Recourse and (strategic) mortgage defaults: Evidence from changes in housing market laws

B-Tier
Journal: European Economic Review
Year: 2025
Volume: 173
Issue: C

Authors (4)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

We study the impact of a legislative change in Romania that retroactively modified mortgage recourse policies, providing a natural experiment to analyze borrower behavior under envolving legal frameworks. Using a granular dataset of mortgage loans originated between 2003 and 2016, combined with individual income tax records, we exploit an exogenous policy shift that transitioned mortgages from a creditor-friendly to a debtor-friendly regime. Our findings provide robust evidence that eliminating penalties for default significantly increased the probability of default among existing borrowers, particularly among high-income individuals and borrowers who are less liquidity-constrained – groups traditionally considered less prone to default. These findings underscore the unintended consequences of retroactive legislative changes, including deteriorated payment discipline and increased strategic default behavior.

Technical Details

RePEc Handle
repec:eee:eecrev:v:173:y:2025:i:c:s0014292125000042
Journal Field
General
Author Count
4
Added to Database
2026-01-24