Home Mortgage Delinquencies: A Cohort Analysis
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Cited by:
- Xudong An & Yongheng Deng & Eric Rosenblatt & Vincent Yao, 2012. "Model Stability and the Subprime Mortgage Crisis," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 545-568, October.
- Yuliya Demyanyk & Otto Van Hemert, 2011.
"Understanding the Subprime Mortgage Crisis,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 1848-1880.
- Yuliya Demyanyk & Otto van Hemert, 2009. "Understanding the subprime mortgage crisis," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
- Yuliya Demyanyk & Otto van Hemert, 2008. "Understanding the subprime mortgage crisis," Proceedings 1092, Federal Reserve Bank of Chicago.
- Dror Parnes, 2023. "Typical States and Their Risks for Mortgage Loans," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(2), pages 395-415, June.
- Seow Ong & Tien Sing & Alan Teo, 2007. "Delinquency and Default in Arms: The Effects of Protected Equity and Loss Aversion," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 253-280, October.
- Yuliya Demyanyk & Otto van Hemert, 2007. "Understanding the subprime mortgage crisis," Supervisory Policy Analysis Working Papers 2007-05, Federal Reserve Bank of St. Louis.
- Brent C Smith & Kenneth N. Daniels, 2018. "Unintended Consequences of Risk Based Pricing: Racial Differences in Mortgage Costs," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 323-343, December.
- Allen C. Goodman & Brent C. Smith, 2010. "Housing default: theory works and so does policy," Working Paper 10-10, Federal Reserve Bank of Richmond.
- Hyeongjun Kim & Hoon Cho & Doojin Ryu, 2018. "Characteristics of Mortgage Terminations: an Analysis of a Loan-Level Dataset," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 647-676, November.
- Roberto G. Quercia & George W. McCarthy & Michael A. Stegman, 1993. "Mortgage Default Among Rural, Low-Income Borrowers," Economics Working Paper Archive wp_96, Levy Economics Institute.
- Allen Blackman & Alan Krupnick, 2001.
"Location-Efficient Mortgages: Is the Rationale Sound?,"
Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 20(4), pages 633-649.
- Blackman, Allen & Krupnick, Alan J., 1999. "Location Efficient Mortgages: Is the Rationale Sound?," Discussion Papers 10658, Resources for the Future.
- Krupnick, Alan & Blackman, Allen, 1999. "Location Efficient Mortgages: Is the Rationale Sound?," RFF Working Paper Series dp-99-49-rev, Resources for the Future.
- Smith, Brent C, 2011. "Stability in consumer credit scores: Level and direction of FICO score drift as a precursor to mortgage default and prepayment," Journal of Housing Economics, Elsevier, vol. 20(4), pages 285-298.
- Saty Patrabansh, 2015. "The Marginal Effect of First-Time Homebuyer Status on Mortgage Default and Prepayment," FHFA Staff Working Papers 15-02, Federal Housing Finance Agency.
- Julapa Jagtiani & William W. Lang, 2010. "Strategic default on first and second lien mortgages during the financial crisis," Working Papers 11-3, Federal Reserve Bank of Philadelphia.
- Kashian, Russell & Cebula, Richard & Peterson, Jeremy, 2015. "A Duration Analysis of Foreclosures to Sheriff Sales in Light of the Financial Crisis," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 45(2).
- Wadud, Mokhtarul & Ali Ahmed, Huson Joher & Tang, Xueli, 2020. "Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Goodman, Allen C. & Smith, Brent C., 2010. "Residential mortgage default: Theory works and so does policy," Journal of Housing Economics, Elsevier, vol. 19(4), pages 280-294, December.
- Yuliya Demyanyk, 2009. "Quick exits of subprime mortgages," Review, Federal Reserve Bank of St. Louis, vol. 91(Mar), pages 79-94.
- Kashian, Russell & Carroll, Joseph D., Jr., 2011. "The Effect of Sheriff’s Sales on Condominium Sub-Market Property Values," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 41(1), pages 1-12.
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