Quick exits of subprime mortgages

Federal Reserve Bank of St. Louis Review

Volumn 91, Issue 1, 2009, Pages 79-93

  Demyanyk, Yuliya S ^a  

^a FEDERAL RESERVE BANK OF CLEVELAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 65349164387     PISSN: 00149187     EISSN: None     Source Type: Journal    
DOI: 10.20955/r.91.79-94     Document Type: Article

References (19)

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2. Dell'Ariccia, Giovanni; Igan, Deniz and Laeven, Luc. "Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market." Working Paper IMF WP/08/106, International Monetary Fund, April 2008; www.imf.org/external/pubs/ft/wp/2008/wp08106.pdf.
3. Demyanyk, Yuliya. "Did Credit Scores Predict the Subprime Crisis?" Federal Reserve Bank of St. Louis Regional Economist, October 2008, pp. 12-13; http://stlouisfed.org/publications/re/2008/d/pages/mortgage.html.
4. Demyanyk, Yuliya and Gopalan, Yadav. "Subprime ARMs: Popular Loans, Poor Performance." Federal Reserve Bank of St. Louis Bridges, Spring 2007, pp. 4-5; http://stlouisfed.org/publications/br/2007/a/pages/2-article.html.
5. Demyanyk, Yuliya and Van Hemertto. "Understanding the Subprime Mortgage Crisis." Review of Financial Studies, forthcoming; http://ssrn.com/abstract =1020396 (posted December 5, 2008).
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9. Gerardi, Kristopher; Shapiro, Adam and Willen, Paul. "Subprime Outcomes: Risky Mortgages, Homeownership Experiences, and Foreclosures." Working Paper 07-15, Federal Reserve Bank of Boston, May 4, 2008; www.bos.frb.org/economic/wp/wp2007/wp0715.pdf.
10. Haughwout, Andrew; Peach, Richard and Tracy, Joseph. "Juvenile Delinquent Mortgages: Bad Credit or Bad Economy?" Staff Report No. 341, Federal Reserve Bank of New York, August 2008; www.newyorkfed.org/research/staff_reports/sr341.pdf.
11. Inside Mortgage Finance Publications. Mortgage Yearbook First Half 2008 Special Edition. Bethesda, MD: Inside Mortgage Finance Publications, 2008.
12. Jaffee, Dwight, M. "The U.S. Subprime Mortgage Crisis: Issues Raised and Lessons Learned." Working Paper No. 28, Commission on Growth and Development and the World Bank, 2008; http://faculty.haas.berkeley.edu/jaffee/Papers/DJSubprimeMay5.pdf.
13. Keys, Benjamin J.; Mukherjee, Tanmoy; Seru, Amit and Vig, Vikrant. "Did Securitization Lead to Lax Screening? Evidence from Subprime Loans." Athens Meetings Paper, European Finance Association, December 2008; http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1093137.
14. Mayer, Christopher and Pence, Karen. "Subprime Mortgages: What, Where, and to Whom?" Finance and Economics Discussion Series Working Paper 2008-29, Federal Reserve Board, December 7, 2007; www.federalreserve.gov/pubs/feds/2008/200829/200829pap.pdf.
15. Mian, Atif and Sufi, Amir. "The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis." NBER Working Paper 13936, National Bureau of Economic Research, April 2008; www.nber.org/papers/w13936.
16. Pennington-Cross, Anthony and Chomsisengphet, Souphala. "Subprime Refinancing: Equity Extraction and Mortgage Termination." Real Estate Economics, 2007, 35(2), pp. 233-63.
17. Von Furstenberg, George M. and Green, R. Jeffery. "Home Mortgage Delinquencies: A Cohort Analysis." Journal of Finance, December 1974, 29(5), pp. 1545-48.
18. Von Furstenberg, George M. "Default Risk on FHAInsured Home Mortgages." Journal of Finance, June 1969, 24(3), pp. 459-77.
19. Von Furstenberg, George M. "Risk Structures and the Distribution of Benefits within the FHA Mortgage Insurance Program," Journal of Money, Credit, and Banking, August 1970, 2(3), pp. 303-22.