A Model of Mortgage Default

A-Tier
Journal: Journal of Finance
Year: 2015
Volume: 70
Issue: 4
Pages: 1495-1554

Authors (2)

JOHN Y. CAMPBELL (Harvard University) JOÃO F. COCCO (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

type="main"> <title type="main">ABSTRACT</title> <p>In this paper, we solve a dynamic model of households' mortgage decisions incorporating labor income, house price, inflation, and interest rate risk. Using a zero-profit condition for mortgage lenders, we solve for equilibrium mortgage rates given borrower characteristics and optimal decisions. The model quantifies the effects of adjustable versus fixed mortgage rates, loan-to-value ratios, and mortgage affordability measures on mortgage premia and default. Mortgage selection by heterogeneous borrowers helps explain the higher default rates on adjustable-rate mortgages during the recent U.S. housing downturn, and the variation in mortgage premia with the level of interest rates.

Technical Details

RePEc Handle
repec:bla:jfinan:v:70:y:2015:i:4:p:1495-1554
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25