
    11. Alipour, Jean-Victor & Falck, Oliver & Schüller, Simone, 2023. "Germany’s capacity to work from home," European Economic Review, Elsevier, vol. 151(C).
    12. Gilles Duranton & Jessie Handbury, 2023. "Covid and Cities, Thus Far," NBER Working Papers 31158, National Bureau of Economic Research, Inc.
    13. Rémy Le Boennec, 2023. "The impact of working from home arrangements on urban sprawl when the firms pay for the "home office"," Post-Print hal-04095748, HAL.
    14. Saura, Jose Ramon & Ribeiro-Soriano, Domingo & Zegarra Saldaña, Pablo, 2022. "Exploring the challenges of remote work on Twitter users' sentiments: From digital technology development to a post-pandemic era," Journal of Business Research, Elsevier, vol. 142(C), pages 242-254.
    15. Daiji Kawaguchi & Sagiri Kitao & Manabu Nose, 2022. "The impact of COVID-19 on Japanese firms: mobility and resilience via remote work," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 29(6), pages 1419-1449, December.
    16. van Vuuren, Aico, 2022. "Is There a Diminishing Value of Urban Amenities as a Result of the COVID-19 Pandemic?," IZA Discussion Papers 15025, Institute of Labor Economics (IZA).
    17. Liu, Sitian & Su, Yichen, 2022. "The Effect of Working from Home on the Agglomeration Economies of Cities: Evidence from Advertised Wages," MPRA Paper 114429, University Library of Munich, Germany.
    18. Barbour, Natalia & Abdel-Aty, Mohamed & Sevim, Alican, 2024. "Intended work from home frequency after the COVID-19 pandemic and the role of socio-demographic, psychological, disability, and work-related factors," Transportation Research Part A: Policy and Practice, Elsevier, vol. 179(C).
    19. van Vuuren, Aico, 2023. "Is there a diminishing willingness to pay for consumption amenities as a result of the Covid-19 pandemic?," Regional Science and Urban Economics, Elsevier, vol. 98(C).
    20. van Vuuren, Aico, 2022. "Is there a diminishing value of urban amenities as a result of the Covid-19 pandemic?," Working Papers in Economics 818, University of Gothenburg, Department of Economics.
    21. John Mondragon & Johannes F. Wieland, 2022. "Housing Demand and Remote Work," Working Paper Series 2022-11, Federal Reserve Bank of San Francisco.
    22. William Gamber & James Graham & Anirudh Yadav, 2021. "Stuck at home: Housing demand during the COVID- 19 pandemic," CAMA Working Papers 2021-97, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    23. Toshitaka Gokan & Sergei Kichko & Jesse A. Matheson & Jacques-Francois Thisse, 2022. "How the Rise of Teleworking Will Reshape Labor Markets and Cities," CESifo Working Paper Series 9952, CESifo.

  2. Andra C. Ghent, 2019. "What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration," NBER Working Papers 25966, National Bureau of Economic Research, Inc.

    Cited by:

    1. David H. Downs & Bing Zhu, 2022. "Property market liquidity and REIT liquidity," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(6), pages 1462-1491, November.
    2. William Goetzmann & Christophe Spaenjers & Stijn van Nieuwerburgh, 2021. "Real and Private-Value Assets," Working Papers hal-03501704, HAL.
    3. Dharmasankar, Sharada & Yoo, Hoyoung, 2023. "Assessing the main and spillover effects of Seattle's minimum wage on establishment decisions," Regional Science and Urban Economics, Elsevier, vol. 99(C).
    4. David P. Glancy & John Krainer & Robert J. Kurtzman & Joseph B. Nichols, 2019. "Intermediary Segmentation in the Commercial Real Estate Market," Finance and Economics Discussion Series 2019-079, Board of Governors of the Federal Reserve System (U.S.).

  3. Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2016. "Asset Insulators," Working Paper 390221, Harvard University OpenScholar.

    Cited by:

    1. Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner, 2022. "Insurers as Asset Managers and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5483-5534.
    2. Irani, Rustom M & Iyer, Rajkamal & Meisenzahl, Ralf R & Peydró, José-Luis, 2018. "The Rise of Shadow Banking: Evidence from Capital Regulation," CEPR Discussion Papers 12913, C.E.P.R. Discussion Papers.
    3. Timmer, Yannick, 2018. "Cyclical investment behavior across financial institutions," ESRB Working Paper Series 77, European Systemic Risk Board.
    4. Nicola Fusari & Wei Li & Haoyang Liu & Zhaogang Song, 2020. "Asset Pricing with Cohort-Based Trading in MBS Markets," Staff Reports 931, Federal Reserve Bank of New York.

  4. Rossen Valkanov & Andra Ghent, 2014. "Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors," 2014 Meeting Papers 104, Society for Economic Dynamics.

    Cited by:

    1. Célérier, Claire & Vallée, Boris, 2016. "Catering to investors through product complexity," ESRB Working Paper Series 14, European Systemic Risk Board.
    2. Marco Bardoscia & Daniele d'Arienzo & Matteo Marsili & Valerio Volpati, 2019. "Lost in Diversification," Papers 1901.09795, arXiv.org.
    3. Xudong An & Yongheng Deng & Joseph Nichols & Anthony Sanders, 2015. "What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-backed Securities (CMBS)," The Journal of Real Estate Finance and Economics, Springer, vol. 51(2), pages 231-253, August.
    4. Chen, Zhizhen & Liu, Frank Hong & Opong, Kwaku & Zhou, Mingming, 2017. "Short-term safety or long-term failure? Empirical evidence of the impact of securitization on bank risk," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 48-74.
    5. Arnold, Marc & Schuette, Dustin & Wagner, Alexander, 2014. "Neglected Risk: Evidence from Structured Product Counterparty Exposure," Working Papers on Finance 1406, University of St. Gallen, School of Finance, revised Apr 2016.
    6. Sareh Pouryousefi & Jeff Frooman, 2019. "The Consumer Scam: An Agency-Theoretic Approach," Journal of Business Ethics, Springer, vol. 154(1), pages 1-12, January.

  5. Peter Debbaut & Andra C. Ghent & Marianna Kudlyak, 2013. "Are young borrowers bad borrowers? Evidence from the Credit CARD Act of 2009," Working Paper 13-09, Federal Reserve Bank of Richmond.

    Cited by:

    1. Song Han & Benjamin J. Keys & Geng Li, 2015. "Information, Contract Design, and Unsecured Credit Supply: Evidence from Credit Card Mailings," Finance and Economics Discussion Series 2015-103, Board of Governors of the Federal Reserve System (U.S.).
    2. Jones, Lauren E. & Loibl, Cäzilia & Tennyson, Sharon, 2015. "Effects of informational nudges on consumer debt repayment behaviors," Journal of Economic Psychology, Elsevier, vol. 51(C), pages 16-33.
    3. Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2013. "Regulating Consumer Financial Products: Evidence from Credit Cards," NBER Working Papers 19484, National Bureau of Economic Research, Inc.
    4. Dettling, Lisa J. & Hsu, Joanne W., 2018. "Returning to the nest: Debt and parental co-residence among young adults," Labour Economics, Elsevier, vol. 54(C), pages 225-236.
    5. Urban, Carly & Schmeiser, Maximilian & Collins, J. Michael & Brown, Alexandra, 2020. "The effects of high school personal financial education policies on financial behavior," Economics of Education Review, Elsevier, vol. 78(C).
    6. Valentina Dimitrova-Grajzl & Peter Grajzl & A. Joseph Guse & Richard M. Todd & Michael Williams, 2018. "Neighborhood Racial Characteristics, Credit History, and Bankcard Credit in Indian Country," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(3), pages 410-441, September.
    7. Sumit Agarwal & Luojia Hu & Xing Huang, 2013. "Rushing into American Dream? House Prices, Timing of Homeownership, and Adjustment of Consumer Credit," Working Paper Series WP-2013-13, Federal Reserve Bank of Chicago.

  6. Andra C. Ghent & Ruben Hernandez-Murillo & Michael T. Owyang, 2012. "Did affordable housing legislation contribute to the subprime securities boom?," Working Papers 2012-005, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Sumit Agarwal & Efraim Benmelech & Nittai Bergman & Amit Seru, 2012. "Did the Community Reinvestment Act (CRA) Lead to Risky Lending?," NBER Working Papers 18609, National Bureau of Economic Research, Inc.
    2. Lee, Hyojung & Bostic, Raphael W., 2020. "Bank adaptation to neighborhood change: Mortgage lending and the Community Reinvestment Act," Journal of Urban Economics, Elsevier, vol. 116(C).
    3. Dan Immergluck, 2015. "A look back: what we now know about the causes of the US mortgage crisis," International Journal of Urban Sciences, Taylor & Francis Journals, vol. 19(3), pages 269-285, November.
    4. Agata M. Lozinskaia & Evgeniy M. Ozhegov & Alexander M. Karminsky, 2016. "Discontinuity in Relative Credit Losses: Evidence from Defaults on Government-Insured Residential Mortgages," HSE Working papers WP BRP 55/FE/2016, National Research University Higher School of Economics.
    5. Tyler T. Yang & Jessie Y. Zhang, 2016. "Contagious Real Estate Cycle: Case of the US Subprime Related Crisis," International Real Estate Review, Global Social Science Institute, vol. 19(2), pages 171-196.
    6. Lei Ding & Leonard I. Nakamura, 2017. "“Don't Know What You Got Till It’s Gone” — The Effects of the Community Reinvestment Act (CRA) on Mortgage Lending in the Philadelphia Market," Working Papers 17-15, Federal Reserve Bank of Philadelphia.
    7. Rossen Valkanov & Andra Ghent, 2014. "Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors," 2014 Meeting Papers 104, Society for Economic Dynamics.
    8. Manuel Adelino & W. Scott Frame & Kristopher Gerardi, 2014. "The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities," FRB Atlanta Working Paper 2014-4, Federal Reserve Bank of Atlanta.
    9. Christopher L. Foote & Kristopher Gerardi & Paul S. Willen, 2012. "Why did so many people make so many ex post bad decisions?: the causes of the foreclosure crisis," Public Policy Discussion Paper 12-2, Federal Reserve Bank of Boston.
    10. Daniel Ringo, 2023. "Mortgage Lending, Default, and the Community Reinvestment Act," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 77-102, February.
    11. Ronel Elul, 2015. "The government-sponsored enterprises: past and future," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 11-20.
    12. Franklin Allen & Xian Gu, 2018. "The Interplay between Regulations and Financial Stability," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(2), pages 233-248, June.
    13. Jason Thomas & Robert Order, 2020. "Fannie Mae and Freddie Mac: Risk-Taking and the Option to Change Strategy," The Journal of Real Estate Finance and Economics, Springer, vol. 60(3), pages 270-307, April.
    14. W. Scott Frame, 2015. "Introduction to Special Issue: Government Involvement in Residential Mortgage Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(4), pages 807-819, November.
    15. Neil Bhutta, 2014. "The ins and outs of mortgage debt during the housing boom and bust," Finance and Economics Discussion Series 2014-91, Board of Governors of the Federal Reserve System (U.S.).

  7. Andra C. Ghent & Ruben Hernandez-Murillo & Michael T. Owyang, 2011. "Differences in subprime loan pricing across races and neighborhoods," Working Papers 2011-033, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Kristopher Gerardi & Paul S. Willen & David Hao Zhang, 2020. "Mortgage Prepayment, Race, and Monetary Policy," Working Papers 20-7, Federal Reserve Bank of Boston.
    2. Robert Bartlett & Adair Morse & Richard Stanton & Nancy Wallace, 2019. "Consumer-Lending Discrimination in the FinTech Era," NBER Working Papers 25943, National Bureau of Economic Research, Inc.
    3. Neil Bhutta & Aurel Hizmo, 2020. "Do Minorities Pay More for Mortgages?," Finance and Economics Discussion Series 2020-007, Board of Governors of the Federal Reserve System (U.S.).
    4. Marsha J. Courchane & Stephen L. Ross, 2018. "Evidence and Actions on Mortgage Market Disparities: Research, Fair lending Enforcement and Consumer Protection," Working papers 2018-14, University of Connecticut, Department of Economics.
    5. Paolo Emilio Mistrulli & Md Taslim Uddin & Alberto Zazzaro, 2023. "Discrimination Of Immigrants In Mortgage Pricing And Approval: Evidence From Italy," Mo.Fi.R. Working Papers 180, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    6. Bartlett, Robert & Morse, Adair & Stanton, Richard & Wallace, Nancy, 2022. "Consumer-lending discrimination in the FinTech Era," Journal of Financial Economics, Elsevier, vol. 143(1), pages 30-56.
    7. Matteo Crosignani & Hanh Le, 2023. "Stakeholders’ Aversion to Inequality and Bank Lending to Minorities," Staff Reports 1079, Federal Reserve Bank of New York.
    8. Sumit Agarwal & Yongheng Deng & Jia He & Yonglin Wang & Qi Zhang, 2023. "Lenders’ pricing strategy: Do neighborhood risks matter?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(4), pages 1011-1047, July.
    9. Andra C. Ghent & Ruben Hernandez-Murillo & Michael T. Owyang, 2012. "Did affordable housing legislation contribute to the subprime securities boom?," Working Papers 2012-005, Federal Reserve Bank of St. Louis.
    10. Manthos D. Delis & Panagiotis Papadopoulos, 2019. "Mortgage Lending Discrimination Across the U.S.: New Methodology and New Evidence," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(3), pages 341-368, December.
    11. Jérémie BERTRAND & Laurent WEILL, 2019. "Do Algorithms Discriminate Against African Americans in Lending?," Working Papers of LaRGE Research Center 2019-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
    12. H. Young Baek & David D. Cho, 2023. "Are Minorities Still Paying Higher Mortgage Interest Rates?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(1), pages 31-47, May.
    13. Bucciol, Alessandro & Papadovasilaki, Dimitra, 2023. "Portfolio decisions and perceived racial discrimination," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 106(C).
    14. Natalya Presman & Nitzan Tzur-Ilan, 2019. "Does Location Matter? Evidence on Differential Mortgage Pricing in Israel," Bank of Israel Working Papers 2019.14, Bank of Israel.
    15. D Dulani Jayasuriya & Mohamed Ayaz & Michael Williams, 2023. "The use of digital footprints in the US mortgage market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 353-401, March.
    16. Suzuki, Masatomo & Kawai, Kohei & Shimizu, Chihiro, 2022. "Discrimination against the atypical type of tenants in the Tokyo private rental housing market: Evidence from moving-in inspection and rent arrear records," Journal of Housing Economics, Elsevier, vol. 58(PB).
    17. Sewin Chan & Andrew F. Haughwout & Joseph Tracy, 2015. "How mortgage finance affects the urban landscape," Staff Reports 713, Federal Reserve Bank of New York.
    18. Oberg, Phillip Michael, 2017. "The housing bubble and the evolution of the homeownership gap," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 25-35.
    19. Andreas Fuster & Paul Goldsmith‐Pinkham & Tarun Ramadorai & Ansgar Walther, 2022. "Predictably Unequal? The Effects of Machine Learning on Credit Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 5-47, February.
    20. Natalya Bikmetova & Geoffrey K. Turnbull & Velma Zahirovic‐Herbert, 2023. "Ethnicity in housing markets: Buyers, sellers and agents," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(1), pages 196-232, January.
    21. Jordan van Rijn & Shuwei Zeng & Paul Hellman, 2021. "Financial institution objectives and auto loan pricing: Evidence from the survey of consumer finances," Journal of Consumer Affairs, Wiley Blackwell, vol. 55(3), pages 995-1039, September.
    22. Stephen L. Ross & Yuan Wang, 2022. "Mortgage Lenders and the Geographic Concentration of Foreclosures," Working Papers 2022-001, Human Capital and Economic Opportunity Working Group.
    23. Lei Zhang & Tammy Leonard, 2021. "External validity of hedonic price estimates: Heterogeneity in the price discount associated with having Black and Hispanic neighbors," Journal of Regional Science, Wiley Blackwell, vol. 61(1), pages 62-85, January.
    24. Hanson, Andrew & Hawley, Zackary & Martin, Hal & Liu, Bo, 2016. "Discrimination in mortgage lending: Evidence from a correspondence experiment," Journal of Urban Economics, Elsevier, vol. 92(C), pages 48-65.
    25. James B. Kau & Lu Fang & Henry J. Munneke, 2019. "An Unintended Consequence of Mortgage Financing Regulation – a Racial Disparity," The Journal of Real Estate Finance and Economics, Springer, vol. 59(4), pages 549-588, November.

  8. Andra C. Ghent & Marianna Kudlyak, 2010. "Recourse and residential mortgage default: theory and evidence from U.S. states," Working Paper 09-10, Federal Reserve Bank of Richmond.

    Cited by:

    1. Jeremy Burke & Kata Mihaly, 2012. "Financial Literacy, Social Perception and Strategic Default," Working Papers WR-937, RAND Corporation.
    2. Li, Xianghong & Zhao, Xinlei, 2016. "Strategic Default Induced by Loan Modification Programs," MPRA Paper 73594, University Library of Munich, Germany.
    3. Yuliya Demyanyk, 2014. "The Impact of Missed Payments and Foreclosures on Credit Scores," Working Papers (Old Series) 1423, Federal Reserve Bank of Cleveland.
    4. Dean Corbae & Erwan Quintin, 2013. "Leverage and the Foreclosure Crisis," NBER Working Papers 19323, National Bureau of Economic Research, Inc.
    5. Cyril Monnet & Erwan Quintin, 2018. "Optimal Exclusion," 2018 Meeting Papers 181, Society for Economic Dynamics.
    6. Anne Davlin & Edward Simpson Prescott & Sonya Ravindranath Waddell, 2011. "A regional look at the role of house prices and labor market conditions in mortgage default," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 97(1Q), pages 1-43.
    7. Neil Bhutta & Jane K. Dokko & Hui Shan, 2010. "The depth of negative equity and mortgage default decisions," Finance and Economics Discussion Series 2010-35, Board of Governors of the Federal Reserve System (U.S.).
    8. W. Scott Frame & Larry D. Wall & Lawrence J. White, 2012. "The Devil's in the Tail: Residential Mortgage Finance and the U.S. Treasury," Working Papers 12-12, New York University, Leonard N. Stern School of Business, Department of Economics.
    9. Thomas Schelkle, 2018. "Mortgage Default during the U.S. Mortgage Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1101-1137, September.
    10. Julia Dennett & Alicia Sasser Modestino, 2012. "Are American homeowners locked into their houses?: the impact of housing market conditions on state-to-state migration," Working Papers 12-1, Federal Reserve Bank of Boston.
    11. Allen C. Goodman & Brent C. Smith, 2010. "Housing default: theory works and so does policy," Working Paper 10-10, Federal Reserve Bank of Richmond.
    12. Joseph Gyourko & Joseph Tracy, 2013. "Unemloyment and Unobserved Credit Risk in the FHA Single Family Mortgage Insurance Fund," NBER Working Papers 18880, National Bureau of Economic Research, Inc.
    13. Raven S. Molloy & Hui Shan, 2011. "The post-foreclosure experience of U.S. households," Finance and Economics Discussion Series 2011-32, Board of Governors of the Federal Reserve System (U.S.).
    14. Matthew Read & Chris Stewart & Gianni La Cava, 2014. "Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data," RBA Research Discussion Papers rdp2014-13, Reserve Bank of Australia.
    15. Michael G. Bradley & Amy Crews Cutts & Wei Liu, 2015. "Strategic Mortgage Default: The Effect of Neighborhood Factors," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(2), pages 271-299, June.
    16. Florian Oswald & Costas Meghir & Wenli Li, 2017. "Consumer Bankruptcy and Mortgage Default," 2017 Meeting Papers 1260, Society for Economic Dynamics.
    17. Saral, Krista Jabs, 2009. "An Analysis of Market-Based and Statutory Limited Liability in Second Price Auctions," MPRA Paper 25143, University Library of Munich, Germany.
    18. Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013. "Systemic risk and the refinancing ratchet effect," Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45.
    19. Nathan B. Anderson & Jane K. Dokko, 2016. "Liquidity Problems and Early Payment Default among Subprime Mortgages," The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 897-912, December.
    20. Chen L. Miller, 2018. "Comparison of Two Affordable Housing Finance Channels," International Real Estate Review, Global Social Science Institute, vol. 21(2), pages 227-250.
    21. Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2018. "Complex Mortgages [Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization]," Review of Finance, European Finance Association, vol. 22(6), pages 1975-2007.
    22. Lo Duca, Marco & Hallissey, Niamh & Jurca, Pavol & Kouratzoglou, Charalampos & Lima, Diana & Pirovano, Mara & Prapiestis, Algirdas & Saldías, Martín & Tereanu, Eugen & Bartal, Mehdi & Giedraitė, Edita, 2023. "The more the merrier? Macroprudential instrument interactions and effective policy implementation," Occasional Paper Series 310, European Central Bank.
    23. Gyourko, Joseph & Tracy, Joseph, 2014. "Reconciling theory and empirics on the role of unemployment in mortgage default," Journal of Urban Economics, Elsevier, vol. 80(C), pages 87-96.
    24. Sam Schulhofer-Wohl, 2012. "Negative equity does not reduce homeowners’ mobility," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Feb, pages 1-17.
    25. Anna Zabai, 2017. "Household debt: recent developments and challenges," BIS Quarterly Review, Bank for International Settlements, December.
    26. Clancy, Daragh & Merola, Rossana, 2014. "The effect of macroprudential policy on endogenous credit cycles," Research Technical Papers 15/RT/14, Central Bank of Ireland.
    27. Erwan Quintin, 2012. "More punishment, less default?," Annals of Finance, Springer, vol. 8(4), pages 427-454, November.

  9. Andra C. Ghent & Michael T. Owyang, 2009. "Is housing the business cycle? evidence from U.S. cities," Working Papers 2009-007, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Christophe André & Rangan Gupta & Patrick T. Kanda, 2012. "Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure," OECD Economics Department Working Papers 947, OECD Publishing.
    2. Maria A. Arias & Charles S. Gascon & David E. Rapach, 2014. "Metro Business Cycles," Working Papers 2014-46, Federal Reserve Bank of St. Louis.
    3. Joe Cho Yiu Ng, 2021. "International Macroeconomic Aspect of Housing," GRU Working Paper Series GRU_2021_014, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    4. MeiChi Huang, 2022. "Time‐varying impacts of expectations on housing markets across hot and cold phases," International Finance, Wiley Blackwell, vol. 25(2), pages 249-265, August.
    5. Kuang-Liang Chang & Ming-Hui Yen, 2014. "The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations," Economics Bulletin, AccessEcon, vol. 34(2), pages 828-841.
    6. Jung, Alexander & Latsos, Sophia, 2015. "Do federal reserve bank presidents have a regional bias?," European Journal of Political Economy, Elsevier, vol. 40(PA), pages 173-183.
    7. Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020. "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers 202076, University of Pretoria, Department of Economics.
    8. Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V., 2019. "Negative house price co-movements and US recessions," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 382-394.
    9. Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012. "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201216, University of Pretoria, Department of Economics.
    10. Bilgi Yilmaz & Ralf Korn & A. Sevtap Selcuk-Kestel, 2023. "The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 855-873, February.
    11. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers 2012-12, University of Connecticut, Department of Economics.
    12. Shangfa Hou & Jiaying Wang & Degui Zhu, 2022. "Has the Newly Imposed Property Tax Controlled Housing Prices? An Analysis of China’s 2009–2020 Interprovincial Panel Data," Sustainability, MDPI, vol. 14(22), pages 1-18, November.
    13. Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020. "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers 202077, University of Pretoria, Department of Economics.
    14. Knut Are Aastveit & André K. Anundsen & Eyo I. Herstad, 2017. "Residential investment and recession predictability," Working Paper 2017/24, Norges Bank.
    15. MeiChi Huang, 2021. "Regime switches and permanent changes in impacts of housing risk factors on MSA‐level housing returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 310-342, January.
    16. Xu Guo & Xuejun Jiang & Wing-Keung Wong, 2017. "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," Economies, MDPI, vol. 5(4), pages 1-16, October.
    17. Klarl, Torben, 2018. "Housing is local: Applying a dynamic unobserved factor model for the Dutch housing market," Economics Letters, Elsevier, vol. 170(C), pages 79-84.
    18. MeiChi Huang & LinYing Yeh, 2015. "Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(4), pages 762-781, October.
    19. Balcilar, Mehmet & Roubaud, David & Uzuner, Gizem & Wohar, Mark E., 2021. "Housing sector and economic policy uncertainty: A GMM panel VAR approach," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 114-126.
    20. Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016. "Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market," MPRA Paper 74347, University Library of Munich, Germany.
    21. Doo Won Bang & HyuckShin Kwon, 2022. "Policy Impact Analysis of Housing Policies Using Housing Cycles," SAGE Open, , vol. 12(3), pages 21582440221, July.
    22. Fontana, Alessandro & Corradin, Stefano, 2013. "House price cycles in Europe," Working Paper Series 1613, European Central Bank.
    23. Chi-Young Choi & Soojin Jo, 2020. "How Do Housing Markets Affect Local Consumer Prices? – Evidence from U.S. Cities," Globalization Institute Working Papers 398, Federal Reserve Bank of Dallas.
    24. Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
    25. MeiChi Huang, 2019. "Risk diversification gains from metropolitan housing assets," Review of Financial Economics, John Wiley & Sons, vol. 37(4), pages 453-481, October.
    26. Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009. "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model," Working papers 2009-19, University of Connecticut, Department of Economics.
    27. Jan R. Kim & Keunsuk Chung, 2016. "House prices and business cycles: The case of the UK," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 19(2), pages 131-146, June.
    28. MeiChi Huang, 2020. "A threshold unobserved components model of housing bubbles: timings and effectiveness of monetary policies," Empirical Economics, Springer, vol. 59(2), pages 887-908, August.
    29. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2012. "THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs," Working Papers 201211, University of Pretoria, Department of Economics.
    30. Aßmann, Christian & Boysen-Hogrefe, Jens & Jannsen, Nils, 2009. "Costs of housing crises: International evidence," Kiel Working Papers 1524, Kiel Institute for the World Economy (IfW Kiel).
    31. Tim Meyer, 2019. "On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data," The Journal of Real Estate Finance and Economics, Springer, vol. 58(3), pages 457-488, April.
    32. Strauss, Jack, 2013. "Does housing drive state-level job growth? Building permits and consumer expectations forecast a state’s economic activity," Journal of Urban Economics, Elsevier, vol. 73(1), pages 77-93.
    33. Michael A. Flor & Torben Klarl, 2015. "On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas," CESifo Working Paper Series 5471, CESifo.
    34. Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2013. "Clustered housing cycles," Working Papers 2013-021, Federal Reserve Bank of St. Louis.
    35. Cinquegrana, Giuseppe, 2011. "The dynamics of the housing market prices and the business cycle: a VAR analysis for the european monetary union," MPRA Paper 39875, University Library of Munich, Germany.
    36. Philip Arestis & Ana Rosa González-Martínez, 2015. "Residential Construction Activity in OECD Economies," Manchester School, University of Manchester, vol. 83(4), pages 451-474, July.
    37. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014. "Housing and the Business Cycle in South Africa," Working Papers 15-22, Eastern Mediterranean University, Department of Economics.
    38. Sheng Guo & Umut Unal, 2011. "VAR Estimates of the Housing and Stock Wealth Effects: Cross-country Evidence," Working Papers 1103, Florida International University, Department of Economics.
    39. Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010. "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers 201009, University of Pretoria, Department of Economics.
    40. Ozdemir Dicle, 2020. "Time-Varying Housing Market Fluctuations: Evidence from the U.S. Housing Market," Real Estate Management and Valuation, Sciendo, vol. 28(2), pages 89-99, June.
    41. Musso, Alberto & Neri, Stefano & Stracca, Livio, 2010. "Housing, consumption and monetary policy: how different are the US and the euro area?," Working Paper Series 1161, European Central Bank.
    42. Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016. "A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong," MPRA Paper 69175, University Library of Munich, Germany.
    43. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2015. "Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class," NBER Working Papers 20848, National Bureau of Economic Research, Inc.
    44. Gregory DeCoster & William Strange, 2012. "Developers, Herding, and Overbuilding," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 7-35, January.
    45. Huang, Yuting & Li, Qiang & Liow, Kim Hiang & Zhou, Xiaoxia, 2020. "Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries," Journal of Housing Economics, Elsevier, vol. 49(C).
    46. Andra Ghent, 2012. "Infrequent Housing Adjustment, Limited Participation, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 931-955, August.
    47. Tsung-Hsien Michael Lee & Wenjuan Chen, 2015. "Is There an Asymmetric Impact of Housing on Output?," SFB 649 Discussion Papers SFB649DP2015-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    48. Dietsch, Michel & Petey, Joël, 2015. "The credit-risk implications of home ownership promotion: The effects of public subsidies and adjustable-rate loans," Journal of Housing Economics, Elsevier, vol. 28(C), pages 103-120.
    49. Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018. "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
    50. Wang, Xiaoyu & Sun, Yanlin & Peng, Bin, 2023. "Industrial linkage and clustered regional business cycles in China," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 59-72.
    51. Nneji, Ogonna & Brooks, Chris & Ward, Charles W.R., 2013. "House price dynamics and their reaction to macroeconomic changes," Economic Modelling, Elsevier, vol. 32(C), pages 172-178.
    52. Kishor, N. Kundan & Marfatia, Hardik A. & Nam, Gooan & Rizi, Majid Haghani, 2022. "The local employment effect of house prices: Evidence from U.S. States," Journal of Housing Economics, Elsevier, vol. 55(C).
    53. Torben Klarl, 2016. "The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S," Economics Bulletin, AccessEcon, vol. 36(2), pages 704-720.
    54. Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015. "Housing, Finance, and the Macroeconomy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 753-811, Elsevier.
    55. MeiChi Huang & Tzu-Chien Wang, 2015. "Housing-bubble vulnerability and diversification opportunities during housing boom–bust cycles: evidence from decomposition of asset price returns," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(2), pages 605-637, March.
    56. Ujjal Chatterjee, 2023. "Predicting economic growth: evidence from real-estate loans securitization," SN Business & Economics, Springer, vol. 3(3), pages 1-20, March.
    57. Jan Bruha & Michal Hlavacek & Lubos Komarek, 2017. "House Prices and Household Consumption: The Case of the Czech Republic," Working Papers 2017/11, Czech National Bank.
    58. Marcus T. Allen & Jessica Rutherford & Ronald Rutherford & Abdullah Yavas, 2018. "Impact of Investors in Distressed Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 622-652, May.
    59. Njindan Iyke, Bernard, 2015. "Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa," MPRA Paper 69610, University Library of Munich, Germany, revised 01 Feb 2016.
    60. F Chorley & C Liu, 2021. "Does UK social housing affect housing prices and economic growth? An application of the ARDL model," Economic Issues Journal Articles, Economic Issues, vol. 26(1), pages 21-43, March.

Articles

  1. Ghent, Andra C., 2021. "What’s wrong with Pittsburgh? Delegated investors and liquidity concentration," Journal of Financial Economics, Elsevier, vol. 139(2), pages 337-358.
    See citations under working paper version above.
  2. Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2021. "Asset Insulators [Asset pricing and the bid-ask spread]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1509-1539.
    See citations under working paper version above.
  3. Andra C Ghent & Walter N Torous & Rossen I Valkanov, 2019. "Complexity in Structured Finance," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(2), pages 694-722.

    Cited by:

    1. Sharma, Tripti & French, Declan & McKillop, Donal G., 2020. "The UK Equity Release Market: Views from the Regulatory Authorities, Product Providers and Advisors," QBS Working Paper Series 2020/09, Queen's University Belfast, Queen's Business School.
    2. Vink, Dennis & Nawas, Mike & van Breemen, Vivian, 2021. "Security design and credit rating risk in the CLO market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    3. Basu, Anup K. & Dulleck, Uwe, 2020. "Why do (some) consumers purchase complex financial products? An experimental study on investment in hybrid securities," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 203-220.
    4. Avis Devine & Andrew Sanderford & Chongyu Wang, 2024. "Sustainability and Private Equity Real Estate Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 68(2), pages 161-187, February.
    5. Vokata, Petra, 2021. "Engineering lemons," Journal of Financial Economics, Elsevier, vol. 142(2), pages 737-755.
    6. Vladimir Asriyan & Dana Foarta & Victoria Vanasco, 2021. "The Good, the Bad and the Complex: Product Design with Imperfect Information," BAFFI CAREFIN Working Papers 21155, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    7. Asriyan, Vladimir & Foarta, Dana & Vanasco, Victoria, 2018. "Strategic Complexity When Seeking Approval," Research Papers 3615, Stanford University, Graduate School of Business.
    8. Daniel Stein & Jeremy Tobacman, 2016. "Weather Insurance Savings Accounts," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 41(4), pages 677-700, October.
    9. Marc Arnold & Dustin Schuette & Alexander Wagner, 2021. "Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure," European Financial Management, European Financial Management Association, vol. 27(2), pages 287-325, March.
    10. Zhang, Ailian & Wang, Shuyao & Lien, Donald & Yu, Chia-Feng (Jeffrey), 2023. "Are banks rewarded for financial consumer protection? Evidence from a quasi-natural experiment," Finance Research Letters, Elsevier, vol. 52(C).
    11. Doron Sonsino & Yaron Lahav & Yefim Roth, 2022. "Reaching for Returns in Retail Structured Investment," Management Science, INFORMS, vol. 68(1), pages 466-486, January.
    12. Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik, 2020. "The Death of Trust Across the U.S. Finance Industry," CFR Working Papers 20-05, University of Cologne, Centre for Financial Research (CFR), revised 2020.

  4. Andra C. Ghent & Walter N. Torous & Rossen I. Valkanov, 2019. "Commercial Real Estate as an Asset Class," Annual Review of Financial Economics, Annual Reviews, vol. 11(1), pages 153-171, December.

    Cited by:

    1. Zifeng Feng, 2022. "How Does Local Economy Affect Commercial Property Performance?," The Journal of Real Estate Finance and Economics, Springer, vol. 65(3), pages 361-383, October.
    2. David Chambers & Christophe Spaenjers & Eva Maria Steiner, 2020. "The Rate of Return on Real Estate: Long-Run Micro-Level Evidence," Working Papers hal-02896386, HAL.
    3. William Goetzmann & Christophe Spaenjers & Stijn van Nieuwerburgh, 2021. "Real and Private-Value Assets," Working Papers hal-03501704, HAL.
    4. David C. Ling & Chongyu Wang & Tingyu Zhou, 2022. "Asset productivity, local information diffusion, and commercial real estate returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(1), pages 89-121, March.
    5. David P. Glancy & John Krainer & Robert J. Kurtzman & Joseph B. Nichols, 2019. "Intermediary Segmentation in the Commercial Real Estate Market," Finance and Economics Discussion Series 2019-079, Board of Governors of the Federal Reserve System (U.S.).
    6. Bing Zhu & Dorinth van Dijk & Colin Lizieri, 2021. "Price diffusion across international private commercial real estate markets," Working Papers 732, DNB.

  5. Sean Flynn & Andra Ghent, 2018. "Competition and Credit Ratings After the Fall," Management Science, INFORMS, vol. 64(4), pages 1672-1692, April.

    Cited by:

    1. Vink, Dennis & Nawas, Mike & van Breemen, Vivian, 2021. "Security design and credit rating risk in the CLO market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    2. Frank Fabozzi & Vivian M. Breemen & Dennis Vink & Mike Nawas & Austin Gengos, 2023. "How much do Investors Rely on Credit Ratings: Empirical evidence from the U.S. and E.U. CLO primary market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(2), pages 221-247, April.
    3. Baghai, Ramin & Becker, Bo & Pitschner, Stefan, 2018. "The Private Use of Credit Ratings: Evidence from Mutual Fund Investment Mandates," CEPR Discussion Papers 13418, C.E.P.R. Discussion Papers.
    4. Jiang, Xianfeng & Packer, Frank, 2019. "Credit ratings of Chinese firms by domestic and global agencies: Assessing the determinants and impact," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 178-193.
    5. Baghai, Ramin & Becker, Bo, 2018. "Reputations and credit ratings: evidence from commercial mortgage-backed securities," CEPR Discussion Papers 12648, C.E.P.R. Discussion Papers.
    6. Agoraki, Maria-Eleni & Gounopoulos, Dimitrios & Kouretas, Georgios P., 2021. "Market expectations and the impact of credit rating on the IPOs of U.S. banks," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 587-610.
    7. Lawrence J. White, 2016. "Credit Rating Agencies: An Analysis Through the Lenses of Industrial Organization, Finance and Regulation," Pacific Economic Review, Wiley Blackwell, vol. 21(2), pages 202-226, May.
    8. Vu, Huong & Alsakka, Rasha & ap Gwilym, Owain, 2022. "Does competition improve sovereign credit rating quality?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    9. Yung‐Ling Chi & Sean Flynn, 2022. "The impact of credit rating information on disclosure quality," Financial Management, Financial Management Association International, vol. 51(1), pages 73-115, March.
    10. Klusak, Patrycja & Alsakka, Rasha & ap Gwilym, Owain, 2019. "The impact of ESMA regulatory identifiers on the quality of ratings," International Review of Financial Analysis, Elsevier, vol. 66(C).
    11. Marc Goergen & Dimitrios Gounopoulos & Panagiotis Koutroumpis, 2019. "Do Multiple Credit Ratings Reduce Money Left on the Table? Evidence from US. IPOs," Working Papers 884, Queen Mary University of London, School of Economics and Finance.
    12. Kraemer, Moritz & Klusak, Patrycja & Vu, Huong, 2020. "First-mover disadvantage - The sovereign ratings mousetrap," CEPS Papers 26352, Centre for European Policy Studies.
    13. Chandan Sharma & Archana Singh & Rajan Yadav, 2023. "Impact of Competition in Credit Rating Industry: Evidence From India," SAGE Open, , vol. 13(1), pages 21582440221, January.
    14. Lawrence J. White, 2016. "The Credit Rating Agencies: An Analysis through the Lenses of Industrial Organization, Finance, and Regulation," Working Papers 16-02, New York University, Leonard N. Stern School of Business, Department of Economics.
    15. Deng, Kaihua & Qiao, Guannan, 2022. "Triple A default," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
    16. John M Griffin & Jordan Nickerson, 2023. "Are CLO Collateral and Tranche Ratings Disconnected?," The Review of Financial Studies, Society for Financial Studies, vol. 36(6), pages 2319-2360.

  6. Andra Ghent & Rossen Valkanov, 2016. "Comparing Securitized and Balance Sheet Loans: Size Matters," Management Science, INFORMS, vol. 62(10), pages 2784-2803, October.

    Cited by:

    1. David P. Glancy & Robert J. Kurtzman & Lara Loewenstein, 2022. "Loan Modifications and the Commercial Real Estate Market," Working Papers 22-09, Federal Reserve Bank of Cleveland.
    2. David Downs & Pisun (Tracy) Xu, 2015. "Commercial Real Estate, Distress and Financial Resolution: Portfolio Lending Versus Securitization," The Journal of Real Estate Finance and Economics, Springer, vol. 51(2), pages 254-287, August.
    3. Xudong An & Lawrence R. Cordell & Nicholas Smith, 2023. "CMBS Market Evolution and Emerging Risks," Working Papers 23-27, Federal Reserve Bank of Philadelphia.
    4. Reher, Michael, 2021. "Finance and the supply of housing quality," Journal of Financial Economics, Elsevier, vol. 142(1), pages 357-376.
    5. David P. Glancy & John Krainer & Robert J. Kurtzman & Joseph B. Nichols, 2019. "Intermediary Segmentation in the Commercial Real Estate Market," Finance and Economics Discussion Series 2019-079, Board of Governors of the Federal Reserve System (U.S.).
    6. Lamont K. Black & John Krainer & Joseph B. Nichols, 2017. "Safe Collateral, Arm’s-Length Credit: Evidence from the Commercial Real Estate Market," Working Paper Series 2017-19, Federal Reserve Bank of San Francisco.

  7. Peter Debbaut & Andra Ghent & Marianna Kudlyak, 2016. "The CARD Act and Young Borrowers: The Effects and the Affected," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1495-1513, October.

    Cited by:

    1. James R. Brown & J Anthony Cookson & Rawley Heimer, 2017. "Growing Up without Finance," Working Papers (Old Series) 1704, Federal Reserve Bank of Cleveland.
    2. Lucy McMillan & Pinghui Wu, 2023. "Job Loss, Credit Card Loans, and the College-persistence Decision of US Working Students," Working Papers 23-19, Federal Reserve Bank of Boston.
    3. Daniel Cooper & Olga Gorbachev & María José Luengo‐Prado, 2023. "Consumption, Credit, and the Missing Young," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 379-405, March.
    4. Andra C. Ghent & Marianna Kudlyak, 2016. "Intergenerational Linkages in Household Credit," Working Paper Series 2016-31, Federal Reserve Bank of San Francisco.
    5. Kim, Hyeongjun & Cho, Hoon & Ryu, Doojin, 2018. "An empirical study on credit card loan delinquency," Economic Systems, Elsevier, vol. 42(3), pages 437-449.
    6. J. Michael Collins & Jeff Larrimore & Carly Urban, 2021. "Does Access to Bank Accounts as a Minor Improve Financial Capability? Evidence from Minor Bank Account Laws," Finance and Economics Discussion Series 2021-075, Board of Governors of the Federal Reserve System (U.S.).
    7. Suting Hong & Robert M. Hunt & Konstantinos Serfes, 2021. "Dynamic Pricing of Credit Cards and the Effects of Regulation," Working Papers 21-38, Federal Reserve Bank of Philadelphia.
    8. Lucy McMillan & Pinghui Wu, 2023. "Credit Access and the College-persistence Decision of Working Students: Policy Implications for New England," New England Public Policy Center Research Report 23-2, Federal Reserve Bank of Boston.
    9. Yiwei Dou1 & Julapa Jagtiani & Joshua Ronen & Ramain Quinn Maingi, 2022. "The Credit Card Act and Consumer Debt Structure," Journal of Law, Finance, and Accounting, now publishers, vol. 7(1), pages 91-126, April.
    10. Andreas Fuster & Matthew Plosser & James Vickery, 2018. "Does CFPB Oversight Crimp Credit?," Staff Reports 857, Federal Reserve Bank of New York.
    11. Benjamin J. Keys & Jialan Wang, 2016. "Minimum Payments and Debt Paydown in Consumer Credit Cards," NBER Working Papers 22742, National Bureau of Economic Research, Inc.
    12. Nathan Blascak & Vyacheslav Mikhed, 2022. "Health Insurance and Young Adult Financial Distress," Working Papers 19-54, Federal Reserve Bank of Philadelphia.
    13. Yiwei Dou & Geng Li & Joshua Ronen, 2019. "Does Price Regulation Affect Competition? Evidence from Credit Card Solicitations," Finance and Economics Discussion Series 2019-018, Board of Governors of the Federal Reserve System (U.S.).
    14. Sajjad Taghiyeh & David C Lengacher & Robert B Handfield, 2020. "Loss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry," Papers 2006.07911, arXiv.org.

  8. Andra C. Ghent & Rubén Hernández-Murillo & Michael T. Owyang, 2015. "Did Affordable Housing Legislation Contribute to the Subprime Securities Boom?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(4), pages 820-854, November.
    See citations under working paper version above.
  9. Andra Ghent, 2015. "Home Ownership, Household Leverage and Hyperbolic Discounting," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(3), pages 750-781, September.

    Cited by:

    1. Hamish Low & Agnes Kovacs, 2020. "Estimating Temptation and Commitment Over the Life-Cycle," Economics Series Working Papers 796, University of Oxford, Department of Economics.
    2. Kathrin Schlafmann, 2021. "Housing, Mortgages, and Self-Control [Measuring self-control problems]," The Review of Financial Studies, Society for Financial Studies, vol. 34(5), pages 2648-2687.
    3. John Gathergood & Joerg Weber, 2015. "Financial Literacy, Present Bias and Alternative Mortgage Products," Discussion Papers 2015/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    4. Molloy, Raven & Nathanson, Charles G. & Paciorek, Andrew, 2022. "Housing supply and affordability: Evidence from rents, housing consumption and household location," Journal of Urban Economics, Elsevier, vol. 129(C).
    5. Passmore, Stuart Wayne & von Hafften, Alexander H., 2020. "Financing affordable and sustainable homeownership with Fixed-COFI mortgages," Regional Science and Urban Economics, Elsevier, vol. 80(C).
    6. Takayuki Ogawa & Hiroaki Ohno, 2024. "Hyperbolic discounting and state‐dependent commitment," Economica, London School of Economics and Political Science, vol. 91(362), pages 414-445, April.
    7. Raven S. Molloy & Charles G. Nathanson & Andrew D. Paciorek, 2020. "Housing Supply and Affordability: Evidence from Rents, Housing Consumption and Household Location," Finance and Economics Discussion Series 2020-044, Board of Governors of the Federal Reserve System (U.S.).
    8. van Ooijen, Raun & van Rooij, Maarten C.J., 2016. "Mortgage risks, debt literacy and financial advice," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 201-217.
    9. Malmendier, Ulrike M. & Botsch, Matthew J., 2020. "The Long Shadows of the Great Inflation: Evidence from Residential Mortgages," CEPR Discussion Papers 14934, C.E.P.R. Discussion Papers.

  10. Ghent, Andra C. & Hernández-Murillo, Rubén & Owyang, Michael T., 2014. "Differences in subprime loan pricing across races and neighborhoods," Regional Science and Urban Economics, Elsevier, vol. 48(C), pages 199-215.
    See citations under working paper version above.
  11. Andra Ghent, 2014. "How Do Case Law and Statute Differ? Lessons from the Evolution of Mortgage Law," Journal of Law and Economics, University of Chicago Press, vol. 57(4), pages 1085-1122.

    Cited by:

    1. Wenli Li & Florian Oswald, 2017. "Recourse and residential mortgages: The case of Nevada," Sciences Po publications info:hdl:2441/6ka8i7k76r8, Sciences Po.
    2. Jennifer Brown & David A. Matsa, 2016. "Locked in by Leverage: Job Search during the Housing Crisis," NBER Working Papers 22929, National Bureau of Economic Research, Inc.
    3. Ana Isabel Sá, 2020. "To change or not to change: the impact of the law on mortgage origination," Working Papers w202019, Banco de Portugal, Economics and Research Department.
    4. Sá, Ana Isabel, 2023. "Recourse restrictions and judicial foreclosures: Effects of mortgage law on loan price and collateralization," International Review of Law and Economics, Elsevier, vol. 75(C).
    5. Wenli Li & Florian Oswald, 2017. "Recourse and Residential Mortgages: The Case of Nevada," SciencePo Working papers Main hal-03391958, HAL.
    6. Mandai, Yu, and Nakabayashi, Masaki, 2017. "Stabilize the Peasant Economy: Governance of Foreclosure by the Shogunate," ISS Discussion Paper Series (series F) f187, Institute of Social Science, The University of Tokyo, revised 28 Nov 2017.
    7. Milonas, Kristoffer, 2017. "The effect of foreclosure laws on securitization: Evidence from U.S. states," Journal of Financial Stability, Elsevier, vol. 33(C), pages 1-22.
    8. Li, Wenli & Oswald, Florian, 2017. "Recourse and residential mortgages: The case of Nevada," Journal of Urban Economics, Elsevier, vol. 101(C), pages 1-13.
    9. Gazi I. Kara & Youngsuk Yook, 2023. "Policy Uncertainty and Bank Mortgage Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 783-823, June.

  12. Andra Ghent, 2012. "Infrequent Housing Adjustment, Limited Participation, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 931-955, August.

    Cited by:

    1. Miroslav Gabrovski & Victor Ortego-Marti, 2018. "Housing Market Dynamics with Search Frictions," Working Papers 201804, University of California at Riverside, Department of Economics.
    2. Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
    3. Carlos Garriga & Finn E. Kydland & Roman Šustek, 2019. "MoNK: Mortgages in a New-Keynesian Model," Working Papers 2019-32, Federal Reserve Bank of St. Louis.
    4. Carlos Garriga & Finn E. Kydland & Roman Šustek, 2013. "Mortgages and Monetary Policy," Discussion Papers 1306, Centre for Macroeconomics (CFM), revised May 2016.
    5. Gabrovski, Miroslav & Ortego-Marti, Victor, 2019. "The cyclical behavior of the Beveridge Curve in the housing market," Journal of Economic Theory, Elsevier, vol. 181(C), pages 361-381.
    6. Miroslav Gabrovski & Victor Ortego-Marti, 2020. "Search and Credit Frictions in the Housing Market," Working Papers 202016, University of California at Riverside, Department of Economics.
    7. Margaret M. Jacobson, 2022. "Beliefs, Aggregate Risk, and the U.S. Housing Boom," Finance and Economics Discussion Series 2022-061, Board of Governors of the Federal Reserve System (U.S.).
    8. Miroslav Gabrovski & Victor Ortego-Marti, 2022. "Home Construction Financing and Search Frictions in the Housing Market," Working Papers 202217, University of California at Riverside, Department of Economics.
    9. Miroslav Gabrovski & Victor Ortego-Marti, 2021. "Efficiency in the Housing Market with Search Frictions," Working Papers 202108, University of California at Riverside, Department of Economics.

  13. Andra C. Ghent, 2011. "Securitization and Mortgage Renegotiation: Evidence from the Great Depression," The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 1814-1847.

    Cited by:

    1. Daniel Aaronson & Daniel Hartley & Bhashkar Mazumder, 2021. "The Effects of the 1930s HOLC "Redlining" Maps," American Economic Journal: Economic Policy, American Economic Association, vol. 13(4), pages 355-392, November.
    2. James N. Conklin & Moussa Diop & Thao Le & Walter D’Lima, 2019. "The Importance of Originator-Servicer Affiliation in Loan Renegotiation," The Journal of Real Estate Finance and Economics, Springer, vol. 59(1), pages 56-89, July.
    3. Favara, Giovanni & Giannetti, Mariassunta, 2015. "Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market," CEPR Discussion Papers 10476, C.E.P.R. Discussion Papers.
    4. Stephen L. Buschbom & James B. Kau & Donald C. Keenan & Constantine Lyubimov, 2021. "Delinquencies, Default and Borrowers' Strategic Behavior toward the Modification of Commercial Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 936-967, September.
    5. Tom Emmerling & Crocker Liu & Yildiray Yildirim, 2017. "The Hybrid Nature of Real Estate Trusts," ERES eres2017_370, European Real Estate Society (ERES).
    6. Steve Holden & Austin Kelly & Douglas McManus & Therese Scharlemann & Ryan Singer & John D. Worth, 2012. "The HAMP NPV Model: Development and Early Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40, pages 32-64, December.
    7. Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011. "The Role of Securitization in Mortgage Renegotiation," Working Paper Series 2011-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    8. Nika Lazaryan & Urvi Neelakantan, 2016. "Monetary Incentives and Mortgage Renegotiation Outcomes," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 147-168.
    9. Rose, Jonathan, 2021. "Short-term residential mortgage contracts in American economic history," Explorations in Economic History, Elsevier, vol. 79(C).
    10. Andra C. Ghent & Kristian R. Miltersen & Walter N. Torous, 2020. "Second Mortgages: Valuation and Implications for the Performance of Structured Financial Products," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(4), pages 1234-1273, December.
    11. Jonathan D. Rose, 2011. "The Incredible HOLC? Mortgage Relief during the Great Depression," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1073-1107, September.
    12. Agarwal, Sumit & Zhang, Yunqi, 2018. "Effects of government bailouts on mortgage modification," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 54-70.
    13. Milonas, Kristoffer, 2017. "The effect of foreclosure laws on securitization: Evidence from U.S. states," Journal of Financial Stability, Elsevier, vol. 33(C), pages 1-22.
    14. Eric Higgins & Abdullah Yavas & Shuang Zhu, 2022. "Private mortgage securitization and loss given default," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(5), pages 1334-1359, September.
    15. Stephen L. Ross & Yuan Wang, 2022. "Mortgage Lenders and the Geographic Concentration of Foreclosures," Working Papers 2022-001, Human Capital and Economic Opportunity Working Group.
    16. Sebastián Fleitas & Price Fishback & Kenneth Snowden, 2015. "Forbearance by Contract: How Building and Loans Mitigated the Mortgage Crisis of the 1930s," NBER Working Papers 21786, National Bureau of Economic Research, Inc.
    17. Lok Man Michel Tong & Gianluca Marcato, 2018. "Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance," ERES eres2018_300, European Real Estate Society (ERES).
    18. Giovanni Favara, 2013. "Mortgage Market Concentration, Foreclosures and House Prices," 2013 Meeting Papers 643, Society for Economic Dynamics.
    19. Kruger, Samuel, 2018. "The effect of mortgage securitization on foreclosure and modification," Journal of Financial Economics, Elsevier, vol. 129(3), pages 586-607.
    20. Andra Ghent & Rossen Valkanov, 2016. "Comparing Securitized and Balance Sheet Loans: Size Matters," Management Science, INFORMS, vol. 62(10), pages 2784-2803, October.

  14. Andra C. Ghent & Marianna Kudlyak, 2011. "Recourse and Residential Mortgage Default: Evidence from US States 1," The Review of Financial Studies, Society for Financial Studies, vol. 24(9), pages 3139-3186.

    Cited by:

    1. Kyle Herkenhoff & Lee Ohanian, 2018. "Online Appendix to "The Impact of Foreclosure Delay on U.S. Employment"," Online Appendices 18-242, Review of Economic Dynamics.
    2. Michael J. Seiler, 2015. "The role of informational uncertainty in the decision to strategically default," Framed Field Experiments 00621, The Field Experiments Website.
    3. Chao Tian & Roberto Quercia & Sarah Riley, 2016. "Unemployment as an Adverse Trigger Event for Mortgage Default," The Journal of Real Estate Finance and Economics, Springer, vol. 52(1), pages 28-49, January.
    4. Ahnert, Toni & Doerr, Sebastian & Pierri, Nicola & Timmer, Yannick, 2022. "Does IT help? Information Technology in Banking and Entrepreneurship," CEPR Discussion Papers 17335, C.E.P.R. Discussion Papers.
    5. Ströbel, Johannes & Kuchler, Theresa & Dávila, Eduardo & Bailey, Michael, 2017. "House Price Beliefs And Mortgage Leverage Choice," CEPR Discussion Papers 12476, C.E.P.R. Discussion Papers.
    6. Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Yan Zhang, 2014. "Holdup by Junior Claimholders: Evidence from the Mortgage Market," NBER Working Papers 20015, National Bureau of Economic Research, Inc.
    7. Kim, Jiseob & Wang, Yicheng, 2018. "Macroeconomic and distributional effects of mortgage guarantee programs for the poor," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 124-151.
    8. Paul S. Calem & Julapa Jagtiani & William W. Lang, 2014. "Foreclosure delay and consumer credit performance," Working Papers 14-8, Federal Reserve Bank of Philadelphia.
    9. Yuliya Demyanyk & Dmytro Hryshko & María Jose Luengo-Prado & Bent E. Sørensen, 2017. "Moving to a Job: The Role of Home Equity, Debt, and Access to Credit," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(2), pages 149-181, April.
    10. Jihad Dagher & Yangfan Sun, 2014. "Borrower Protection and the Supply of Credit: Evidence from Foreclosure Laws," IMF Working Papers 2014/212, International Monetary Fund.
    11. David P. Glancy & Robert J. Kurtzman & Lara Loewenstein & Joseph B. Nichols, 2021. "Recourse as Shadow Equity: Evidence from Commercial Real Estate Loans," Working Papers 21-20, Federal Reserve Bank of Cleveland.
    12. Wenli Li & Florian Oswald, 2017. "Recourse and residential mortgages: The case of Nevada," Sciences Po publications info:hdl:2441/6ka8i7k76r8, Sciences Po.
    13. Auclert, Adrien & Dobbie, Will & Goldsmith-Pinkham, Paul, 2019. "Macroeconomic Effects of Debt Relief: Consumer Bankruptcy Protections in the Great Recession," CEPR Discussion Papers 13598, C.E.P.R. Discussion Papers.
    14. Kiana Basiri & Babak Mahmoudi, 2021. "Possible income misstatement on mortgage loan applications: Evidence from the Canadian housing market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 917-935, September.
    15. Meghir, Costas & Li, Wenli & Oswald, Florian, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," CEPR Discussion Papers 17117, C.E.P.R. Discussion Papers.
    16. Quinn Curtis, 2014. "State Foreclosure Laws and Mortgage Origination in the Subprime," The Journal of Real Estate Finance and Economics, Springer, vol. 49(3), pages 303-328, October.
    17. James N. Conklin & Moussa Diop & Thao Le & Walter D’Lima, 2019. "The Importance of Originator-Servicer Affiliation in Loan Renegotiation," The Journal of Real Estate Finance and Economics, Springer, vol. 59(1), pages 56-89, July.
    18. Karin Haldrup, 2017. "On security of collateral in Danish mortgage finance: a formula of property rights, incentives and market mechanisms," European Journal of Law and Economics, Springer, vol. 43(1), pages 1-29, February.
    19. Ing-Haw Cheng & Sahil Raina & Wei Xiong, 2014. "Wall Street and the Housing Bubble," American Economic Review, American Economic Association, vol. 104(9), pages 2797-2829, September.
    20. Qianqian Cao & Shimeng Liu, 2015. "The Impact of State Foreclosure and Bankruptcy Laws on Higher-Risk Lending: Evidence from FHA and Subprime Mortgage Originations," Working Paper 9411, USC Lusk Center for Real Estate.
    21. Terry O'Malley, 2021. "The Impact of Repossession Risk on Mortgage Default," Journal of Finance, American Finance Association, vol. 76(2), pages 623-650, April.
    22. Aidong Adam Ding & Shaonan Tian & Yan Yu & Xinlei Zhao, 2022. "Does judicial foreclosure procedure help delinquent subprime mortgage borrowers?," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 19(2), pages 382-422, June.
    23. Gadi Barlevy & Jonas Fisher, 2021. "Why were interest only mortgages so population during U.S. housing boom?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 205-224, July.
    24. McCarthy, Yvonne, 2014. "Dis-entangling the mortgage arrears crisis: The rolw of the labour market, income volatility and housing equity," Research Technical Papers 02/RT/14, Central Bank of Ireland.
    25. Shuang Zhu & R. Kelley Pace, 2015. "The Influence of Foreclosure Delays on Borrowers' Default Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1205-1222, September.
    26. Campbell, John Y. & Cocco, Joao F., 2015. "A Model of Mortgage Default," Scholarly Articles 30758219, Harvard University Department of Economics.
    27. McCollum, Meagan N. & Lee, Hong & Pace, R. Kelley, 2015. "Deleveraging and mortgage curtailment," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 60-75.
    28. Albanesi, Stefania & De Giorgi, Giacomo & Nosal, Jaromir, 2017. "Credit Growth and the Financial Crisis: A New Narrative," CEPR Discussion Papers 12230, C.E.P.R. Discussion Papers.
    29. Anil Kumar, 2014. "Do restrictions on home equity extraction contribute to lower mortgage defaults? evidence from a policy discontinuity at the Texas border," Working Papers 1410, Federal Reserve Bank of Dallas.
    30. Therese C. Scharlemann & Stephen H. Shore, 2022. "The effect of changing mortgage payments on default and prepayment: Evidence from HAMP resets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(5), pages 1231-1256, September.
    31. Pruszkowski Tomasz, 2017. "Deficiency Judgments as a Mortgage Pricing Factor," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 53(2), pages 57-68, June.
    32. Hedlund, Aaron, 2016. "Illiquidity and its discontents: Trading delays and foreclosures in the housing market," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 1-13.
    33. Foote, Andrew, 2016. "The effects of negative house price changes on migration: Evidence across U.S. housing downturns," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 292-299.
    34. Mr. Jochen R. Andritzky, 2014. "Resolving Residential Mortgage Distress: Time to Modify?," IMF Working Papers 2014/226, International Monetary Fund.
    35. Jesper Berg & Morten Bækmand Nielsen & James Vickery, 2018. "Peas in a pod? Comparing the U.S. and Danish mortgage finance systems," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 63-87.
    36. Yuliya Demyanyk, 2014. "The Impact of Missed Payments and Foreclosures on Credit Scores," Working Papers (Old Series) 1423, Federal Reserve Bank of Cleveland.
    37. Jennifer Brown & David A. Matsa, 2016. "Locked in by Leverage: Job Search during the Housing Crisis," NBER Working Papers 22929, National Bureau of Economic Research, Inc.
    38. Nadav Ben Zeev, 2019. "Adjustable-Rate Mortgages, Systematic Monetary Policy, And The Root Cause Of The Financial Crisis," Working Papers 1908, Ben-Gurion University of the Negev, Department of Economics.
    39. Dagher, Jihad & Sun, Yangfan, 2016. "Borrower protection and the supply of credit: Evidence from foreclosure laws," Journal of Financial Economics, Elsevier, vol. 121(1), pages 195-209.
    40. Ana Isabel Sá, 2020. "To change or not to change: the impact of the law on mortgage origination," Working Papers w202019, Banco de Portugal, Economics and Research Department.
    41. Michael J. Seiler, 2017. "Do Liquidated Damages Clauses Affect Strategic Mortgage Default Morality? A Test of the Disjunctive Thesis," Framed Field Experiments 00627, The Field Experiments Website.
    42. Steven Laufer, 2018. "Equity Extraction and Mortgage Default," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 1-33, April.
    43. Arito Ono & Hirofumi Uchida & Gregory Udell & Iichiro Uesugi, 2014. "Lending Pro-Cyclicality and Macro-Prudential Policy: Evidence from Japanese LTV Ratios," Working Papers e070, Tokyo Center for Economic Research.
    44. Marcus T. Allen & Justin D. Benefield & Christopher L. Cain & Norman Maynard, 2024. "Distressed Property Sales: Differences and Similarities Across Types of Distress," The Journal of Real Estate Finance and Economics, Springer, vol. 68(2), pages 318-353, February.
    45. Paul E. Carrillo & William M. Doerner & William D. Larson, 2023. "House Price Markups and Mortgage Defaults," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 747-782, June.
    46. Sá, Ana Isabel, 2023. "Recourse restrictions and judicial foreclosures: Effects of mortgage law on loan price and collateralization," International Review of Law and Economics, Elsevier, vol. 75(C).
    47. Andra Ghent, 2014. "How Do Case Law and Statute Differ? Lessons from the Evolution of Mortgage Law," Journal of Law and Economics, University of Chicago Press, vol. 57(4), pages 1085-1122.
    48. Lingxiao Li & Erdem Ucar & Abdullah Yavas, 2022. "Social Capital and Mortgage Delinquency," The Journal of Real Estate Finance and Economics, Springer, vol. 64(3), pages 379-403, April.
    49. Andreas Fuster & Paul S. Willen, 2013. "Payment Size, Negative Equity, and Mortgage Default," NBER Working Papers 19345, National Bureau of Economic Research, Inc.
    50. Michael D. Eriksen & James M. Carson, 2017. "A Burning Question: Does Arson Increase When Local House Prices Decline?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(1), pages 7-34, March.
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    52. Chadi S. Abdallah & William D. Lastrapes, 2013. "Evidence on the Relationship between Housing and Consumption in the United States: A State-Level Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 559-590, June.
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    54. Bo Liu & Tien Foo Sing, 2018. "“Cure” Effects and Mortgage Default: A Split Population Survival Time Model," The Journal of Real Estate Finance and Economics, Springer, vol. 56(2), pages 217-251, February.
    55. Andrew F. Haughwout & Ebiere Okah & Joseph Tracy, 2009. "Second chances: subprime mortgage modification and re-default," Staff Reports 417, Federal Reserve Bank of New York.
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    65. Yuliya Demyanyk & Dmytro Hryshko & Maria Jose Luengo-Prado & Bent E. Sorensen, 2016. "Moving to a new job: the role of home equity, debt, and access to credit," Working Papers 16-1, Federal Reserve Bank of Boston.
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    Cited by:

    1. Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
    2. Negro, Marco Del & Schorfheide, Frank, 2013. "DSGE Model-Based Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140, Elsevier.
    3. Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
    4. Bekiros, Stelios D. & Paccagnini, Alessia, 2015. "Macroprudential Policy And Forecasting Using Hybrid Dsge Models With Financial Frictions And State Space Markov-Switching Tvp-Vars," Macroeconomic Dynamics, Cambridge University Press, vol. 19(7), pages 1565-1592, October.
    5. Sabri Boubaker & Duc Khuong Nguyen & Nikos Paltalidis, 2016. "Fiscal Policy Interventions at the Zero Lower Bound," Working Papers 2016-002, Department of Research, Ipag Business School.
    6. Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
    7. Chin, Kuo-Hsuan & Li, Xue, 2019. "Bayesian forecast combination in VAR-DSGE models," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 278-298.
    8. Stelios Bekiros & Alessia Paccagnini, 2013. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers 236, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
    9. Renata Wróbel-Rotter, 2016. "Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(2), pages 93-114, June.
    10. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
    11. Stelios D. Bekiros & Alessia Paccagnini, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Open Access publications 10197/7322, School of Economics, University College Dublin.
    12. Yantao Gao & Xilong Yao & Wenxi Wang & Xin Liu, 2019. "Dynamic effect of environmental tax on export trade: Based on DSGE mode," Energy & Environment, , vol. 30(7), pages 1275-1290, November.
    13. Sean Langcake & Tim Robinson, 2018. "Forecasting the Australian economy with DSGE and BVAR models," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 251-267, January.
    14. Warne, Anders & Coenen, Günter & Christoffel, Kai, 2010. "Forecasting with DSGE models," Working Paper Series 1185, European Central Bank.

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