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Gustavo A. Salas Rada
Pág. 133 - 154
Funding for housing in Colombia has made in recent years a significant development. It has been instrumental in fashioning three complementary elements: 1) elimination of the effect of inflation on the value of the debts of long-term, the first by way of...
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Vanessa G. Perry, Kirsten Martin and Ann Schnare
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Gang Wang
This paper uses event study analysis to estimate the impact of the United States Federal Reserve Bank?s (Fed) quantitative easing (QE) announcements on the mortgage market during the zero lower bound (ZLB) period. A total of 35 QE announcements are ident...
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Geoffrey Poitras and Giovanna Zanotti
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Eva Horvatova
Mortgage banking began to develop in Slovakia after 1998 as an ambitious project, the goal of which was to elevate the lagging development of the real estate market, the development of the financial market and the creation of banks? long-term resources. ...
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Anna Ilyinichna Romanova,Albina Nazipovna Afanasyeva,Almaz Safiullovich Mavlyautdinov,Regina Ramilevna Mukharramova,Tatiana Aleksandrovna Shindina
Pág. 268 - 272
This article describes the problems of regulation of mortgage lending under current economic conditions. Mortgage mechanism of housing acquisition is one of the highest priorities of the market economy system, and allows to create favorable investment cl...
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Byron J. Idrovo-Aguirre, Francisco J. Lozano and Javier E. Contreras-Reyes
In this paper, we approached the concept of real estate bubble, analyzing the risk its bursting could generate for the Chilean financial market. Specifically, we analyzed the relationship between real housing prices, the economic activity index, and mort...
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Mongi GHARSELLAOUI
Pág. 153 - 162
The purpose of this paper is to study the subprime crisis while focusing on the phenomenon of financial contagion. Subprime crisis is a crisis that has hit the U.S. mortgage sector and helped to trigger the financial crisis of 2007-2009. In the context o...
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Denisard Cneio de Oliveira Alves,Joe Akira Yoshino,Paula Carvalho Pereda,Carla Jucá Amrein
Pág. 167 - 187
Hedonic modeling has become a benchmark for pricing real assets with several intrinsic characteristics. This work tests also others dimensions for asset pricing: the quality of life in the housing neighborhood and macroeconomic variables. The data is abo...
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Hsien-Yi Lee
Pág. 41 - 53
The sub prime mortgages crises took place in July, 2007 in US which causes the large scare in the global financial markets, and the international stock and foreign market suffer heavy shock. Using twenty international stock indexes, this study examines w...
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Linus Wilson
This paper develops a formula to numerically estimate the unsubsidized, fair-market value of the toxic assets purchased with Federal Reserve loans. It finds that subsidy rates on these loans were on average 33.9 percent at origination. In contrast, by th...
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Rodrigo Fernandez, Manuel B. Aalbers
Pág. Finance an - 50
This article examines the effects of implementing the proposals of the European Commission to institute a Capital Market Union (CMU) on the diverse landscape of residential capitalism in Europe. The CMU will bypass existing national institutional blockad...
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Sungchan Kim,Soyoung Park
Pág. 13 - 19
The recent subprime mortgage crisis in 2008 was considered as resulted partly from the credit rating inflation of subprime mortgage bonds. The credit rating market of state governments may face the same risk of credit rating inflation as that witnessed d...
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Milton Camelo Rincón,Jacobo Campo Robledo
Pág. 105 - 122
This article reviews the background to Colombian housing and construction sector policy from the 1970s to recent times. Based on a supply and demand analysis the text offers a theoretical explanation of the current problems of the housing market in Bogot...
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Swarn Chatterjee
This paper uses the most recent wave of a nationally representative dataset to examine the factors associated with elderly homeowners? decision to obtain reverse mortgage loans. The findings of this study suggest that very few homeowners participated in ...
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Tao Pang, Yipeng Yang and Dai Zhao
Monte Carlo methods are widely-used simulation tools for market practitioners from trading to risk management. When pricing complex instruments, like mortgage-backed securities (MBS), strong path-dependency and high dimensionality make the Monte Carlo me...
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This paper documents asymmetries in the spread between mortgages loan rate and central bank discount rates also known as the . mortgage loan premium in Taiwan... Empirical results revealed that the mortgage loan premium adjusts to the threshold fas...
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Joan Miguel Tejedor Estupiñán
Pág. 11 - 21
In 2007 the world economic crisis became evident through the U.S. mortgage market downfall in the financial sector. The following year the crisis revealed its first consequences with the collapse of investments, which would have a direct adverse effect o...
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Flavius Darie
Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R...
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