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Record Nr. |
UNINA9910464010203321 |
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Autore |
Dell'Ariccia Giovanni |
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Titolo |
Credit booms and lending standards : evidence from the subprime mortgage market / / Giovanni Dell'Ariccia, Deniz Igan, and Luc Laeven |
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Pubbl/distr/stampa |
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[Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
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©2008 |
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ISBN |
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1-4623-0535-0 |
1-4527-9953-9 |
1-4518-6967-3 |
9786612840616 |
1-282-84061-4 |
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Descrizione fisica |
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1 online resource (39 p.) |
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Collana |
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IMF Working Papers |
IMF working paper ; ; WP/08/106 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Credit - United States |
Credit - United States - Econometric models |
Moral hazard - United States - Econometric models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents; I. Introduction; II. Related Literature; III. Data and Descriptive Statistics; IV. Empirical Methodology; V. Empirical Findings; A. Effects of Changes in the Pool of Applicant Borrowers; B. Identification and Robustness Issues; C. Sensitivity Analysis: Time and Size Effects; D. Effects of Entry and Changes in Market Structure; E. Alternative Proxies for Lending Standards; F. Effects of Loan Sales; VI. Discussion and Conclusions; References; Tables; 1. Coverage in HMDA; 2. Definitions and Sources of Variables; 3. Summary Statistics; 4. Evolution of Denial Rates |
5. Determinants of Denial Decision6. Prediction Errors; 7. Robustness; 8. Time and Size Effects; 9. Market and Boom Size; 10. Market Entry and Denial Rates of Incumbents in Prime and Subprime Markets; 11. |
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