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Subprime Outcomes: Risky Mortgages, Homeownership Experiences, and Foreclosures
7 references·16 citing·46 second hop
Subprime Outcomes: Risky Mortgages, Homeownership Experiences, and Foreclosures (2007)Subprime Outcomes: Risky Mortgages, Homeo…Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Mortgage Terminations, Hetero…Residential Mobility, Housing Equity and the Labour Market (1998)Residential Mobility, Housing…Default Probabilities for Mortgages (1994)Default Probabilities for Mor…Prices of Single Family Homes Since 1970: New Indexes for Four Cities (1987)Prices of Single Family Homes…An Intertemporal General Equilibrium Model of Asset Prices (1985)An Intertemporal General Equi…The Determinants of Default on Insured Conventional Residential Mortgage Loans (1983)The Determinants of Default o…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Foreclosure, vacancy and crime (2015)Foreclosure, vacancy and crimeForeclosure externalities: New evidence (2015)Foreclosure externalities: Ne…The Vulnerability of Minority Homeowners in the Housing Boom and Bust (2013)The Vulnerability of Minority…Collateral equilibrium, I: a basic framework (2013)Collateral equilibrium, I: a …Systemic risk and the refinancing ratchet effect (2012)Systemic risk and the refinan…Anatomy of the Beginning of the Housing Boom: U.S. Neighborhoods and Metropolitan Areas, 1993-2009 (2011)Anatomy of the Beginning of t…The Origins of the Financial Crisis (2010)The Origins of the Financial …The Role of the Securitization Process in the Expansion of Subprime Credit (2009)The Role of the Securitizatio…Redlining Revisited: Mortgage Lending Patterns in Sacramento 1930–2004 (2009)Redlining Revisited: Mortgage…Moral and Social Constraints to Strategic Default on Mortgages (2009)Moral and Social Constraints …Forced Sales and House Prices (2009)Forced Sales and House PricesJuvenile delinquent mortgages: Bad credit or bad economy? (2008)Juvenile delinquent mortgages…Just the facts: An initial analysis of subprime’s role in the housing crisis (2008)Just the facts: An initial an…Did Securitization Lead to Lax Screening? Evidence from Subprime Loans (2008)Did Securitization Lead to La…Cities Destroyed (Again) For Cash: Forum on the U.S. Foreclosure Crisis (2008)Cities Destroyed (Again) For …An Empirical Model of Subprime Mortgage Default From 2000 to 2007 (2008)An Empirical Model of Subprim…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Asset Prices in an Exchange Economy (1978)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)Case Study Research: Design and Methods (1984)Economic Action and Social Structure: The Problem of Embeddedness (1985)Case Study Research: Design and Methods (1991)IS THE FORECLOSURE CRISIS MAKING US SICK (2011)Serial Forced Displacement in American Cities, 1916–2010 (2011)Race and the Housing Cycle: Differences in Home Equity Trends Among Long-Term Homeowners (2016)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Estimates of the Impact of Crime Risk on Property Values from Megan's Laws (2008)Forced Sales and House Prices (2011)Do foreclosures cause crime? (2012)Foreclosure Contagion and the Neighborhood Spillover Effects of Mortgage Defaults (2016)Unemployment Insurance as a Housing Market Stabilizer (2018)The Efficiency of the Market for Single-Family Homes (1988)Unemployment Insurance And Unemployment Spells (1988)Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects (1995)Nominal loss aversion, housing equity constraints, and household mobility: evidence from the United States (2003)Skill Mismatch and Public Policy in OECD Countries (2015)Wildfire risk, salience & housing demand (2018)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Conditional logit analysis of qualitative choice behavior (1972)Estimation of Mortgage Defaults Using Disaggregate Loan History Data (1985)Explicit tests of contingent claims models of mortgage default (1995)Theory of Rational Option Pricing (1973)A Theory of the Term Structure of Interest Rates (1985)Negative equity and foreclosure: Theory and evidence (2008)What moves housing markets: A variance decomposition of the rent–price ratio (2009)A Model of Mortgage Default (2011)Econometric policy evaluation: A critique (1976)Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation, Loanable Funds, and The Real Sector (1997)The Subprime Crisis and House Price Appreciation (2009)Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program (2012)The Behavior of Home Buyers in Boom and Post-Boom Markets (1988)Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market (2011)Recourse and Residential Mortgage Default: Evidence from US States (2011)Race, redlining, and residential mortgage loan performance (1994)The valuation at origination of fixed-rate mortgages with default and prepayment (1995)The Depth of Negative Equity and Mortgage Default Decisions (2010)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 2000Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options794 cited
  • 1987Prices of Single Family Homes Since 1970: New Indexes for Four Cities551 cited
  • 1998Residential Mobility, Housing Equity and the Labour Market290 cited
  • 1983The Determinants of Default on Insured Conventional Residential Mortgage Loans263 cited
  • 1994Default Probabilities for Mortgages235 cited

Cited by

  • 2015Foreclosure externalities: New evidence205 cited
  • 2008Did Securitization Lead to Lax Screening? Evidence from Subprime Loans196 cited
  • 2009Redlining Revisited: Mortgage Lending Patterns in Sacramento 1930–2004179 cited
  • 2015Foreclosure, vacancy and crime175 cited
  • 2008An Empirical Model of Subprime Mortgage Default From 2000 to 2007150 cited
  • 2009Moral and Social Constraints to Strategic Default on Mortgages144 cited
  • 2012Systemic risk and the refinancing ratchet effect142 cited
  • 2013Collateral equilibrium, I: a basic framework130 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2013The Vulnerability of Minority Homeowners in the Housing Boom and Bust126 cited
  • 2008Cities Destroyed (Again) For Cash: Forum on the U.S. Foreclosure Crisis126 cited
  • 2008Juvenile delinquent mortgages: Bad credit or bad economy?117 cited
  • 2009The Role of the Securitization Process in the Expansion of Subprime Credit116 cited
  • 2009Forced Sales and House Prices114 cited
  • 2008Just the facts: An initial analysis of subprime’s role in the housing crisis110 cited
  • 2011Anatomy of the Beginning of the Housing Boom: U.S. Neighborhoods and Metropolitan Areas, 1993-2009108 cited
  • 2010The Origins of the Financial Crisis101 cited