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Asset Price Bubbles

Asset Price Bubbles »

Source: Asset Price Bubbles : A Selective Survey

Volume/Issue: 2013/45

Series: IMF Working Papers

Author(s): Anna Scherbina

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 February 2013

ISBN: 9781475515299

Keywords: Bubbles, Limits to Arbitrage, stock market, discount rate, mortgage, cash flows, financial economics, General,

Why do asset price bubbles continue to appear in various markets? This paper provides an overview of recent literature on bubbles, with significant attention given to behavioral models and rational models with fric...

Asset Price Bubbles
			: A Selective Survey

Asset Price Bubbles : A Selective Survey »

Volume/Issue: 2013/45

Series: IMF Working Papers

Author(s): Anna Scherbina

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 February 2013

DOI: http://dx.doi.org/10.5089/9781475515299.001

ISBN: 9781475515299

Keywords: Bubbles, Limits to Arbitrage, stock market, discount rate, mortgage, cash flows, financial economics, General,

Why do asset price bubbles continue to appear in various markets? This paper provides an overview of recent literature on bubbles, with significant attention given to behavioral models and rational models with fric...

Bank Behavior in Response to Basel Iii

Bank Behavior in Response to Basel Iii »

Source: Bank Behavior in Response to Basel Iii : A Cross-Country Analysis

Volume/Issue: 2011/119

Series: IMF Working Papers

Author(s): Thomas Cosimano , and Dalia Hakura

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455262427

Keywords: capital constraints, equity, capital requirements, nonperforming loans, interest expense, bank capital, Central Banking, And The Supply Of Money And Credit, financial Institutions And Services,

This paper investigates the impact of the new capital requirements introduced under the Basel III framework on bank lending rates and loan growth. Higher capital requirements, by raising banks' marginal cost of fun...

Bank Behavior in Response to Basel Iii
			: A Cross-Country Analysis

Bank Behavior in Response to Basel Iii : A Cross-Country Analysis »

Volume/Issue: 2011/119

Series: IMF Working Papers

Author(s): Thomas Cosimano , and Dalia Hakura

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

DOI: http://dx.doi.org/10.5089/9781455262427.001

ISBN: 9781455262427

Keywords: capital constraints, equity, capital requirements, nonperforming loans, interest expense, bank capital, Central Banking, And The Supply Of Money And Credit, financial Institutions And Services,

This paper investigates the impact of the new capital requirements introduced under the Basel III framework on bank lending rates and loan growth. Higher capital requirements, by raising banks' marginal cost of fun...

Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States?1

Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States?1 »

Source: Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States?

Volume/Issue: 2010/277

Series: IMF Working Papers

Author(s): Jay Surti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

ISBN: 9781455210848

Keywords: Covered bonds, mortgage-backed securities, personal bankruptcy, bond, bonds, mortgage, bond holders, mortgage loans, General Financial Markets: Government Policy and Regulation, Other Substantive Areas of Law: Other

This paper considers the case for mortgage covered bonds as an alternative to the originate-to-distribute mortgage funding model. It argues that the economic incentives provided to market participants under the cov...

Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States?

Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States? »

Volume/Issue: 2010/277

Series: IMF Working Papers

Author(s): Jay Surti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

DOI: http://dx.doi.org/10.5089/9781455210848.001

ISBN: 9781455210848

Keywords: Covered bonds, mortgage-backed securities, personal bankruptcy, bond, bonds, mortgage, bond holders, mortgage loans, General Financial Markets: Government Policy and Regulation, Other Substantive Areas of Law: Other

This paper considers the case for mortgage covered bonds as an alternative to the originate-to-distribute mortgage funding model. It argues that the economic incentives provided to market participants under the cov...

Exposure to Real Estate Losses

Exposure to Real Estate Losses »

Source: Exposure to Real Estate Losses : Evidence from the US Banks

Volume/Issue: 2009/79

Series: IMF Working Papers

Author(s): Marcelo Pinheiro , and Deniz Igan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2009

ISBN: 9781451872262

Keywords: Residential and Commercial Real Estate, Delinquency, Distance to Default, real estate, real estate loans, commercial real estate, mortgage, commercial real estate loans,

We implement a three-step procedure to assess the extent of exposure to real estate in commercial banks. First, we demonstrate interest rates and income to be the major determinants of delinquency. Then, we adopt a...

Exposure to Real Estate Losses
			: Evidence from the US Banks

Exposure to Real Estate Losses : Evidence from the US Banks »

Volume/Issue: 2009/79

Series: IMF Working Papers

Author(s): Marcelo Pinheiro , and Deniz Igan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2009

DOI: http://dx.doi.org/10.5089/9781451872262.001

ISBN: 9781451872262

Keywords: Residential and Commercial Real Estate, Delinquency, Distance to Default, real estate, real estate loans, commercial real estate, mortgage, commercial real estate loans,

We implement a three-step procedure to assess the extent of exposure to real estate in commercial banks. First, we demonstrate interest rates and income to be the major determinants of delinquency. Then, we adopt a...

House Price Developments in Europe

House Price Developments in Europe »

Source: House Price Developments in Europe : A Comparison

Volume/Issue: 2008/211

Series: IMF Working Papers

Author(s): Paul Hilbers , Angana Banerji , Haiyan Shi , and Alexander Hoffmaister

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2008

ISBN: 9781451870695

Keywords: Housing markets, mortgage, mortgage interest, property tax, home ownership,

House prices in Europe have shown diverging trends, and this paper seeks to explain these differences by analyzing three groups of countries: the "fast lane", the average performers, and the slow movers. Price move...

House Price Developments in Europe
			: A Comparison

House Price Developments in Europe : A Comparison »

Volume/Issue: 2008/211

Series: IMF Working Papers

Author(s): Paul Hilbers , Angana Banerji , Haiyan Shi , and Alexander Hoffmaister

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2008

DOI: http://dx.doi.org/10.5089/9781451870695.001

ISBN: 9781451870695

Keywords: Housing markets, mortgage, mortgage interest, property tax, home ownership,

House prices in Europe have shown diverging trends, and this paper seeks to explain these differences by analyzing three groups of countries: the "fast lane", the average performers, and the slow movers. Price move...