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Equity extraction and mortgage default

Steven Laufer

Review of Economic Dynamics · 2017 · 56 citations · 33 references

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References

33

The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis<sup>*</sup>

Atif Mian, Amir Sufi · The Quarterly Journal of Economics · 2009 · 1.8K citations

, , +14

Consumption and Portfolio Choice over the Life Cycle

João F. Cocco, Francisco Gomes, Pascal J. Maenhout · Review of Financial Studies · 2005 · 1.6K citations

, , +16

State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications

Sylvia Frühwirth‐Schnatter, Chang‐Jin Kim, Charles R. Nelson · Journal of the American Statistical Association · 2000 · 1.2K citations

, , +17

House Prices, Home Equity–Based Borrowing, and the US Household Leverage Crisis

Atif Mian, Amir Sufi · American Economic Review · 2011 · 1.2K citations

, , +17

Portfolio Choice in the Presence of Housing

João F. Cocco · Review of Financial Studies · 2004 · 1K citations

, , +13