Narrow search
Showing 1 - 10 of 7,139
Cover Image
Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
Persistent link: https://www.econbiz.de/10015070472
Cover Image
Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
to holders of commercial mortgage-backed securities (CMBS). Using detailed micro data, we show that cash flow shocks … during the COVID-19 pandemic predict CRE mortgage delinquency, especially those stemming from lease expiration of offices …, reflecting lower demand for these properties. Insurers react to such cash flow shocks by selling more exposed CMBS—mirrored by a …
Persistent link: https://www.econbiz.de/10015061135
Cover Image
Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
to holders of commercial mortgage-backed securities (CMBS). Using detailed micro data, we show that cash flow shocks … during the COVID-19 pandemic predict CRE mortgage delinquency, especially those stemming from lease expiration of offices …, reflecting lower demand for these properties. Insurers react to such cash flow shocks by selling more exposed CMBS-mirrored by a …
Persistent link: https://www.econbiz.de/10015062908
Cover Image
Securitization of subprime credit and the propagation of housing shocks
Yamout, Nadine - In: Journal of economics & business 125/126 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014452671
Cover Image
Deep recessions and slow recoveries
Kirsanova, Tatiana; Nolan, Charles; Shafiei Deh Abad, Maryam - 2016
Persistent link: https://www.econbiz.de/10011489322
Cover Image
Credit Demand and Supply Shocks in Italy During the Great Recession
Cipollini, Andrea - 2018
In this paper, we use Structural VAR analysis to disentangle credit demand and supply shocks and their eFFect on real economic activity in Italy during the 2008-2014 crisis period. The three endogenous variables considered are the loan interest rate, the loans growth rate and the employment to...
Persistent link: https://www.econbiz.de/10012915632
Cover Image
Credit demand and supply shocks in Italy during the Great Recession
Cipollini, Andrea; Parla, Fabio - In: Applied economics 50 (2018) 53, pp. 5795-5813
Persistent link: https://www.econbiz.de/10012062911
Cover Image
Financial shocks, firm credit and the Great Recession
Mehrotra, Neil; Sergeyev, Dmitriy - In: Journal of monetary economics 117 (2021), pp. 296-315
Persistent link: https://www.econbiz.de/10012602963
Cover Image
Learning financial shocks and the Great Recession
Pintus, Patrick A.; Suda, Jacek - In: Review of economic dynamics 31 (2019), pp. 123-146
Persistent link: https://www.econbiz.de/10012228638
Cover Image
Household Debt and the Great Recession
Garriga, Carlos; Noeth, Bryan; Schlagenhauf, Don - 2019
In the mid-2000s, household private debt reached a new level 1.2 times larger than personal income? before collapsing during the Great Recession. This paper uses microeconomic data to document the main changes in personal debt and explore the behavior of debt across generations over two periods:...
Persistent link: https://www.econbiz.de/10014349128