Abadie, A., Athey, S., Imbens, G. W., & Wooldridge, J. M. (2023). When should you adjust standard errors for clustering? Quarterly Journal of Economics, 138(1), 1–35.
- Addoum, J. M., Eichholtz, P., Steiner, E., & Yönder, E. (2023). Climate change and commercial real estate: Evidence from Hurricane Sandy. Real Estate Economics. Advance online publication, https://doi.org/10.1111/1540-6229.12435.
Paper not yet in RePEc: Add citation now
- Bakel, P. (2017). Fannie Mae offers relief options for homeowners and servicers in areas impacted by Hurricanes Harvey and Irma. https://www.fanniemae.com/newsroom/fannie‐mae‐news/fannie‐mae‐offers‐relief‐options‐homeowners‐and‐servicers‐areas‐impacted‐hurricanes‐harvey‐irma.
Paper not yet in RePEc: Add citation now
Berg, G., & Schrader, J. (2012). Access to credit, natural disasters, and relationship lending. Journal of Financial Intermediation, 21(4), 549–568.
Bertrand, M., Duflo, E., & Mullainathan, S. (2004). How much should we trust differences‐in‐differences estimates? Quarterly Journal of Economics, 119(1), 249–275.
- Bi, C., Gete, P., Tsouderou, A., & Susan, W. (2024). The Government‐Sponsored Enterprises as stabilization tools.
Paper not yet in RePEc: Add citation now
Billings, S. B., Gallagher, E. A., & Ricketts, L. (2022). Let the rich be flooded: The distribution of financial aid and distress after Hurricane Harvey. Journal of Financial Economics, 146(2), 797–819.
Bleemer, Z., & van der Klaauw, W. (2019). Long‐run net distributionary effects of federal disaster insurance: The case of Hurricane Katrina. Journal of Urban Economics, 110, 70–88.
Campbell, J. Y., & Cocco, J. F. (2003). Household risk management and optimal mortgage choice. Quarterly Journal of Economics, 118(4), 1449–1494.
Campbell, J. Y., & Cocco, J. F. (2015). A model of mortgage default. Journal of Finance, 70(4), 1495–1554.
Chavaz, M. (2016). Dis‐integrating credit markets: Diversification, securitization, and lending in a recovery.
Cortés, K. R., & Strahan, P. E. (2017). Tracing out capital flows: How financially integrated banks respond to natural disasters. Journal of Financial Economics, 125(1), 182–199.
Deryugina, T. (2017). The fiscal cost of hurricanes: Disaster aid versus social insurance. American Economic Journal: Economic Policy, 9(3), 168–198.
Deryugina, T., Kawano, L., & Levitt, S. (2018). The economic impact of Hurricane Katrina on its victims: Evidence from individual tax returns. American Economic Journal: Applied Economics, 10(2), 202–233.
Dessaint, O., & Matray, A. (2017). Do managers overreact to salient risks? Evidence from hurricane strikes. Journal of Financial Economics, 126(1), 97–121.
- Du, D., & Zhao, X. (2020). Hurricanes and residential mortgage loan performance.
Paper not yet in RePEc: Add citation now
- Echeverry, D. (2022). Adverse selection without a housing boom: Evidence from Fannie Mae's Credit Risk Transfers.
Paper not yet in RePEc: Add citation now
Elenev, V., Landvoigt, T., & Van Nieuwerburgh, S. (2016). Phasing out the GSEs. Journal of Monetary Economics, 81, 111–132.
- FHFA. (2017). Credit Risk Transfer Progress Report. Second Quarter 2017. Federal Housing Finance Agency.
Paper not yet in RePEc: Add citation now
- FHFA. (2018). Fannie Mae and Freddie Mac single‐family guarantee fees 2017. Federal Housing Finance Agency.
Paper not yet in RePEc: Add citation now
- FHFA. (2022). Report to Congress 2021. Federal Housing Finance Agency.
Paper not yet in RePEc: Add citation now
Finkelstein, D., Strzodka, A., & Vickery, J. (2018). Credit Risk Transfer and de facto GSE reform. Economic Policy Review, 24(3), 88–116.
- Frame, W. S., Wall, L. D., & White, L. J. (2013). The devil's in the tail: Residential mortgage finance and the U.S. Treasury. Journal of Applied Finance, 23(2), 61–83.
Paper not yet in RePEc: Add citation now
- Freddie Mac. (2021b). Freddie Mac, 30‐year fixed rate mortgage average in the United States. Retrieved from FRED, Federal Reserve Bank of St. Louis. https://fred.stlouisfed.org/series/MORTGAGE30US.
Paper not yet in RePEc: Add citation now
Garbarino, N., & Guin, B. (2021). High water, no marks? Biased lending after extreme weather. Journal of Financial Stability, 54, 100874.
Garriga, C., & Hedlund, A. (2020). Mortgage debt, consumption, and illiquid housing markets in the Great Recession. American Economic Review, 110(6), 1603–1634.
Garriga, C., Kydland, F. E., & Šustek, R. (2017). Mortgages and monetary policy. Review of Financial Studies, 30(10), 3337–3375.
Gete, P., & Zecchetto, F. (2018). Distributional implications of government guarantees in mortgage markets. Review of Financial Studies, 31(3), 1064–1097.
- Golding, E., & Lucas, D. (2022). Credit Risk Transfer and the pricing of mortgage default risk. MIT Golub Center Working Paper.
Paper not yet in RePEc: Add citation now
Higgins, E., Yavas, A., & Zhu, S. (2022). Private mortgage securitization and loss given default. Real Estate Economics, 50(5), 1334–1359.
- Holtermans, R., Kahn, M. E., & Kok, N. (2022). Climate risk and commercial mortgage delinquency (MIT Center for Real Estate Research Paper 22‐04).
Paper not yet in RePEc: Add citation now
Hurst, E., Keys, B. J., Seru, A., & Vavra, J. (2016). Regional redistribution through the U.S. mortgage market. American Economic Review, 106(10), 2982–3028.
- Issler, P., Stanton, R., Vergara‐Alert, C., & Wallace, N. (2021). Housing and mortgage markets with climate risk: Evidence from California wildfires.
Paper not yet in RePEc: Add citation now
Jeske, K., Krueger, D., & Mitman, K. (2013). Housing, mortgage bailout guarantees and the macro economy. Journal of Monetary Economics, 60(8), 917–935.
Kousky, C. (2014). Informing climate adaptation: A review of the economic costs of natural disasters. Energy Economics, 46, 576–592.
Kousky, C., Kunreuther, H., LaCour‐Little, M., & Wachter, S. (2020). Flood risk and the U.S. housing market. Journal of Housing Research, 29(1), 3–24.
Kousky, C., Palim, M., & Pan, Y. (2020). Flood damage and mortgage credit risk: A case study of Hurricane Harvey. Journal of Housing Research, 29(1), 86–120.
Lacour‐Little, M., Pavlov, A. D., & Wachter, S. M. (2024). Adverse selection and climate risk: A response to Ouazad and Khan (2022). Review of Financial Studies, Forthcoming.
- Lanfear, M. G., Lioui, A., & Siebert, M. G. (2019). Market anomalies and disaster risk: Evidence from extreme weather events. Journal of Financial Markets, 46, 1–29.
Paper not yet in RePEc: Add citation now
- Levitin, A. J., & Wachter, S. M. (2020). The Great American Housing Bubble: What went wrong and how we can protect ourselves in the future. Harvard University Press.
Paper not yet in RePEc: Add citation now
Liao, Y., Panassie, Y., & Zivin, J. S. G. (2023). How hurricanes sweep up housing markets: Evidence from Florida. Journal of Environmental Economics and Management, 118, 102770.
- Lucas, D., & McDonald, R. (2010). Valuing government guarantees: Fannie and Freddie revisited. In Measuring and managing federal financial risk (pp. 131–154). National Bureau of Economic Research.
Paper not yet in RePEc: Add citation now
Meltzer, R., Ellen, I. G., & Li, X. (2021). Localized commercial effects from natural disasters: The case of Hurricane Sandy and New York City. Regional Science and Urban Economics, 86, 103608.
Morse, A. (2011). Payday lenders: Heroes or villains? Journal of Financial Economics, 102(1), 28–44.
- O'Neill, J. E. (2022). The market view of mortgage credit risk. University of California.
Paper not yet in RePEc: Add citation now
- Oh, S. S., Sen, I., & Tenekedjieva, A.‐M. (2021). Pricing of climate risk insurance: Regulatory frictions and cross‐subsidies.
Paper not yet in RePEc: Add citation now
Ortega, F., & Taspinar, S. (2018). Rising sea levels and sinking property values: Hurricane Sandy and New York's housing market. Journal of Urban Economics, 106, 81–100.
Ouazad, A., & Kahn, M. E. (2022). Mortgage finance and climate change: Securitization dynamics in the aftermath of natural disasters. Review of Financial Studies, 35(8), 3617–3665.
Pavlov, A., Schwartz, E., & Wachter, S. (2021). Price discovery limits in the credit default swap market in the financial crisis. Journal of Real Estate Finance and Economics, 62(2), 165–186.
Rehse, D., Riordan, R., Rottke, N., & Zietz, J. (2019). The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy. Journal of Financial Economics, 134(2), 318–332.
Rossi, C. V. (2021). Assessing the impact of hurricane frequency and intensity on mortgage delinquency. Journal of Risk Management in Financial Institutions, 14(4), 426–442.
- Sastry, P. (2022). Who bears flood risk? Evidence from mortgage markets in Florida.
Paper not yet in RePEc: Add citation now
- Schuetz, J. (2022). Fixer‐upper: How to repair America's broken housing systems. Brookings Institution Press.
Paper not yet in RePEc: Add citation now
Schüwer, U., Lambert, C., & Noth, F. (2019). How do banks react to catastrophic events? Evidence from Hurricane Katrina. Review of Finance, 23(1), 75–116.
Stanton, R., & Wallace, N. (2011). The bear's lair: Index credit default swaps and the subprime mortgage crisis. Review of Financial Studies, 24(10), 3250–3280.
- Wachter, S. M. (2018). Credit risk, informed markets, and securitization: Implications for GSEs. Economic Policy Review, 24(3), 117–137.
Paper not yet in RePEc: Add citation now
- Yoon, A. (2017). DoubleLine, like‐minded investors, want CAT risk out of CRT https://www.debtwire.com/info/doubleline‐minded‐investors‐want‐cat‐risk‐out‐crt.
Paper not yet in RePEc: Add citation now