Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Subprime-Hypothek"'
Autor:
Sebastian Dullien
Governments on both sides of the Atlantic have reacted with a raft of new regulations to the US subprime mortgage crisis. The article argues that while these new rules actually touch many of the incentive and information problems which were instrumen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::58e783131a5748fc88a489659238ad8a
https://hdl.handle.net/10419/71418
https://hdl.handle.net/10419/71418
Autor:
Mundra, Kusum
Using data from the 2009 American Housing Survey and Hazard Model, this paper provides empirical evidence that the homeownership experience during the recent housing boom and housing bust was not homogenous across all groups in the U.S. The recent de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::6c78926506dbec37d58d7574a08d0393
https://hdl.handle.net/10419/69364
https://hdl.handle.net/10419/69364
Using a novel three-phase model based upon a conditional autoregressive Wishart (CAW) framework for the realized (co)variances of the US Dow Jones and the German stock index DAX, we analyze intra-daily volatility spillovers between the US and German
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::a439be364bd7e1ada061f797c41e82ba
https://hdl.handle.net/10419/58264
https://hdl.handle.net/10419/58264
Autor:
Bholat, David, Gray, Joann
Systemic risk now occupies centre stage in discussions of bank regulatory reform. Systemic risk is often seen as a problem of size, operational complexity, interconnectivity and contagion. It is less often discussed in terms of the institutional fram
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::220063a9077e112a9eb301d26d7d639f
https://hdl.handle.net/10419/60492
https://hdl.handle.net/10419/60492
The threat of the subprime crisis in the United States began to make itself felt in early 2008, with its effects subsequently become global. It is evident that trade linkages have been the most important channel for transmitting the subprime crisis t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::bf91341f592adddbedda93bc851f2dc0
https://hdl.handle.net/10419/64307
https://hdl.handle.net/10419/64307
Autor:
Gürtler, Marc, Hibbeln, Martin
Two factors have proven to be strongly relevant for the subprime mortgage crisis. The first is the lack of screening incentives of originators, which had not been anticipated by investors. The second is that investors relied too much on credit rating
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::a76480f2e2e3c51e4662c7a35b93ecaf
https://hdl.handle.net/10419/60466
https://hdl.handle.net/10419/60466
We test the interest rate sensitivity of subprime credit card borrowers using a unique panel data set from a UK credit card company. What is novel about our contribution is that we were given details of a randomized interest rate experiment conducted
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c182099fa02e33addd14c439f35be4d3
https://hdl.handle.net/10419/153738
https://hdl.handle.net/10419/153738
The misevaluation of risk in securitized financial products is central to understanding the financial crisis of 2007 - 8. This paper characterizes the evolution of factors affecting collateralized debt obligations based on subprime mortgages. A key f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::2faec825490d270dbd9c6a5584d58224
https://hdl.handle.net/10419/70653
https://hdl.handle.net/10419/70653
Economists' principal explanations of the subprime crisis differ from those developed by noneconomists in that the latter see it as rooted in the US legacy of racial/ethnic inequality, and especially in racial residential segregation, whereas the for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::dcf0de3cd9cb3dcc70b62f4e1319f925
https://hdl.handle.net/10419/57046
https://hdl.handle.net/10419/57046
Autor:
Bubb, Ryan, Kaufman, Alex
Mortgage originators use credit score cutoff rules to determine how carefully to screen loan applicants. Recent research has hypothesized that these cutoff rules result from a securitization rule of thumb. Under this theory, an observed jump in defau
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::3268970df1c8fcdd8ef2216c936dd450
https://hdl.handle.net/10419/59249
https://hdl.handle.net/10419/59249