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Central Bank Research Hub Index - M: mortem-most



A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z
ma - macoecon | macro - maker | makers - manageri | managers - marco | margin - maritime | mark - marketin | marketlo - matched | matches - matrices | matrix - matter | matters - measure | measured - measurem | measureo - measurin | mechanic - medicare | mediterr - mercanti | merchand - method | methodol - miami | mib30 - microcre | microdat - minimal | minimall - mitigati | mix - modal | mode - modelled | modellin - monentum | monetari - moral | morale - mortalit | mortem - most | mothers - mro | mts - multimod | multinat - myth | myths - método

Constant Proportion Debt Obligations: A Post-

  Mortem Analysis of Rating Models, by Michael B. Gordy and Soren Willemann (Federal Reserve Board FEDS series 2010-05)Abstract
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Bubbles and incentives: a post-   mortem of the Neuer Markt in Germany, by Ulf von Kalckreuth, Leonid Silbermann (Deutsche Bundesbank Discussion Papers 201015)Full text

Does the Community Reinvestment Act (CRA) Cause Banks to Provide a Subsidy to Some

  Mortgage Borrowers?, by Glenn B. Canner, Elizabeth Laderman, Andreas Lehnert, and Wayne Passmore (Federal Reserve Board FEDS series 2002-19)Abstract
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The Loan Structure and Housing Tenure Decisions in an Equilibrium Model of   Mortgage Choice, by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf (St Louis Fed Working Papers 2008-024)Abstract
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Equilibrium   Mortgage Choice and Housing Tenure Decisions with Refinancing, by Matthew S. Chambers, Carlos Garriga, and Don Schlagenhauf (Atlanta Fed Working papers 2007-25)Abstract
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Equilibrium   Mortgage Choice and Housing Tenure Decisions with Refinancing, by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf (St Louis Fed Working Papers 2007-049)Full text

Do Financial Counseling Mandates Improve   Mortgage Choice and Performance? Evidence from a Legislative Experiment, by Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet, Douglas D. Evanoff (Chicago Fed Working papers WP-2009-07)Abstract
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How many in negative equity? The role of   mortgage contract characteristics, by Luci Ellis (Bank for International Settlements Quarterly Review 0812h)Abstract
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  Mortgage Contracts and Housing Tenure Decisions, by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf (St Louis Fed Working Papers 2007-040)Full text

Nominal   Mortgage Contracts and the Effects of Inflation on Portfolio Allocation, by Joseph B. Nichols (Federal Reserve Board FEDS series 2007-67)Abstract

Choice of   Mortgage Contracts: Evidence from the Survey of Consumer Finances, by Brahima Coulibaly and Geng Li (Federal Reserve Board FEDS series 2007-50)Abstract

A Model of   Mortgage Credit, by Diarmaid Addison-Smyth, Kieran McQuinn and Gerard O?Reilly (Central Bank of Ireland Research Technical Papers 09/RT/06)Abstract
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Foreclosing on Opportunity: State Laws and   Mortgage Credit, by Karen M. Pence (Federal Reserve Board FEDS series 2003-16)Abstract
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MBS Ratings and the   Mortgage Credit Boom, by Adam Ashcraft, Paul Goldsmith-Pinkham, and James Vickery (New York Fed Staff reports 449)Abstract
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House Prices and   Mortgage Credit: Empirical Evidence for Ireland, by Trevor Fitzpatrick and Kieran McQuinn (Central Bank of Ireland Research Technical Papers 04/RT/05)Abstract
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Foreclosures and House Price Dynamics: A Quantitative Analysis of the   Mortgage Crisis and the Foreclosure Prevention Policy, by Satyajit Chatterjee (Philadelphia Fed Working Papers 09-22)Full text

Designing Loan Modifications to Address the   Mortgage Crisis and the Making Home Affordable Program, by Larry Cordell, Karen Dynan, Andreas Lehnert, Nellie Liang, and Eileen Mauskopf (Federal Reserve Board FEDS series 2009-43)Abstract
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Does limited access to   mortgage debt explain why young adults live with their parents?, by Nuno Martins and Ernesto Villanueva (Bank of Spain Working Papers 0628)Abstract
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On some fiscal effects on   mortgage debt growth in the EU, by Guido Wolswijk (European Central Bank Working papers 0526)Full text

  Mortgage Default and Mortgage Valuation, by Krainer, LeRoy, O (San Francisco Fed Working Papers 2009-20)Full text

The Depth of Negative Equity and   Mortgage Default Decisions, by Neil Bhutta, Jane Dokko, and Hui Shan (Federal Reserve Board FEDS series 2010-35)Abstract
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Did Bankruptcy Reform Cause   Mortgage Default Rates to Rise?, by Wenli Li (Philadelphia Fed Working Papers 10-16:)Full text

Residential   Mortgage Default Risk in Hong Kong, by Jim Wong, Laurence Fung, Tom Fong and Angela Sze (Hong Kong Monetary Authority Working Papers RM2004-07)Full text

The Rise in   Mortgage Defaults, by Christopher J. Mayer, Karen M. Pence, and Shane M. Sherlund (Federal Reserve Board FEDS series 2008-59)Abstract
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What "Triggers"   Mortgage Default?, by Ronel Elul (Philadelphia Fed Working Papers 10-13:)Full text

Securitization and   Mortgage Default: Reputation vs. Adverse Selection, by Ronel Elul (Philadelphia Fed Working Papers 09-21)Full text

Residential   Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower's Put Option, by Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower's Put Option (Richmond Fed Working Papers 10-02)Abstract

Recourse and Residential   Mortgage Default: Theory and Evidence from U.S. States, by Andra C. Ghent, Marianna Kudlyak (Richmond Fed Working Papers 09-10)Abstract
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Subprime   Mortgage Delinquency Rates, by Doms, Furlong, Krainer (San Francisco Fed Working Papers 2007-33)Full text

Financial Literacy and Subprime   Mortgage Delinquency: Evidence from a Survey Matched to Administrative Data, by Kristopher Gerardi, Lorenz Goette, and Stephan Meier, Working Paper 2010-10 (Atlanta Fed Working papers 2010-10)Abstract

Government Response to Home   Mortgage Distress: Lessons from the Great Depression, by David C. Wheelock (St Louis Fed Working Papers 2008-038)Abstract
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Does   Mortgage Hedging Amplify Movements in Long-term Interest Rates?, by Roberto Perli and Brian Sack (Federal Reserve Board FEDS series 2003-49)Abstract
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  Mortgage indebtedness and household financial distress,, by Dimitris Georgarakos, Adriana Lojschová, Melanie Ward-Warmedinger, (European Central Bank Working papers 1156)Full text

  Mortgage interest rate dispersion in the euro area, by Christoffer Kok Sørensen and Jung-Duk Lichtenberger (European Central Bank Working papers 0733)Full text

Interest Rate Risk in the Pricing Of Banks'   Mortgage Lending, by Jim Wong, Laurence Fung, Tom Fong and Cho-hoi Hui (Hong Kong Monetary Authority Working Papers RM2005-05)Full text

The Bank Lending Channel of Monetary Policy and Its Effect on   Mortgage Lending, by Lamont K. Black, Diana Hancock, and Wayne Passmore (Federal Reserve Board FEDS series 2010-39)Abstract
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Predatory   Mortgage Lending, by Philip Bond (Philadelphia Fed Working Papers 08-24)Full text

Giving Credit where Credit is Due? The Community Reinvestment Act and   Mortgage Lending in Lower-Income Neighborhoods, by Neil Bhutta (Federal Reserve Board FEDS series 2008-61)Abstract
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Subprime   Mortgage Lending in New York City: Prevalence and Performance, by Ebiere Okah and James Orr (New York Fed Staff reports 432)Abstract
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  Mortgage Loan Securitization and Relative Loan Performance, by Krainer, Laderman (San Francisco Fed Working Papers 2009-22)Full text

Effects of unobserved defaults on correlation between probability of default and loss given default on   mortgage loans, by Peter Palmroos (Bank of Finland Discussion Papers 2009/03)Abstract
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Cream-Skimming in Subprime Mortgage Securitizations: Which Subprime   Mortgage Loans Were Sold by Depository Institutions Prior to the Crisis of 2007?, by 1008 name=1008 (Philadelphia Fed Working Papers 10-8:)Full text

Price Movements in the Canadian Residential   Mortgage Market, by Jason Allen and Darcey McVanel (Bank of Canada Working papers 2009-13)Abstract
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Modelling Credit in the Irish   Mortgage Market, by Diarmaid Addison-Smyth, Kieran McQuinn and Gerard O?Reilly. (Central Bank of Ireland Research Technical Papers 09/RT/09)Abstract
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Asymmetric Price Adjustment in the Dutch   Mortgage Market, by (DNB) (Netherlands Bank DNB Working Papers 061)Full text

Reversing the Trend: The Recent Expansion of the Reverse   Mortgage Market, by Hui Shan (Federal Reserve Board FEDS series 2009-42)Abstract
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Bankruptcy Exemptions, Credit History, and the   Mortgage Market, by Souphala Chomsisengphet and Ronel Elul (Philadelphia Fed Working Papers wp04-14)Full text

The Danish   mortgage market, by Allen Frankel, Jacob Gyntelberg, Kristian Kjeldsen, Mattias Persson (Bank for International Settlements Quarterly Review 0403h)Abstract
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The residential housing market in Iceland: Analysing the effects of the recent   mortgage market restructuring, by Lúdvík Elíasson and Thórarinn G. Pétursson (Central Bank of Iceland Working Papers 29)Abstract

The Competitive Effects of Risk-Based Bank Capital Regulation: An Example from U.S.   Mortgage Markets, by Diana Hancock, Andreas Lehnert, Wayne Passmore, and Shane M. Sherlund (Federal Reserve Board FEDS series 2006-46)Abstract
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Innovations in   Mortgage Markets and Increased Spending on Housing, by Doms, Krainer (San Francisco Fed Working Papers 2007-05)Full text

The Duration of Foreclosures in the Subprime   Mortgage Market: A Competing Risks Model with Mixing, by Anthony Pennington-Cross (St Louis Fed Working Papers 2006-027)Full text

The Italian   mortgage market: Characteristics, evolution and regional differences. Evidence from a bank survey, by Paola Rossi (Banca d'Italia Occasional Papers 13)Abstract
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Second Chances: Subprime   Mortgage Modificationand Re-Default, by Andrew Haughwout, Ebiere Okah, and Joseph Tracy (New York Fed Staff reports 417)Abstract
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Reconsidering the Application of the Holder in Due Course Rule to Home   Mortgage Notes, by Thomas J Fitzpatrick IV and Mark B Greenlee (Cleveland Fed Working papers 0808)Full text

Estimates of Home   Mortgage Originations, Repayments, and Debt on One-to-Four-Family Residences, by Alan Greenspan and James Kennedy (Federal Reserve Board FEDS series 2005-41)Abstract
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Credit card use after the final   mortgage payment: does the magnitude of income shocks matter?,, by Barry Scholnick, (European Central Bank Working papers 1142)Full text

An assessment of basel II procyclicality in   mortgage portfolios, by Jesús Saurina and Carlos Trucharte (Bank of Spain Working Papers 0712)Abstract
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Can Banks Circumvent Minimum Capital Requirements? The Case of   Mortgage Portfolios under Basel II, by 1017 name=1017 (Philadelphia Fed Working Papers 10-17:)Full text

The Tradeoff between   Mortgage Prepayments and Tax-Deferred Retirement Savings, by Eugene Amromin, Jennifer Huang, Clemens Sialm (Chicago Fed Working papers WP-2006-05)Abstract
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The Effects of   Mortgage Prepayments on M2, by Yueh-Yun C. O'Brien (Federal Reserve Board FEDS series 2005-43)Abstract
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Is There Discrimination in   Mortgage Pricing? The Case of Overages, by Harold A. Black, Thomas P. Boehm, and Ramon P. DeGennaro (Atlanta Fed Working papers 2001-4a)Abstract
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Subprime   Mortgage Pricing: The Impact of Race, Ethnicity, and Gender on the Cost of Borrowing, by Andrew Haughwout, Christopher Mayer, and Joseph Tracy (New York Fed Staff reports 368)Abstract
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Modelling   Mortgage Rate Changes with a Smooth Transition Error-Correction Model, by Liu, Ying (Bank of Canada Working papers 2001-23)Abstract
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Hong Kong   Mortgage Rate Setting - An Alternative Reference Rate?, by Jim Wong, Cho-hoi Hui and Laurence Fung (Hong Kong Monetary Authority Working Papers RM2005-09)Full text

The Effect of Housing Government-Sponsored Enterprises on   Mortgage Rates, by Wayne Passmore, Shane M. Sherlund, and Gillian Burgess (Federal Reserve Board FEDS series 2005-6)Abstract
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GSEs,   Mortgage Rates, and Secondary Market Activities, by Andreas Lehnert, Wayne Passmore, and Shane M. Sherlund (Federal Reserve Board FEDS series 2006-30)Abstract
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GSEs,   Mortgage Rates, and Secondary Market Activities, by Andreas Lehnert, Wayne Passmore, and Shane M. Sherlund (Federal Reserve Board FEDS series 2005-7)Abstract
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How are Irish households coping with their   mortgage repayments? Information from the SILC Survey, by Yvonne McCarthy and Kieran McQuinn (Central Bank of Ireland Research Technical Papers 10/RT/02)Abstract
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The pricing of subprime   mortgage risk in good times and bad: Evidence from the ABX.HE indices, by Ingo Fender, Martin Scheicher (European Central Bank Working papers 1056)Full text

The pricing of subprime   mortgage risk in good times and bad: evidence from the ABX.HE indices, by Ingo Fender and Martin Scheicher (Bank for International Settlements Working papers 279)Abstract
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The ABX: how do the markets price subprime   mortgage risk?, by Ingo Fender and Martin Scheicher (Bank for International Settlements Quarterly Review 0809h)Abstract
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Cream-Skimming in Subprime   Mortgage Securitizations: Which Subprime Mortgage Loans Were Sold by Depository Institutions Prior to the Crisis of 2007?, by 1008 name=1008 (Philadelphia Fed Working Papers 10-8:)Full text

The Incentives of   Mortgage Servicers: Myths and Realities, by Larry Cordell, Karen Dynan, Andreas Lehnert, Nellie Liang, and Eileen Mauskopf (Federal Reserve Board FEDS series 2008-46)Abstract
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Subprime Refinancing: Equity Extraction and   Mortgage Termination, by Souphala Chomsisengphet, and Anthony Pennington-Cross (St Louis Fed Working Papers 2006-023)Full text

Do Homeowners Know Their House Values and   Mortgage Terms?, by Brian Bucks and Karen Pence (Federal Reserve Board FEDS series 2006-03)Abstract
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Mortgage Default and   Mortgage Valuation, by Krainer, LeRoy, O (San Francisco Fed Working Papers 2009-20)Full text

An Empirical Test of a Two-Factor   Mortgage Valuation Model: How Much Do House Prices Matter?, by Chris Downing, Richard Stanton, and Nancy Wallace (Federal Reserve Board FEDS series 2003-42)Abstract
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The Past, Present, and Future of Subprime   Mortgages , by Shane M. Sherlund (Federal Reserve Board FEDS series 2008-63)Abstract
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Where's the Smoking Gun? A Study of Underwriting Standards for US Subprime   Mortgages , by Geetesh Bhardwaj, and Rajdeep Sengupta (St Louis Fed Working Papers 2008-036)Abstract
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The Termination of Subprime Hybrid and Fixed Rate   Mortgages , by Anthony Pennington-Cross, and Giang Ho (St Louis Fed Working Papers 2006-042)Full text

Loan Servicer Heterogeneity and The Termination of Subprime   Mortgages , by Anthony Pennington-Cross, and Giang Ho (St Louis Fed Working Papers 2006-024)Full text

The Delinquency of Subprime   Mortgages , by Michelle A. Danis, and Anthony Pennington-Cross (St Louis Fed Working Papers 2005-022)Full text

  Mortgages as Recursive Contracts, by John Krainer and Milton H. Marquis and (San Francisco Fed Working Papers 2003-03)Full text

The risk of home   mortgages in Italy: evidence from one million contracts, by Emilia Bonaccorsi di Patti, Roberto Felici (Banca d'Italia Occasional Papers 32)Abstract
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Why Don't Lenders Renegotiate More Home   Mortgages? Redefaults, Self-Cures, and Securitization, by Manuel Adelino, Kristopher Gerardi, and Paul S. Willen (Atlanta Fed Working papers 2009-17)Abstract
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Fixed and variable-rate   mortgages, business cycles and monetary policy (737 KB), by Margarita Rubio (Bank of Spain Working Papers 0903)Abstract
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Subprime   Mortgages, Foreclosures, and Urban Neighborhoods, by Kristopher S. Gerardi and Paul S. Willen (Atlanta Fed Working papers 2009-01)Abstract
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Subprime Outcomes: Risky   Mortgages, Homeownership Experiences, and Foreclosures, by Kristopher Gerardi, Adam Shapiro, and Paul Willen (Boston Fed Working papers 07-15)Abstract
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Juvenile Delinquent   Mortgages: Bad Credit or Bad Economy?, by Andrew Haughwout, Richard Peach, and Joseph Tracy (New York Fed Staff reports 341)Abstract
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Getting the

  Most Out of a Mandatory Subordinated Debt Requirement, by Rong Fan, Joseph G. Haubrich, Peter Ritchken and James B. Thomson (Cleveland Fed Working papers 0214)Full text

The   Most-Favored Nation Rule in Club Enlargement Negotiation, by Edwin L.C. Lai (Dallas Fed Working Papers wp0815)Full text


ma - macoecon | macro - maker | makers - manageri | managers - marco | margin - maritime | mark - marketin | marketlo - matched | matches - matrices | matrix - matter | matters - measure | measured - measurem | measureo - measurin | mechanic - medicare | mediterr - mercanti | merchand - method | methodol - miami | mib30 - microcre | microdat - minimal | minimall - mitigati | mix - modal | mode - modelled | modellin - monentum | monetari - moral | morale - mortalit | mortem - most | mothers - mro | mts - multimod | multinat - myth | myths - método

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