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Collateral Damage: Refinancing Constraints and Regional Recessions
10 references·8 citing·44 second hop
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this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1984A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data2,790 cited
  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1,960 cited
  • 1986The Effects of Interest Rates on Mortgage Prepayments223 cited
  • 1992Internal Net Worth and the Investment Process: An Application to U.S. Agriculture213 cited
  • 1989Prepayments on fixed-rate mortgage-backed securities200 cited
  • 1995The Effect of Income and Collateral Constraints on Residential Mortgage Terminations140 cited
  • 1993Mortgage Prepayment and Default Decisions: A Poisson Regression Approach127 cited
  • 1991House Price Indexes: Issues and Results121 cited
  • 1992Mortgage and mortgage-backed securities markets100 cited

Cited by

  • 2019Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty110 cited
  • 2001Movers and Shuckers: Interdependent Prepayment Decisions89 cited
  • 2018No Job, No Money, No Refi: Frictions to Refinancing in a Recession88 cited
  • 2006Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks83 cited

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2003
Homeownership and Unemployment: The Roles of Leverage and Public Housing
82 cited
  • 2010$1.25 Trillion is Still Real Money: Some Facts About the Effects of the Federal Reserve’s Mortgage Market Investments81 cited
  • 2007Subprime Refinancing: Equity Extraction and Mortgage Termination78 cited
  • 2010Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities*25 cited