Impacts of Down Payment Underwriting Standards on Loan Performance
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Jenkins, Stephen P, 1995. "Easy Estimation Methods for Discrete-Time Duration Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(1), pages 129-138, February.
- 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.
- Austin Kelly, 2007.
"Zero Down Payment Mortgage Default,"
FHFA Staff Working Papers
07-05, Federal Housing Finance Agency.
- Kelly, Austin, 2007. "Zero down payment mortgage default," MPRA Paper 4318, University Library of Munich, Germany.
- Deng, Yongheng & Quigley, John M. & Van Order, Robert & Mac, Freddie, 1996.
"Mortgage default and low downpayment loans: The costs of public subsidy,"
Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 263-285, June.
- Yongheng Deng & John M. Quigley & Robert Van Order, 1995. "Mortgage Default and Low Downpayment Loans: The Costs of Public Subsidy," NBER Working Papers 5184, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Stephen D. Oliner & Morris A. Davis & Will Larson, 2019.
"Mortgage risk since 1990,"
AEI Economics Working Papers
1001502, American Enterprise Institute.
- Morris A. Davis & William D. Larson & Stephen D. Oliner & Benjamin Smith, 2019. "Mortgage Risk Since 1990," FHFA Staff Working Papers 19-02, Federal Housing Finance Agency.
- Ravn, Søren Hove, 2016. "Endogenous credit standards and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 89-111.
- Alexander N. Bogin & William M. Doerner & William D. Larson, 2016.
"Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling,"
Working Papers
2016-010, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling," FHFA Staff Working Papers 16-04, Federal Housing Finance Agency.
- Christopher L. Foote & Paul S. Willen, 2018.
"Mortgage-Default Research and the Recent Foreclosure Crisis,"
Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 59-100, November.
- Christopher L. Foote & Paul S. Willen, 2017. "Mortgage-default research and the recent foreclosure crisis," Working Papers 17-13, Federal Reserve Bank of Boston.
- Fout, Hamilton & Li, Grace & Palim, Mark & Pan, Ying, 2020. "Credit risk of low income mortgages," Regional Science and Urban Economics, Elsevier, vol. 80(C).
- 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.
- James A Kahn & Benjamin S Kay, 2020. "The impact of credit risk mispricing on mortgage lending during the subprime boom," BIS Working Papers 875, Bank for International Settlements.
- James A. Kahn & Benjamin S. Kay, 2019. "The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom," Finance and Economics Discussion Series 2019-046, Board of Governors of the Federal Reserve System (U.S.).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sumit Agarwal & Yongheng Deng & Jia He, 2020. "Time Preferences, Mortgage Choice and Mortgage Default," International Real Estate Review, Global Social Science Institute, vol. 23(2), pages 151-187.
- Sumit Agarwal & Yongheng Deng & Jia He, 2020. "Time Preferences, Mortgage Choice and Mortgage Default," International Real Estate Review, Global Social Science Institute, vol. 23(2), pages 777-813.
- John Clapp & Yongheng Deng & Xudong An, 2005. "Unobserved heterogeneity in Models of Competing Mortgage Termination Risks," Working Paper 8585, USC Lusk Center for Real Estate.
- Erik Hembre & Stephanie Moulton & Matthew Record, 2021. "Low‐Income Homeownership and the Role of State Subsidies: A Comparative Analysis of Mortgage Outcomes," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 40(1), pages 78-106, January.
- Xudong An & Yongheng Deng & Joseph Nichols & Anthony Sanders, 2013. "Local Traits and Securitized Commercial Mortgage Default," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 787-813, November.
- Bree Lang & Ellen Hurst, 2014. "The Effect of Down Payment Assistance on Mortgage Choice," The Journal of Real Estate Finance and Economics, Springer, vol. 49(3), pages 329-351, October.
- 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.
- 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.
- 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.
- Steinbuks, Jevgenijs, 2015. "Effects of prepayment regulations on termination of subprime mortgages," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 445-456.
- Francesca Modena & Concetta Rondinelli, 2011.
"Leaving home and housing prices. The experience of Italian youth emancipation,"
Department of Economics Working Papers
1101, Department of Economics, University of Trento, Italia.
- Francesca Modena & Concetta Rondinelli, 2011. "Leaving home and housing prices. The experience of Italian youth emancipation," Temi di discussione (Economic working papers) 818, Bank of Italy, Economic Research and International Relations Area.
- Fossen, Frank M. & König, Johannes, 2015.
"Public health insurance and entry into self-employment,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
112934, Verein für Socialpolitik / German Economic Association.
- Fossen, Frank M. & König, Johannes, 2015. "Public Health Insurance and Entry into Self-Employment," IZA Discussion Papers 8816, Institute of Labor Economics (IZA).
- Fossen, Frank M. & König, Johannes, 2015. "Public health insurance and entry into self-employment," Discussion Papers 2015/4, Free University Berlin, School of Business & Economics.
- Frank M. Fossen & Johannes König, 2015. "Public Health Insurance and Entry into Self-Employment," Discussion Papers of DIW Berlin 1446, DIW Berlin, German Institute for Economic Research.
- Frank M. Fossen & Johannes König, 2015. "Public Health Insurance and Entry into Self-Employment," SOEPpapers on Multidisciplinary Panel Data Research 733, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Stefano Colonnello & Mariela Dal Borgo, 2024. "Raising Household Leverage: Evidence from Co-Financed Mortgages," Working Papers 2024: 01, Department of Economics, University of Venice "Ca' Foscari".
- Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2015. "Firms' risk endogenous to strategic management choices," Bank of Finland Research Discussion Papers 16/2015, Bank of Finland.
- Joan Costa-Font & Cristina Vilaplana-Prieto, 2022.
"Biased survival expectations and behaviours: Does domain specific information matter?,"
Journal of Risk and Uncertainty, Springer, vol. 65(3), pages 285-317, December.
- Costa-Font, Joan & Vilaplana-Prieto, Cristina, 2021. "Biased Survival Expectations and Behaviours: Does Domain Specific Information Matter?," IZA Discussion Papers 14876, Institute of Labor Economics (IZA).
- Costa-Font, Joan & Vilaplana-Prieto, Cristina, 2022. "Biased survival expectations and behaviours: does domain specific information matter?," LSE Research Online Documents on Economics 112709, London School of Economics and Political Science, LSE Library.
- Joan Costa-i-Font & Cristina Vilaplana-Prieto, 2021. "Biased Survival Expectations and Behaviours: Does Domain Specific Information Matter?," CESifo Working Paper Series 9424, CESifo.
- Burton, Michael P. & Rigby, Dan & Young, Trevor, 2003.
"Modelling the adoption of organic horticultural technology in the UK using Duration Analysis,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 47(01), pages 1-26, March.
- Michael Burton & Dan Rigby & Trevor Young, 2003. "Modelling the adoption of organic horticultural technology in the UK using Duration Analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 47(1), pages 29-54, March.
- Mardi Dungey & Gerald Dwyer & Thomas Flavin, 2013.
"Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities,"
Open Economies Review, Springer, vol. 24(1), pages 5-32, February.
- Mardi Dungey & Gerald P. Dwyer & Thomas Flavin, 2011. "Systematic and liquidity risk in subprime-mortgage backed securities," FRB Atlanta Working Paper 2011-15, Federal Reserve Bank of Atlanta.
- Mardi Dungey & Gerald P. Dwyer & Thomas Flavin, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," CAMA Working Papers 2011-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Thomas Flavin & Gerald P. Dwyer & Mardi Dungey, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM," Economics Department Working Paper Series n219-11, Department of Economics, National University of Ireland - Maynooth.
- Dungey, Mardi & Dwyer, Gerald P. & Flavin, Thomas, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," Working Papers 11817, University of Tasmania, Tasmanian School of Business and Economics.
- Wu, Di & Sam, Abdoul G. & Wang, Xiangrui, 2024. "Spillover effects of financial deregulation: The unintended consequences of the OCC preemption rule on mortgage lending practices," International Review of Financial Analysis, Elsevier, vol. 95(PC).
- Pagès, Henri, 2013.
"Bank monitoring incentives and optimal ABS,"
Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 30-54.
- Pag s, H., 2009. "Bank incentives and optimal CDOs," Working papers 253, Banque de France.
- Pag s, H., 2012. "Bank monitoring incentives and optimal ABS," Working papers 377, Banque de France.
- Antoine Bonleu & Bruno Decreuse & Tanguy van Ypersele, 2019.
"Job protection, housing market regulation, and the youth,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 21(6), pages 1017-1036, December.
- Antoine Bonleu & Bruno Decreuse & Tanguy Van Ypersele, 2016. "Job Protection, Housing Market Regulation and the Youth," AMSE Working Papers 1636, Aix-Marseille School of Economics, France.
- Antoine Bonleu & Bruno Decreuse & Tanguy van Ypersele, 2016. "Job Protection, Housing Market Regulation and the Youth," Working Papers halshs-01376582, HAL.
- Antoine Bonleu & Bruno Decreuse & Tanguy van Ypersele, 2019. "Job Protection, Housing Market Regulation and the Youth," Post-Print halshs-02566548, HAL.
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:hfa:wpaper:13-03. 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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: William Doerner (email available below). General contact details of provider: https://edirc.repec.org/data/fhfaaus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.