IDEAS home Printed from https://ideas.repec.org/a/fip/fedpbr/y2006iq3p21-30.html
   My bibliography  Save this article

Residential mortgage default

Author

Listed:
  • Ronel Elul

Abstract

In ?Residential Mortgage Default,? Ronel Elul discusses the models that economists have developed to help us understand the default risk inherent in home mortgages and how default risk and house prices are related. He also applies these models to show how falling house prices would affect mortgage default rates today and explores the impact that rising default rates would have on financial institutions and other participants in the mortgage market. ; Also issued as Payment Cards Center Discussion Paper No. 06-10

Suggested Citation

  • Ronel Elul, 2006. "Residential mortgage default," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 21-30.
    • Handle: RePEc:fip:fedpbr:y:2006:i:q3:p:21-30
    as

    Download full text from publisher

    File URL: https://www.philadelphiafed.org/-/media/frbp/assets/economy/articles/business-review/2006/q3/br_q3-2006-3_residential_mortgage.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Haughwout, Andrew & Peach, Richard & Tracy, Joseph, 2008. "Juvenile delinquent mortgages: Bad credit or bad economy?," Journal of Urban Economics, Elsevier, vol. 64(2), pages 246-257, September.
    2. Wilson Sy, 2007. "A Causal Framework for Credit Default Theory," Research Paper Series 204, Quantitative Finance Research Centre, University of Technology, Sydney.

    More about this item

    Keywords

    Mortgages;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedpbr:y:2006:i:q3:p:21-30. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Beth Paul (email available below). General contact details of provider: https://edirc.repec.org/data/frbphus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.