Refinancing cross-subsidies in the mortgage market

A-Tier
Journal: Journal of Financial Economics
Year: 2024
Volume: 158
Issue: C

Authors (5)

Fisher, Jack (not in RePEc) Gavazza, Alessandro (Centre for Economic Policy Res...) Liu, Lu (not in RePEc) Ramadorai, Tarun (Imperial College) Tripathy, Jagdish (not in RePEc)

Score contribution per author:

0.804 = (α=2.01 / 5 authors) × 2.0x A-tier

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

Abstract

In household finance markets, inactive households can implicitly cross-subsidize active households who promptly respond to financial incentives. We assess the magnitude and distribution of cross-subsidies in the mortgage market. To do so, we build a structural model of household mortgage refinancing and estimate it on rich administrative data covering the stock of outstanding mortgages in the UK. We estimate sizeable cross-subsidies that flow from relatively poorer households and those located in less-wealthy areas towards richer households and those located in wealthier areas. Our work highlights how the design of household finance markets can contribute to wealth inequality.

Technical Details

RePEc Handle
repec:eee:jfinec:v:158:y:2024:i:c:s0304405x24000990
Journal Field
Finance
Author Count
5
Added to Database
2026-01-25