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A Loan Modification Approach to the Housing Crisis
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Cited by:
- Xavier Giroud & Holger M. Mueller, 2017. "Firm Leverage, Consumer Demand, and Employment Losses during the Great Recession," Working Papers 17-01, Center for Economic Studies, U.S. Census Bureau.
- You Suk Kim & Wenli Li & Hanming Fang, 2016.
"The Dynamics of Subprime Adjustable-Rate Mortgage Default: A Structural Estimation,"
2016 Meeting Papers
400, Society for Economic Dynamics.
- Hanming Fang & You Suk Kim & Wenli Li, 2016. "The dynamics of subprime adjustable-rate mortgage default: a structural estimation," Working Papers 16-2, Federal Reserve Bank of Philadelphia.
- Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011.
"The role of securitization in mortgage renegotiation,"
Journal of Financial Economics, Elsevier, vol. 102(3), pages 559-578.
- 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.
- Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "The role of securitization in mortgage renegotiation," Working Paper Series WP-2011-02, Federal Reserve Bank of Chicago.
- Greg Kaplan & Kurt Mitman & Giovanni L. Violante, 2020.
"The Housing Boom and Bust: Model Meets Evidence,"
Journal of Political Economy, University of Chicago Press, vol. 128(9), pages 3285-3345.
- Violante, Giovanni & Kaplan, Greg & Mitman, Kurt, 2017. "The Housing Boom and Bust: Model Meets Evidence," CEPR Discussion Papers 12215, C.E.P.R. Discussion Papers.
- Greg Kaplan & Kurt Mitman & Giovanni L. Violante, 2017. "The Housing Boom and Bust: Model Meets Evidence," NBER Working Papers 23694, National Bureau of Economic Research, Inc.
- Daniel L. Greenwald & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021.
"Financial Fragility with SAM?,"
Journal of Finance, American Finance Association, vol. 76(2), pages 651-706, April.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Daniel Greenwald, 2017. "Financial Fragility with SAM?," 2017 Meeting Papers 1525, Society for Economic Dynamics.
- Benito Arruñada & Amnon Lehavi, 2010. "Prime property institutions for a subprime era: Toward innovative models of homeownership," Economics Working Papers 1217, Department of Economics and Business, Universitat Pompeu Fabra.
- Michel Robe & Eva Maria Steiger, 2016. "Insolvency and its Consequences: A Historical Perspective," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 13(4), pages 35-40, 02.
- Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Tomasz Piskorski & Amit Seru, 2017.
"Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program,"
Journal of Political Economy, University of Chicago Press, vol. 125(3), pages 654-712.
- Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Piskorski, Tomasz & Seru, Amit, 2012. "Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program," Working Paper Series 2012-20, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphat, Souphala & Piskorski, Tomas & Seru, Amit, 2016. "Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program," Research Papers 3459, Stanford University, Graduate School of Business.
- Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Tomasz Piskorski & Amit Seru, 2013. "Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program," Working Paper Series WP-2013-27, Federal Reserve Bank of Chicago.
- Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Tomasz Piskorski & Amit Seru, 2012. "Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program," NBER Working Papers 18311, National Bureau of Economic Research, Inc.
- Hanming Fang & You Suk Kim & Wenli Li, 2015.
"The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation,"
Finance and Economics Discussion Series
2015-114, Board of Governors of the Federal Reserve System (U.S.).
- Hanming Fang & You Suk Kim & Wenli Li, 2015. "The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation," NBER Working Papers 21810, National Bureau of Economic Research, Inc.
- Hanming Fang & You Suk Kim & Wenli Li, 2015. "The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation," PIER Working Paper Archive 15-041, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Soyoung Lee, 2023. "The Macroeconomic Effects of Debt Relief Policies During Recessions," Staff Working Papers 23-48, Bank of Canada.
- Kim, Jiseob, 2019. "How foreclosure delays impact mortgage defaults and mortgage modifications," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 18-37.
- Shu Ling Chiang & Ming Shann Tsai & Shan Jiang, 2021. "The Influences of Foreclosure Factors on the Value, Yield, Duration and Convexity of a Mortgage," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S2), pages 361-394, September.
- Mr. Jochen R. Andritzky, 2014. "Resolving Residential Mortgage Distress: Time to Modify?," IMF Working Papers 2014/226, International Monetary Fund.
- Carlos R. Madeira & Víctor Pérez F., 2013. "Gestión Hipotecaria de las Familias Chilenas," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(2), pages 122-133, August.
- Zhang, Yan, 2013. "Does loan renegotiation differ by securitization status? A transition probability study," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 513-527.
- Agarwal, Sumit & Zhang, Yunqi, 2018. "Effects of government bailouts on mortgage modification," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 54-70.
- Mandai, Yu & Nakabayashi, Masaki, 2018.
"Stabilize the peasant economy: Governance of foreclosure by the shogunate,"
Journal of Policy Modeling, Elsevier, vol. 40(2), pages 305-327.
- 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.
- Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2010.
"Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis,"
Working Paper Series
2010-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "Market-based loss mitigation practices for troubled mortgages following the financial crisis," Working Paper Series WP-2011-03, Federal Reserve Bank of Chicago.
- 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.
- Tsai, Ming Shann & Chiang, Shu Ling & Miller, Chen, 2016. "A study on the distribution of the foreclosure lag, its expected capital opportunity cost and its analyses," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 156-170.
- 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.
- Piskorski, Tomasz & Seru, Amit & Vig, Vikrant, 2010.
"Securitization and distressed loan renegotiation: Evidence from the subprime mortgage crisis,"
Journal of Financial Economics, Elsevier, vol. 97(3), pages 369-397, September.
- Vikrant Vig & Amit Seru & Tomasz Piskorski, 2009. "Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis," 2009 Meeting Papers 1169, Society for Economic Dynamics.
- Kim, Jiseob & Lim, Taejun, 2021. "Cost-effective mortgage modification program to reduce mortgage defaults," Economic Modelling, Elsevier, vol. 96(C), pages 220-241.
- Kim, Jiseob, 2015. "Household’s optimal mortgage and unsecured loan default decision," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 222-244.
- repec:ces:ifodic:v:13:y:2016:i:4:p:19191585 is not listed on IDEAS
- Ganduri, Rohan & Maturana, Gonzalo, 2024. "Do property rehabs affect neighboring property prices?," Journal of Urban Economics, Elsevier, vol. 143(C).
- International Monetary Fund, 2011. "United States: Selected Issues," IMF Staff Country Reports 2011/202, International Monetary Fund.
- Gerardo Pérez‐Cavazos, 2019. "Consequences of Debt Forgiveness: Strategic Default Contagion and Lender Learning," Journal of Accounting Research, Wiley Blackwell, vol. 57(3), pages 797-841, June.
- Michel Robe & Eva Maria Steiger, 2016. "Insolvency and its Consequences: A Historical Perspective," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 13(04), pages 35-40, February.
- Bhardwaj, Geetesh & Sengupta, Rajdeep, 2014. "Subprime cohorts and loan performance," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 236-252.
- Kruger, Samuel, 2018. "The effect of mortgage securitization on foreclosure and modification," Journal of Financial Economics, Elsevier, vol. 129(3), pages 586-607.
- Kuong, John Chi-Fong & Zeng, Jing, 2021. "Securitization and optimal foreclosure," Journal of Financial Intermediation, Elsevier, vol. 48(C).
- Benjamin J. Keys & Tomasz Piskorski & Amit Seru & Vikrant Vig, 2012. "Mortgage Financing in the Housing Boom and Bust," NBER Chapters, in: Housing and the Financial Crisis, pages 143-204, National Bureau of Economic Research, Inc.
- Susan Lund & Charles Roxburgh, 2010. "Debt and Deleveraging," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 11(2), pages 1-30, April.
- 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.