Alexander Bogin

Federal Housing Finance Agency

Economist

SCHOLARLY PAPERS

9

DOWNLOADS

73

SSRN CITATIONS
Rank 29,636

SSRN RANKINGS

Top 29,636

in Total Papers Citations

27

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Additional Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted Spreads

FHFA Working Paper 15-3
Number of pages: 24 Posted: 10 Jul 2019
Federal Housing Finance Agency, Federal Housing Finance Agency and Federal Housing Finance Agency
Downloads 33 (605,742)

Abstract:

Loading...

prepayment, option-adjusted spreads, financial stress testing, capital standards, mortgage, risk management

How Low Can House Prices Go? Estimating a Conservative Lower Bound

Number of pages: 29 Posted: 20 May 2015
Alexander Bogin, Stephen Bruestle and William M. Doerner
Federal Housing Finance Agency, Pennsylvania State University and Federal Housing Finance Agency
Downloads 18 (734,165)

Abstract:

Loading...

house prices, trough, lower bound, trend, financial stress testing

How Low Can House Prices Go? Estimating a Conservative Lower Bound

FHFA Working Paper 14-2
Number of pages: 29 Posted: 20 May 2015
Alexander Bogin, Stephen Bruestle and William M. Doerner
Federal Housing Finance Agency, Pennsylvania State University and Federal Housing Finance Agency
Downloads 1 (915,556)

Abstract:

Loading...

house prices, trough, lower bound, trend, financial stress testing

How Low Can House Prices Go? Estimating a Conservative Lower Bound

Journal of Real Estate Finance and Economics, Vol. 54, No. 1, 2017
Posted: 17 Jan 2017
Alexander Bogin, Stephen Bruestle and William M. Doerner
Federal Housing Finance Agency, Federal Maritime Commission and Federal Housing Finance Agency

Abstract:

Loading...

House prices; Trough; Lower bound; Trend; Financial stress testing

3.

Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling

FHFA Working Paper 16-04
Number of pages: 25 Posted: 10 Jul 2019
Alexander Bogin, William M. Doerner and William Larson
Federal Housing Finance Agency, Federal Housing Finance Agency and Federal Housing Finance Agency
Downloads 17 (718,299)
Citation 2

Abstract:

Loading...

house prices, loan-to-value, mortgage performance, credit model

4.

Local House Price Dynamics: New Indices and Stylized Facts

Real Estate Economics, Vol. 47, Issue 2, pp. 365-398, 2019
Number of pages: 34 Posted: 16 Apr 2019
Alexander Bogin, William M. Doerner and William Larson
Federal Housing Finance Agency, Federal Housing Finance Agency and Federal Housing Finance Agency
Downloads 4 (838,938)
Citation 25

Abstract:

Loading...

5.

Property Renovations and Their Impact on House Price Index Construction

FHFA Working Paper 17-02
Posted: 10 Jul 2019
Alexander Bogin and William M. Doerner
Federal Housing Finance Agency and Federal Housing Finance Agency

Abstract:

Loading...

property renovations, house price indices, repeat-sales approach

6.

Local House Prices Paths: Accelerations, Declines and Recoveries

Journal of Real Estate Finance and Economics, February 2019, Volume 58, Issue 2, pp 201–222
Posted: 25 Jun 2019
Alexander Bogin, William M. Doerner and William Larson
Federal Housing Finance Agency, Federal Housing Finance Agency and Federal Housing Finance Agency

Abstract:

Loading...

House price cycles; Credit risk; Mortgage collateral; Stress testing

7.

Countercyclical Capital Regime Revisited: Tests of Robustness

Journal of Economics and Business, Vol. 84, 2016
Posted: 10 Apr 2016
Government of the United States of America - Federal Housing Finance Board (FHFB), Federal Housing Finance Agency, Federal Housing Finance Agency, Federal Housing Finance Agency and Securities and Exchange Commission

Abstract:

Loading...

Capital, Countercyclical, Stress test, House prices, Credit risk

8.

Property Left Behind: An Unintended Consequence of a No Child Left Behind 'Failing' School Designation

Journal of Regional Science, Vol. 54, Issue 5, pp. 788-805, 2014
Number of pages: 18 Posted: 03 Nov 2014
Federal Housing Finance Agency and University of Iowa - School of Urban & Regional Planning & Public Policy CenterSchool of Urban & Regional Planning & Public Policy Center, University of Iowa
Downloads 0 (893,422)
Citation 1

Abstract:

Loading...

9.

Generating Historically‐Based Stress Scenarios Using Parsimonious Factorization

The Journal of Risk Finance 2014 15:5 , 591-611
Posted: 23 Oct 2013 Last Revised: 17 May 2019
Alexander Bogin and William M. Doerner
Federal Housing Finance Agency and Federal Housing Finance Agency

Abstract:

Loading...

Market Risk, Interest Rates, Implied Volatility, Factorization