A note on the Emergency Homeowners' Loan Program: modeling bank equity volatility

MaRDI QIDQ5376464zbMATH OpenFDO

Authors Jeng-Yan Tsai

Publication date 18 September 2018

Full work available at URL http://ijims.ms.tku.edu.tw/IJIMS/download.php?filename=47_65ebd77f.pdf&dir=recruit&title=Abstract

zbMATH Keywords

bank equity volatilityEmergency Homeowners' Loan Programhousing marketinterest margin

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Credit risk (91G40)

Recommendations

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(4)

• Macroeconomic and distributional effects of mortgage guarantee programs for the poor
• Macroeconomic effects of the mortgage refinance and the home equity lines of credit
• scientific article; zbMATH DE number 2099871 (Why is no real title available?)
• Price impact and income distribution effect of the home mortgage interest deduction policy

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