Search Results - subject_exact:"Subprime-Krise"

The weakest link : sibling dynamics and bank failures in multi-bank holding companies

Ozdemir, Nilufer - 2026

This paper examines bank failures during the subprime mortgage crisis, emphasizing sibling dynamics within multi-bank holding companies (MBHCs). While traditional risk indicators effectively predict failures for one bank holding companies (OBHCs), they exhibit limited explanatory power for...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015626070

Eurozone economic integration : historical developments and new challenges ahead

Bagliano, Fabio C.; Morana, Claudio - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015580774

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Eurozone economic integration : historical developments and new challenges ahead

Bagliano, Fabio C.; Mattozzi, Andrea - 2024

Book / Working Paper

Eurozone economic integration : historical developments and new challenges ahead

Bagliano, Fabio C.; Morana, Claudio - 2024

Book / Working Paper

Eurozone economic integration : historical developments and new challenges ahead

Bagliano, Fabio C.; Morana, Claudio - 2024

Book / Working Paper

Eurozone economic integration : historical developments and new challenges ahead

Bagliano, Fabio C.; Morana, Claudio - 2024

Book / Working Paper

Misreporting of second liens in portfolio mortgages and privately securitized mortgages

Yavaş, Abdullah; Zhu, Shuang - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014470076

What drives mortgage default in Europe? : the role of liquidity, equity and debt enforcement

Lindner, Peter; Riedl, Aleksandra - 2026

Using harmonized household data from 18 European countries, this paper studies what triggers mortgage default. We distinguish between liquidity stress, negative equity, and the double trigger, where both occur simultaneously. We find that all three increase default risk, but the double trigger...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015650650

A primer on regulations and the practice of residential property appraisal

K'Akumu, O. A.; Larsen, James E. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015190572

Not all housing cycles are created equal : macroeconomic consequences of housing booms

Albuquerque, Bruno; Cerutti, Eugenio M.; Kido, Yosuke; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015579749

The global financial crisis : features and resolution

Erastov, Vasyl; Balytska, Mariia - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015651047

Financialisation and the perceived impact of an economic crisis on European households

Lagoa, Sérgio Chilra; Bhimjee, Diptes C. P. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653177

Flight to Safety or Liquidity? Dissecting Liquidity Shortages in the Financial Crisis

Dong, Feng; Wen, Yi - 2023

We differentiate the liquidity and the quality of private assets in a tractable incomplete-market model with heterogeneous agents. The model decomposes the convenience yield of government bonds into a "liquidity premium" (flight to liquidity) and a "safety premium" (flight to quality) over the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014349352

A quarter century of mortgage risk

Davis, Morris A.; Larson, William; Oliner, Stephen; … - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014317951

Reexamining the "Role of the Community Reinvestment Act in mortgage supply and the U.S. housing boom"

Brevoort, Kenneth P. - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014490890

Financial production and the subprime mortgage crisis

Tori, Daniele; Caverzasi, Eugenio; Gallegati, Mauro - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014330275

The Macroeconomic Determinants of COVID19 Mortality Rate and the Role of Post Subprime Crisis Decisions

Goutte, Stephane; Damette, Olivier - 2023

We investigate, for the first time, the empirical drivers of the COVID-19 cross-country mortality rates at a macroeconomic level. The intensity of the pandemic (number of infected people), the demographic structure (proportion of people age 65 or above) and the openness degree (number of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014264202

Evaluating mortgage renegotiation strategies : a data-driven framework for investors

Korgaonkar, Sanket - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015547580

Housing booms and busts : dissecting housing and MBS markets linkages

Abdulraheem, Maytham - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015433585

Homeowners' financial vulnerability over the house price cycle

Tarne, Ruben - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015456343

Rethinking predation under financialisation through the history of subprime mortgages : a case of raiding finance

De Girolamo, Pasquale Emanuele - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015551373

Housing wealth reallocation between subprime and prime borrowers during recessions

Sapci, Ayse; Vu, Nam T. - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013469767

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Housing Wealth Reallocation between Subprime and Prime Borrowers during Recessions

Sapci, Ayse; Vu, Nam - 2021

Book / Working Paper

The COVID-19 housing boom : is a 2007-2009-type crisis on the horizon?

Afxentiou, Diamando; Harris, Peter; Kutasovic, Paul Rudy - 2022

While the current housing market remains relatively strong, with housing prices setting records, concerns are growing of a potential housing bubble similar to that of 2007-2009; this paper compares the current housing market environment with that of 2007-2009 and concludes that the many of the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013382230

Wall Street's subprime debacle : firsthand accounts from inside the CDO machine

Lieber, Matthew A.; Kasoff, Steven H. - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013445523

Anatomy of a trade : the Making of a Subprime CDO

Kasoff, Steven H. - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013447409

Comparative study between conventional and Islamic banks' liquidity after the Subprime Crisis

Haddad, Achraf; El Ammari, Anis; Bouri, Abdelfattah - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013367575

Liquidity in the mortgage market : how does the COVID-19 crisis compare with the global financial crisis?

Pence, Karen M. - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013413220

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Liquidity in the Mortgage Market : How Does the COVID-19 Crisis Compare with the Global Financial Crisis?

Pence, Karen M. - 2022

Book / Working Paper

Chapter 18 Financial Crisis and Securitization

Corelli, Angelo - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015488994

Financial crisis and the U.S. mortgage markets : a review

Agarwal, Sumit; Varshneya, Sandeep - 2022

In the thirteen years since the onset of the 2007-2008 financial crisis, economists and researchers have thoroughly investigated the financial crisis. We conduct a selective review of the extant literature on the financial crisis, with special emphasis on the U.S. mortgage markets, as they were...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013350247

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Financial Crisis and the U.S. Mortgage Markets – A Review

Agarwal, Sumit; Varshneya, Sandeep - 2022

Book / Working Paper

Credit union and bank subprime lending in the Great Recession

Li, Kangli; Van Rijn, Jordan - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014528174

When Safe Became Risky : the Information Sensitivity of Subprime RMBS during the Financial Crisis of 2007-2009

Narayanan, Rajesh; Rhodes, Meredith E. - 2022

Subprime securitizations were designed to produce safe AAA bonds by insulating them from the risks associated with the underlying mortgages. Yet, they became risky during the financial crisis of 2007-2009. We provide evidence that following the decline in the ABX indices which signaled emerging...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013297335

Impact of credit risk management on provisioning expectations : evidence from U.S. banks during the subprime crisis

Cousin, Jean-Gabriel; Dereeper, Sébastien; Zoh, … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014530884

Subprime Auto Loan Outcomes by Lender Type

Low, David; Clarkberg, Jasper; Gardner, Jack - 2022

Borrowers with subprime auto loans typically pay high interest rates and frequently default on their loans. Interest payments could compensate lenders for borrowers’ default risk, and so the high interest rates paid by borrowers with subprime loans could be explained by their higher default...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013306015

Mortgage rates and credit risk : evidence from mortgage pools

Antinolfi, Gaetano; Brunetti, Celso; Im, Jay - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015142073

The impact of credit risk mispricing on mortgage lending during the subprime boom

Kahn, James A.; Kay, Benjamin S. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015116849

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The impact of credit risk mispricing on mortgage lending during the subprime boom

Kahn, James A.; Kay, Benjamin S. - 2020

Book / Working Paper

The impact of credit risk mispricing on mortgage lending during the subprime boom

Kahn, James A.; Kay, Benjamin S. - 2019

Book / Working Paper

The Impact of Credit Risk Mispricing on Mortgage Lending During the Subprime Boom

Kahn, James A. - 2019

Book / Working Paper

Does Judicial Foreclosure Procedure Help Delinquent Subprime Mortgage Borrowers?

Zhao, Xinlei Shelly - 2022

We conduct comprehensive analyses on whether and how the judicial foreclosure procedure helps subprime mortgage borrowers to reinstate their delinquent loans outside foreclosure liquidation. Even though the transition rates of various exit types are all higher in non-judicial states, we argue...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014245043

Reverse Redlining in the Subprime Mortgage Market : Comments on Moving Toward Integration: The Past and Future of Fair Housing

Mansfield, Cathy Lesser - 2022

This article discusses assumptions about why mortgage borrowers of color were more likely to take dangerous subprime mortgage loans, and to have higher default and foreclosure rates during the subprime mortgage crisis

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014076627

Race and subprime lending frequency : understanding subprime lending's role in the St. Louis vacancy crisis

Morgenstern, Glen; Becker, Charles M. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015195359

The impact of crisis-period interest rate declines on distressed borrowers

Gabriel, Stuart A.; Lutz, Chandler - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359495

International housing markets and the U.S. subprime crisis

Luo, Shikong; Ma, Jun - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014544993

2008 global economic crisis

Öztürk, Alper - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015185152

A transmission of beta herding during subprime crisis in Taiwan's market : DCC-MIDAS approach

Chen, Yi-Chang; Wu, Hung-Che; Zhang, Yuanyuan; Kuo, … - 2021

The aim of this study is to investigate the herding of beta transmission between return and volatility. We have used the dynamic conditional correlation model with the mixed-data sampling (DCC-MIDAS) model for the analysis. The evidence demonstrates that herding is a key transmitter in...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012698399

Troubles with the CHF loans in Croatia : the story of a case still waiting to be closed

Kundid Novokmet, Ana - 2021

In numerous Central and Eastern European (CEE) countries, the global financial crisis as well as the unpegging of the foreign exchange rate of the Swiss franc (CHF) against the euro amplified the repayment troubles of households with the outstanding CHF-linked debt. In Croatia, the CHF loans...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012484110

The Global Housing Crisis : A Sustainable New Home Financing Model

Sümer, Levent - 2024

1. From Lehman Brothers to Evergrande: Is Another Housing Crisis on its Way? -- 2. The Psychology of Homeownership: Does Owning a House Really Matter? -- 3. Housing Market Dynamics: Understanding the Recent Global Trends and Threats -- 4. Lessons (not) Learned Fom Past Housing Bubbles & Crises...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015116688

Anatomy of the beginning of the housing boom across U.S. metropolitan areas

Ferreira, Fernando Vendramel; Gyourko, Joseph E. - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014462157

International financial contagion during the subprime crisis : evidence from UK financial markets

Liu, Zijun; Zhou, Yang; Zhou, Zhiping - 2019

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012025495

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International Financial Contagion During the Subprime Crisis : Evidence from UK Financial Markets

Liu, Zijun; Zhou, Yang; Zhou, Zhiping - 2021

Book / Working Paper

Securitization of subprime credit and the propagation of housing shocks

Yamout, Nadine - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014452671

A critique of the literature on the US financial debt crisis

Stein, Jerome L. - 2010

A healthy financial system encourages the efficient allocation of capital and risk. The collapse of the house price bubble led to the financial crisis that started in 2007. There is a large empirical literature concerning the relation between asset price bubbles and financial crises. I evaluate...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003936616

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A Critique of the Literature on the US Financial Debt Crisis

Stein, Jerome L. - 2021

Book / Working Paper

A Critique of the Literature on the US Financial Debt Crisis

Stein, Jerome L. - 2010

Book / Working Paper

A tale of two bailouts : effects of TARP and PPP on subprime consumer debt

Berger, Allen N.; Epouhe, Onesime; Roman, Raluca A. - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012651424

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A Tale of Two Bailouts : Effects of TARP and PPP on Subprime Consumer Debt

Berger, Allen N.; Epouhe, Onesime; Roman, Raluca A. - 2021

Book / Working Paper

A Tale of Two Bailouts : Effects of TARP and PPP on Subprime Consumer Debt

Berger, Allen N.; Epouhe, Onesime; Roman, Raluca A. - 2021

Book / Working Paper

Effect of subprime crisis on financing decisions and capital structure of Indian firms : a pre- and post- crisis study using system GMM methodology

Sinha, Pankaj; Vodwal, Sandeep - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014323268

Introduction of Credit Scores and Subprime Lending in Minority Neighborhoods

Jakucionyte, Egle; Singh, Swapnil - 2021

How do technological advancements in credit markets affect minority communities? We use the endorsement of FICO credit scores by the Government Sponsored Enterprises (GSEs) in mortgage underwriting to answer this question. The use of credit scores led to the sorting of prime and subprime lenders...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013215740

Regulating mortgage leverage : fire sales, foreclosure spirals, and pecuniary externalities

Zevelev, Albert Alex - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014303100

Emergence of subprime lending in minority neighborhoods

Jakučionytė, Eglė; Swapnil Singh - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014441113

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Emergence of subprime lending in minority neighborhoods

Jakučionytė, Eglė; Swapnil Singh - 2021

Book / Working Paper

Dealer Financing in the Subprime Auto Market : Markups and Implicit Subsidies

Jansen, Mark; Kruger, Samuel; Maturana, Gonzalo - 2021

Does dealership discretion to mark up interest rates hurt subprime auto borrowers? We use unique transaction-level data to examine finance and vehicle profits in the subprime auto market with three main results. First, financing subprime customers is costly for dealerships due to loan discounts...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013216275