Description
LaCour-Little, Michael, Charles A. Calhoun, and Wei Yu. 2011. “What Role Did Piggyback
Lending Play in the Housing Bubble and Mortgage Collapse?” Journal of Housing Economics
20(2): 81-100.
Lekkas, Vassilis, John M.
Quigley, and Robert Van Order. 1993 “Loan Loss Severity and Optimal Mortgage Default.” Journal of the American Real Estate Research and Urban Economics Association 21(4): 353-371. Mian, A.R., A. Sufi.
2009. “The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis.” Quarterly Journal of Economics, 124(4): 1449-1496. Mian, A.R., A.
Sufi. 2011. “House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis.” American Economic Review, 101: 2132-2156. Pennington-Cross, Anthony.
2003. “Subprime and Prime Mortgages: Loss Distributions,” unpublished manuscript, May. Pennington-Cross, Anthony. 2006.
“The Duration of Foreclosure in the Subprime Mortgage Market: A Competing Risks Model with Mixing,” Working Paper, Federal Reserve Bank of St. Louis. Qi, Min and Xiaolong Yang. 2009. “Loss Given Default of High Loan-to-Value Residential Mortgages.” Journal of Banking and Finance 33(5): 788–799. Saurina, Jesus and Gabriel Jimenez.
2006. “Credit Cycles, Credit Risk, and Prudential Regulation.” International Journal of Central Banking, June 2006. Schuermann, Til. 2004.
“What Do We Know About Loss Given Default?” Working Paper, Wharton Financial Institutions Center. Weicher, John C. 1997. The Home Equity Lending Industry.
The Hudson Institute: Indianapolis, Indiana. Economics Working Paper 2014-1 21 .
Quigley, and Robert Van Order. 1993 “Loan Loss Severity and Optimal Mortgage Default.” Journal of the American Real Estate Research and Urban Economics Association 21(4): 353-371. Mian, A.R., A. Sufi.
2009. “The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis.” Quarterly Journal of Economics, 124(4): 1449-1496. Mian, A.R., A.
Sufi. 2011. “House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis.” American Economic Review, 101: 2132-2156. Pennington-Cross, Anthony.
2003. “Subprime and Prime Mortgages: Loss Distributions,” unpublished manuscript, May. Pennington-Cross, Anthony. 2006.
“The Duration of Foreclosure in the Subprime Mortgage Market: A Competing Risks Model with Mixing,” Working Paper, Federal Reserve Bank of St. Louis. Qi, Min and Xiaolong Yang. 2009. “Loss Given Default of High Loan-to-Value Residential Mortgages.” Journal of Banking and Finance 33(5): 788–799. Saurina, Jesus and Gabriel Jimenez.
2006. “Credit Cycles, Credit Risk, and Prudential Regulation.” International Journal of Central Banking, June 2006. Schuermann, Til. 2004.
“What Do We Know About Loss Given Default?” Working Paper, Wharton Financial Institutions Center. Weicher, John C. 1997. The Home Equity Lending Industry.
The Hudson Institute: Indianapolis, Indiana. Economics Working Paper 2014-1 21 .
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