The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis*
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Publication:3650529
DOI10.1162/qjec.2009.124.4.1449zbMath1177.62122OpenAlexW3122049385MaRDI QIDQ3650529
Publication date: 14 December 2009
Published in: Quarterly Journal of Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1162/qjec.2009.124.4.1449
testing house price expectation\,-\,based hypothesestesting income-based hypothesestesting supply-based hypotheses
Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Related Items (12)
Financial frictions, the housing market, and unemployment ⋮ Asset pledgeability and endogenously leveraged bubbles ⋮ Macroeconomic and distributional effects of mortgage guarantee programs for the poor ⋮ Bank business models, negative policy rates, and prudential regulation ⋮ Foreseen risks ⋮ Collateral and reputation in a model of strategic defaults ⋮ Leaning against boom-bust cycles in credit and housing prices ⋮ Household debt and crises of confidence ⋮ Securitization and optimal retention under moral hazard ⋮ Credit expansion, bank liberalization, and structural change in bank asset accounts ⋮ Macroeconomic effects of the mortgage refinance and the home equity lines of credit ⋮ Multiple credit constraints and time-varying macroeconomic dynamics
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