Pricing Credit Risk for Mortgages: Credit Risk Spreads and Heterogeneity across Housing Markets

Author:

Dunsky Robert M.1,Follain James R.2,Giertz Seth H.3

Affiliation:

1. Federal Housing Finance Agency Constitution Center 400 7th Street, SW Washington DC 20219

2. Economist, Retired

3. University of Texas at Dallas EPPS, 800 W Campbell Rd, GR31 Richardson TX 75080‐3021

Funder

Lincoln Institute of Land Policy

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference26 articles.

1. Burnham P.2014.Taxing Capital Income: Effective Marginal Tax Rates Under 2014 Law and Selected Policy Options. CBO Paper Congressional Budget Office. Pp. 1–14.

2. Regulatory Capital Arbitrage and the Potential Competitive Impact of Basel II in the Market for Residential Mortgages

3. House Prices and Credit Constraints: Making Sense of the US Experience;Duca J.V.;Economic Journal, Royal Economic Society,2011

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