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Payment changes and default risk: The impact of refinancing on expected credit losses

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Cited by:

  1. Constantin ANGHELACHE & Mihai Paunica & Gyorgy BODO & Maria MIREA, 2017. "Aspects Of Optimal Monetary And Fiscal Policies," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(5), pages 122-138, May.
  2. Katya Kartashova & Xiaoqing Zhou, 2020. "How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers," Staff Working Papers 20-18, Bank of Canada.
  3. Slaymaker, Rachel & O'Toole, Conor & McQuinn, Kieran & Fahy, Mike, 2018. "Monetary policy normalisation and mortgage arrears in a recovering economy: The case of the Irish residential market," Papers WP613, Economic and Social Research Institute (ESRI).
  4. Martin Beraja & Andreas Fuster & Erik Hurst & Joseph Vavra, 2017. "Regional Heterogeneity and Monetary Policy," NBER Working Papers 23270, National Bureau of Economic Research, Inc.
  5. 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.
  6. 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.
  7. W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015. "The Rescue of Fannie Mae and Freddie Mac," Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 25-52, Spring.
  8. Min Qi & Harald Scheule & Yan Zhang, 2021. "Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 423-454, April.
  9. Devine, Kenneth, 2022. "Refinancing Inertia in the Irish Mortgage Market," Research Technical Papers 5/RT/22, Central Bank of Ireland.
  10. Martin Beraja & Andreas Fuster & Erik Hurst & Joseph Vavra, 2019. "Regional Heterogeneity and the Refinancing Channel of Monetary Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(1), pages 109-183.
  11. Andreas Fuster & Paul S. Willen, 2017. "Payment Size, Negative Equity, and Mortgage Default," American Economic Journal: Economic Policy, American Economic Association, vol. 9(4), pages 167-191, November.
  12. Deku, Solomon Y. & Kara, Alper & Marqués-Ibáñez, David, 2019. "Do reputable issuers provide better-quality securitizations?," Working Paper Series 2236, European Central Bank.
  13. Epouhe, Onesime & Hall, Arden, 2016. "Payment shock in HELOCs at the end of the draw period," Journal of Economics and Business, Elsevier, vol. 84(C), pages 131-147.
  14. Sumit Agarwal & Slava Mikhed & Barry Scholnick & Man Zhang, 2022. "Reducing Strategic Default in a Financial Crisis," Working Papers 21-36, Federal Reserve Bank of Philadelphia.
  15. Constantin Anghelache & Andreea–Ioana Marinescu & Tudor Samson, 2018. "Theoretical Characteristics of the Purchasing Power Parity in the EU Context," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 8(2), pages 37-47, April.
  16. Donghoon Lee & Joseph Tracy, 2018. "Long-term outcomes of FHA first-time homebuyers," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 145-165.
  17. Joshua Abel & Andreas Fuster, 2021. "How Do Mortgage Refinances Affect Debt, Default, and Spending? Evidence from HARP," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 254-291, April.
  18. Kadiri Karamon & Douglas McManus & Jun Zhu, 2017. "Refinance and Mortgage Default: A Regression Discontinuity Analysis of HARP’s Impact on Default Rates," The Journal of Real Estate Finance and Economics, Springer, vol. 55(4), pages 457-475, November.
  19. Joanne W. Hsu & David A. Matsa & Brian T. Melzer, 2014. "Positive Externalities of Social Insurance: Unemployment Insurance and Consumer Credit," NBER Working Papers 20353, National Bureau of Economic Research, Inc.
  20. Therese C. Scharlemann & Stephen H. Shore, 2015. "The Effect of Negative Equity on Mortgage Default: Evidence from HAMP PRA," Working Papers 15-06, Office of Financial Research, US Department of the Treasury.
  21. Richard Chamboko & Jorge Miguel Bravo, 2020. "A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes," Risks, MDPI, vol. 8(2), pages 1-29, June.
  22. Kathleen W. Johnson & Robert F. Sarama, 2015. "End of the Line: Behavior of HELOC Borrowers Facing Payment Changes," Finance and Economics Discussion Series 2015-73, Board of Governors of the Federal Reserve System (U.S.).
  23. Hancock, Diana & Passmore, Wayne, 2016. "Cost of funds indexed mortgage contracts with government-backed catastrophic insurance (COFI-Cats): A realistic alternative to the 30-year fixed-rate mortgage?," Journal of Economics and Business, Elsevier, vol. 84(C), pages 109-130.
  24. Benjamin J. Keys & Tomasz Piskorski & Amit Seru & Vincent Yao, 2014. "Mortgage Rates, Household Balance Sheets, and the Real Economy," NBER Working Papers 20561, National Bureau of Economic Research, Inc.
  25. Mikhed, Vyacheslav & Raina, Sahil & Scholnick, Barry & Zhang, Man, 2024. "Debtor income manipulation in consumer credit contracts," Journal of Financial Economics, Elsevier, vol. 157(C).
  26. Deku, Solomon Y. & Kara, Alper & Marques-Ibanez, David, 2022. "Bank reputation and securitization quality: European evidence," Finance Research Letters, Elsevier, vol. 46(PB).
  27. Karamon, Kadiri & McManus, Douglas & Yannopoulos, Elias, 2016. "Spillover effects of continuous forbearance mortgages," Journal of Economics and Business, Elsevier, vol. 84(C), pages 95-108.
  28. Jorge E. Galán & Matías Lamas, 2019. "Beyond the LTV ratio: new macroprudential lessons from Spain," Working Papers 1931, Banco de España.
  29. Slava Mikhed & Sahil Raina & Barry Scholnick & Man Zhang, 2022. "Debtor Fraud in Consumer Debt Renegotiation," Working Papers 22-35, Federal Reserve Bank of Philadelphia.
  30. William D. Larson, 2023. "The riskiness of outstanding mortgages in the United States, 1999–2019," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 279-310, March.
  31. Danne, Christian & McGuinness, Anne, 2016. "Mortgage modifications and loan performance," Research Technical Papers 05/RT/16, Central Bank of Ireland.
  32. Stephanie Moulton & Yung Chun & Stephanie Casey Pierce & Roberto Quercia & Sarah Riley & Holly Holtzen, 2022. "Does Temporary Mortgage Assistance for Unemployed Homeowners Reduce Longer‐Term Mortgage Default? An Analysis of the Hardest Hit Fund Program," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 41(2), pages 515-551, March.
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