Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower's Put Option

SSRN Electronic Journal ◽

10.2139/ssrn.2189560 ◽

2010 ◽

Author(s):

Wayne R. Archer ◽

Brent C. Smith

Keyword(s):

House Price ◽

Price Volatility ◽

Mortgage Default ◽

Residential Mortgage ◽

Put Option ◽

House Price Volatility

Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option

The Journal of Real Estate Finance and Economics ◽

10.1007/s11146-011-9335-y ◽

2011 ◽

Vol 46 (2) ◽

pp. 355-378 ◽

Cited By ~ 11

Author(s):

Wayne R. Archer ◽

Brent C. Smith

Keyword(s):

House Price ◽

Price Volatility ◽

Mortgage Default ◽

Residential Mortgage ◽

Put Option ◽

House Price Volatility

Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option

SSRN Electronic Journal ◽

10.2139/ssrn.1532224 ◽

2010 ◽

Cited By ~ 1

Author(s):

Wayne R. Archer ◽

Brent C Smith

Keyword(s):

House Price ◽

Price Volatility ◽

Mortgage Default ◽

Residential Mortgage ◽

Put Option ◽

House Price Volatility

The Granular Origins of House Price Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.3114521 ◽

2017 ◽

Author(s):

Isaiah Hull ◽

Conny Olovsson ◽

Karl Walentin ◽

Andreas Westermark

Keyword(s):

House Price ◽

Price Volatility ◽

House Price Volatility

Upward mobility, house price volatility, and housing equity

Journal of Housing Economics ◽

10.1016/j.jhe.2005.06.004 ◽

2005 ◽

Vol 14 (2) ◽

pp. 127-146 ◽

Cited By ~ 18

Author(s):

Nai Jia Lee ◽

Seow Eng Ong

Keyword(s):

Upward Mobility ◽

House Price ◽

Price Volatility ◽

House Price Volatility ◽

Housing Equity

The Housing Market in the United Kingdom: Effects of House Price Volatility on Households

Fiscal Studies ◽

10.1111/j.1475-5890.2014.12034.x ◽

2014 ◽

Vol 35 (3) ◽

pp. 371-394 ◽

Cited By ~ 8

Author(s):

Daniel Chandler ◽

Richard Disney

Keyword(s):

United Kingdom ◽

Housing Market ◽

House Price ◽

Price Volatility ◽

The United Kingdom ◽

House Price Volatility

Heterogeneous expectation, beliefs evolution and house price volatility

Economic Modelling ◽

10.1016/j.econmod.2015.10.039 ◽

2016 ◽

Vol 53 ◽

pp. 409-418 ◽

Cited By ~ 8

Author(s):

Hao Zhang ◽

Yuyuan Huang ◽

Haixiang Yao

Keyword(s):

House Price ◽

Price Volatility ◽

House Price Volatility

House price volatility and negative equity

Home Ownership in Crisis? ◽

10.4324/9780429451782-3 ◽

2018 ◽

pp. 19-30

Author(s):

Ray Forrest ◽

Patricia Kennett ◽

Philip Leather

Keyword(s):

House Price ◽

Price Volatility ◽

House Price Volatility

Monetary policy and house price volatility in Western Europe

Housing Studies ◽

10.1080/02673039508720838 ◽

1995 ◽

Vol 10 (4) ◽

pp. 551-564 ◽

Cited By ~ 5

Author(s):

Mark Stephens

Keyword(s):

Monetary Policy ◽

Western Europe ◽

House Price ◽

Price Volatility ◽

House Price Volatility

Hedonic pricing models and residual house price volatility

Letters in Spatial and Resource Sciences ◽

10.1007/s12076-019-00232-2 ◽

2019 ◽

Vol 12 (2) ◽

pp. 133-142 ◽

Cited By ~ 1

Author(s):

Gaetano Lisi

Keyword(s):

House Price ◽

Price Volatility ◽

Hedonic Pricing ◽

Pricing Models ◽

House Price Volatility

The impact of house price volatility on China's economy based on VAR model

2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC) ◽

10.1109/aimsec.2011.6010709 ◽

2011 ◽

Author(s):

Guodong Li ◽

Yuanchang Wang

Keyword(s):

House Price ◽

Price Volatility ◽

Var Model ◽

House Price Volatility ◽

The Impact ◽

China’S Economy