Mortgage loss severities: What keeps them so high?-Reference-Cited by-同舟云学术

Mortgage loss severities: What keeps them so high?

Published:2020-09-13 Issue:3 Volume:49 Page:809-842
ISSN:1080-8620
Container-title:Real Estate Economics
language:en
Short-container-title:Real Estate Economics

Author:

An Xudong¹^ORCID,Cordell Larry¹

Affiliation:

1. Federal Reserve Bank of Philadelphia Philadelphia Pennsylvania

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/1540-6229.12334

Reference27 articles.

1. Predatory lending and the subprime crisis

2. Agarwal S. Amromin G. Ben‐David I. Chomsisengphet S. &Zhang Y.(2014).Second liens and the holdup problem in mortgage renegotiation.NBER Working Paper No. 20015.

3. Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market

4. Cost-benefit analysis of single-family foreclosure alternatives

5. An X. Deng Y. &Gabriel S. A.(2020).Default option exercise over the financial crisis and beyond.Review of Finance forthcoming.

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1. A Lucas Critique of Mortgage Lending: Theory, Evidence, and Implications;The Journal of Real Estate Finance and Economics;2023-04-24

2. Mortgage Losses: Loss on Sale and Holding Costs;Journal of Real Estate Research;2022-04-28

3. The effect of changing mortgage payments on default and prepayment: Evidence from HAMP resets;Real Estate Economics;2022-03-08

4. Can we take the “stress” out of stress testing? Applications of generalized structural equation modeling to consumer finance;Journal of Risk Model Validation;2022

5. A Top-down Model for Mortgage Portfolio Credit Risk;SSRN Electronic Journal;2022