Andra C. Ghent

University of North Carolina (UNC) at Chapel Hill - Finance Area

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

  • University of North Carolina (UNC) at Chapel Hill - Finance Area

SCHOLARLY PAPERS

24

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5,667

SSRN CITATIONS
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SSRN RANKINGS

Top 7,280

in Total Papers Citations

54

CROSSREF CITATIONS

91

Scholarly Papers (24)

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1.

Recourse and Residential Mortgage Default: Evidence from U.S. States

Review of Financial Studies, Federal Reserve Bank of Richmond Working Paper No. 09-10R
Number of pages: 63 Posted: 11 Jul 2009 Last Revised: 24 Nov 2011
Andra C. Ghent and Marianna Kudlyak
University of North Carolina (UNC) at Chapel Hill - Finance Area and Federal Reserve Bank of San Francisco
Downloads 2,196 (6,483)
Citation 40

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Deficiency Judgment, Foreclosure, Negative Equity, Residential Mortgage Default, Recourse

2.

Complexity in Structured Finance

Number of pages: 68 Posted: 15 Sep 2013 Last Revised: 05 Nov 2017
Andra C. Ghent, Walter N. Torous and Rossen I. Valkanov
University of North Carolina (UNC) at Chapel Hill - Finance Area, Massachusetts Institute of Technology and University of California, San Diego (UCSD) - Rady School of Management
Downloads 558 (50,277)
Citation 9

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Complexity, Security Design, MBS Performance

3.

How Do Case Law and Statute Differ? Lessons from the Evolution of Mortgage Law

Number of pages: 47 Posted: 25 Oct 2012 Last Revised: 09 Sep 2014
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 454 (65,122)
Citation 7

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Foreclosure Law; Financial History; Common Law; Statute; Civil Law; Creditor Rights

4.

Comparing Securitized and Balance Sheet Loans: Size Matters

Number of pages: 57 Posted: 27 Sep 2012 Last Revised: 22 Jul 2014
Andra C. Ghent and Rossen I. Valkanov
University of North Carolina (UNC) at Chapel Hill - Finance Area and University of California, San Diego (UCSD) - Rady School of Management
Downloads 338 (92,016)
Citation 7

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Securitization, Commercial Mortgage-Backed Securities (CMBS), Structured finance

5.

The Historical Origins of America's Mortgage Laws

Research Institute for Housing America Research Paper No. 12-02
Number of pages: 50 Posted: 05 Nov 2012
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 257 (123,661)
Citation 2

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Mortgage Laws, Evolution of Mortgage Legal Frameworks

6.

Competition and Credit Ratings After the Fall

Number of pages: 68 Posted: 11 Nov 2014 Last Revised: 20 Jul 2016
Sean Flynn and Andra C. Ghent
Colorado State University - Department of Finance and Real Estate and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 223 (142,366)
Citation 5

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7.

Are Young Borrowers Bad Borrowers? Evidence from the Credit CARD Act of 2009

FRB Richmond Working Paper No. 13-09R
Number of pages: 71 Posted: 07 Aug 2013 Last Revised: 22 Sep 2014
Peter Debbaut, Andra C. Ghent and Marianna Kudlyak
Federal Reserve Bank of Richmond, University of North Carolina (UNC) at Chapel Hill - Finance Area and Federal Reserve Bank of San Francisco
Downloads 205 (154,172)
Citation 1

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Consumer Protection, Household Finance, Life Cycle Borrowing, Credit Card Default

8.

Did Affordable Housing Legislation Contribute to the Subprime Securities Boom?

Downloads 185 (169,439)
Citation 6

Did Affordable Housing Legislation Contribute to the Subprime Securities Boom?

AFA 2013 San Diego Meetings Paper
Number of pages: 42 Posted: 15 Mar 2012 Last Revised: 20 Dec 2013
Andra C. Ghent, Ruben Hernandez-Murillo and Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Finance Area, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Bank of St. Louis - Research Division
Downloads 131 (227,225)
Citation 2

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mortgages, financial crisis, community reinvestment act, GSEs

Did Affordable Housing Legislation Contribute to the Subprime Securities Boom?

Federal Reserve Bank of St. Louis Working Paper No. 2012-005B
Number of pages: 53 Posted: 12 Apr 2012 Last Revised: 20 Dec 2013
Ruben Hernandez-Murillo, Andra C. Ghent and Michael Owyang
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of North Carolina (UNC) at Chapel Hill - Finance Area and Federal Reserve Bank of St. Louis - Research Division
Downloads 52 (402,376)
Citation 2

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Mortgages, Loan Performance, Community Reinvestment Act, GSEs

Did Affordable Housing Legislation Contribute to the Subprime Securities Boom?

Real Estate Economics, Vol. 43, Issue 4, pp. 820-854, 2015
Number of pages: 35 Posted: 26 Oct 2015
Andra C. Ghent, Ruben Hernandez-Murillo and Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Finance Area, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Bank of St. Louis - Research Division
Downloads 2 (694,318)
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9.

Why Do Markets React Badly to Good News? Evidence from Fed Funds Futures

Number of pages: 24 Posted: 01 Jul 2008 Last Revised: 15 Aug 2010
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 137 (218,620)
Citation 5

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Monetary Policy Expectations, Macroeconomic Surprises, Taylor Rule.

10.

Differences in Subprime Loan Pricing Across Races and Neighborhoods

Federal Reserve Bank of St. Louis Working Paper No. 2011-033C
Number of pages: 55 Posted: 12 Apr 2012 Last Revised: 08 Aug 2014
Andra C. Ghent, Ruben Hernandez-Murillo and Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Finance Area, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Bank of St. Louis - Research Division
Downloads 126 (233,329)
Citation 4

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Fair Housing Act; Subprime Mortgages; Loan Performance; Discrimination

11.

What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration

Downloads 104 (267,918)

What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration

9th Miami Behavioral Finance Conference 2018
Number of pages: 53 Posted: 15 Mar 2019 Last Revised: 13 Jan 2020
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 99 (278,953)

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Delegated Asset Managers; Liquidity; Alternative Asset Classes

What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration

NBER Working Paper No. w25966
Number of pages: 47 Posted: 17 Jun 2019
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 5 (666,898)
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12.

Asset Insulators

Downloads 103 (269,681)
Citation 1

Asset Insulators

2nd Annual Financial Institutions, Regulation and Corporate Governance Conference
Number of pages: 57 Posted: 19 Jul 2016 Last Revised: 02 Oct 2016
Gabriel Chodorow-Reich, Andra C. Ghent and Valentin Haddad
Harvard University Department of Economics, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 98 (280,793)
Citation 1

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Asset Insulators

NBER Working Paper No. w24973
Number of pages: 70 Posted: 17 Sep 2018
Gabriel Chodorow-Reich, Andra C. Ghent and Valentin Haddad
Harvard University Department of Economics, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 5 (666,898)
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13.

Comparing DSGE-VAR Forecasting Models: How Big are the Differences?

Journal of Economic Dynamics and Control, Vol. 33, No. 4, 2009
Number of pages: 43 Posted: 10 Apr 2008 Last Revised: 24 Nov 2011
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 101 (273,280)

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Economic Fluctuations, Priors from DSGE Models, Hours Debate, Business Cycles, Model Evaluation

14.

Home Ownership, Household Leverage, and Hyperbolic Discounting

Number of pages: 48 Posted: 04 Mar 2011 Last Revised: 20 Jan 2013
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 91 (292,431)
Citation 2

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Hyperbolic Discounting, Subprime, Mortgage Choice, Household Finance

15.

Infrequent Housing Adjustment, Limited Participation, and Monetary Policy

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 32 Posted: 02 Oct 2008 Last Revised: 07 May 2015
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 88 (298,656)
Citation 1

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Sticky Housing, Residential Investment, Limited Participation

16.

Is Housing the Business Cycle? Evidence from U.S. Cities

Journal of Urban Economics, Vol. 67, No. 3, 2010, Federal Reserve Bank of St. Louis Working Paper No.2009-007B
Number of pages: 38 Posted: 10 Mar 2009 Last Revised: 24 Nov 2011
Andra C. Ghent and Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Finance Area and Federal Reserve Bank of St. Louis - Research Division
Downloads 87 (300,859)
Citation 3

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local housing markets, residential investment, economic fluctuations, housing prices

17.

How Do Households Make Mortgage Choices?

Real Estate Economics, Virtual Issue, 2016
Number of pages: 9 Posted: 11 Nov 2016 Last Revised: 07 Dec 2016
Andra C. Ghent and Vincent Yao
University of North Carolina (UNC) at Chapel Hill - Finance Area and Georgia State University - J. Mack Robinson College of Business
Downloads 76 (326,275)

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Mortgage Choice; Broker; Contracts; Reverse Mortgages

18.

Second Mortgages: Valuation and Implications for the Performance of Structured Financial Products

Number of pages: 41 Posted: 28 Aug 2016
Andra C. Ghent, Kristian R. Miltersen and Walter N. Torous
University of North Carolina (UNC) at Chapel Hill - Finance Area, Copenhagen Business School and Massachusetts Institute of Technology
Downloads 71 (339,011)

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Mortgage-Backed Securities (MBS), Mortgage Valuation, Credit Ratings.

19.

Commercial Real Estate as an Asset Class

Annual Review of Financial Economics, Forthcoming
Number of pages: 37 Posted: 11 Oct 2019
Andra C. Ghent, Walter Torous and Rossen I. Valkanov
University of North Carolina (UNC) at Chapel Hill - Finance Area, affiliation not provided to SSRN and University of California, San Diego (UCSD) - Rady School of Management
Downloads 68 (347,077)

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Commercial Real Estate, Corporate Real Estate, Property Returns, REITs, Portfolio Diversification

20.

Intergenerational Linkages in Household Credit

FRB Richmond Working Paper No. 15-14
Number of pages: 44 Posted: 30 Nov 2015
Andra C. Ghent and Marianna Kudlyak
University of North Carolina (UNC) at Chapel Hill - Finance Area and Federal Reserve Bank of San Francisco
Downloads 68 (347,077)

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Household Finance, Intergenerational Mobility, Credit Constraints, Income Inequality

21.

Securitization and Mortgage Renegotiation: Evidence from the Great Depression

Review of Financial Studies
Number of pages: 37 Posted: 04 Feb 2011 Last Revised: 24 Nov 2011
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 67 (349,819)
Citation 1

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22.

Informational Efficiency in Securitization After Dodd-Frank

Sixth Annual Conference on Financial Market Regulation (2018)
Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 23 May 2019
Sean Flynn, Andra C. Ghent and Alexei Tchistyi
Colorado State University - Department of Finance and Real Estate, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 64 (358,164)

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Dodd-Frank Act, Asymmetric Information, Signaling Equilibrium, ABS.

23.

Commercial Real Estate as an Asset Class

Annual Review of Financial Economics, Vol. 11, pp. 153-171, 2019
Posted: 12 Jan 2020
Andra C. Ghent, Rossen I. Valkanov and Walter N. Torous
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of California, San Diego (UCSD) - Rady School of Management and Massachusetts Institute of Technology

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24.

Home Ownership, Household Leverage and Hyperbolic Discounting

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Home Ownership, Household Leverage and Hyperbolic Discounting

Real Estate Economics, Vol. 43, Issue 3, pp. 750-781, 2015
Number of pages: 32 Posted: 04 Aug 2015
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area
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Home Ownership, Household Leverage, and Hyperbolic Discounting

Real Estate Economics, Forthcoming
Posted: 28 Mar 2014
Andra C. Ghent
University of North Carolina (UNC) at Chapel Hill - Finance Area

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Hyperbolic Discounting, Subprime, Mortgage Choice, Household Finance