☆ 4.6 Article

Predictably Unequal? The Effects of Machine Learning on Credit Markets

JOURNAL OF FINANCE (2022)

相关参考文献

注意：仅列出部分参考文献，下载原文获取全部文献信息。

Article Business, Finance

Consumer-lending discrimination in the FinTech Era *

Robert Bartlett et al.

Summary: U.S. fair-lending law prohibits lenders from making credit determinations that disparately affect minority borrowers based on characteristics unrelated to creditworthiness. Research shows that risk-equivalent Lat-inx/Black borrowers pay significantly higher interest rates in high-minority-share neighborhoods, resulting in over $450 million yearly loss for minority borrowers. FinTech lenders' rate disparities were similar to non-Fintech lenders for GSE mortgages, but lower for FHA mortgages issued in 2009-2015 and FHA refi mortgages issued in 2018-2019.

JOURNAL OF FINANCIAL ECONOMICS (2022)

添加到收藏夹

Article Business, Finance

Do Minorities Pay More for Mortgages?

Neil Bhutta et al.

Summary: The study found statistically significant gaps by race and ethnicity in mortgage interest rates, but these differences are offset by variations in discount points. Minorities and whites face identical rate schedules, but are located in different positions. Ultimately, there are no differences in total fees by race or ethnicity in mortgage lending.

REVIEW OF FINANCIAL STUDIES (2021)

添加到收藏夹

Article Business, Finance

Deep Learning for Mortgage Risk

Apaar Sadhwani et al.

Summary: The study found that the behavior of mortgage borrowers is highly influenced by a wide range of loan-specific and macroeconomic variables in a nonlinear manner, with prepayments having the largest nonlinear effect among all events. These nonlinear effects have significant implications for risk management, investment management, and mortgage-backed securities.

JOURNAL OF FINANCIAL ECONOMETRICS (2021)

添加到收藏夹

Article Business, Finance

On the Rise of FinTechs: Credit Scoring Using Digital Footprints

Tobias Berg et al.

REVIEW OF FINANCIAL STUDIES (2020)

添加到收藏夹

Article Business, Finance

Understanding Mortgage Spreads

Nina Boyarchenko et al.

REVIEW OF FINANCIAL STUDIES (2019)

添加到收藏夹

Article Business, Finance

The Role of Technology in Mortgage Lending

Andreas Fuster et al.

REVIEW OF FINANCIAL STUDIES (2019)

添加到收藏夹

Article Business, Finance

Fintech, regulatory arbitrage, and the rise of shadow banks

Greg Buchak et al.

JOURNAL OF FINANCIAL ECONOMICS (2018)

添加到收藏夹

Article Business, Finance

What Drives Racial and Ethnic Differences in High-Cost Mortgages? The Role of High-Risk Lenders

Patrick Bayer et al.

REVIEW OF FINANCIAL STUDIES (2018)

添加到收藏夹

Proceedings Paper Economics

Algorithmic Fairness

Jon Kleinberg et al.

AEA PAPERS AND PROCEEDINGS (2018)

添加到收藏夹

Article Economics

Payment Size, Negative Equity, and Mortgage Default

Andreas Fuster et al.

AMERICAN ECONOMIC JOURNAL-ECONOMIC POLICY (2017)

添加到收藏夹

Article Economics

MACHINE LEARNING IN ECONOMETRICS Double/Debiased/Neyman Machine Learning of Treatment Effects

Victor Chernozhukov et al.

AMERICAN ECONOMIC REVIEW (2017)

添加到收藏夹

Article Economics

The State of Applied Econometrics: Causality and Policy Evaluation

Susan Athey et al.

JOURNAL OF ECONOMIC PERSPECTIVES (2017)

添加到收藏夹

Article Economics

Machine Learning: An Applied Econometric Approach

Sendhil Mullainathan et al.

JOURNAL OF ECONOMIC PERSPECTIVES (2017)

添加到收藏夹

Article Business, Finance

Failure to refinance

Benjamin J. Keys et al.

JOURNAL OF FINANCIAL ECONOMICS (2016)

添加到收藏夹

Article Economics

Differences in subprime loan pricing across races and neighborhoods

Andra C. Ghent et al.

REGIONAL SCIENCE AND URBAN ECONOMICS (2014)

添加到收藏夹

Article Economics

Big Data: New Tricks for Econometrics

Hal R. Varian

JOURNAL OF ECONOMIC PERSPECTIVES (2014)

添加到收藏夹

Article Economics

High-Dimensional Methods and Inference on Structural and Treatment Effects

Alexandre Belloni et al.

JOURNAL OF ECONOMIC PERSPECTIVES (2014)

添加到收藏夹

Article Economics

Pricing and Welfare in Health Plan Choice

M. Kate Bundorf et al.

AMERICAN ECONOMIC REVIEW (2012)

添加到收藏夹

Article Business, Finance

Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market

Giovanni Dell'Ariccia et al.

JOURNAL OF MONEY CREDIT AND BANKING (2012)

添加到收藏夹

Article Business, Finance

Understanding the Subprime Mortgage Crisis

Yuliya Demyanyk et al.

REVIEW OF FINANCIAL STUDIES (2011)

添加到收藏夹

Article Economics

Selection in Insurance Markets: Theory and Empirics in Pictures

Liran Einav et al.

JOURNAL OF ECONOMIC PERSPECTIVES (2011)

添加到收藏夹

Article Business, Finance

Recourse and Residential Mortgage Default: Evidence from US States

Andra C. Ghent et al.

REVIEW OF FINANCIAL STUDIES (2011)

添加到收藏夹

Article Economics

Implementing Anti-Discrimination Policies in Statistical Profiling Models

Devin G. Pope et al.

AMERICAN ECONOMIC JOURNAL-ECONOMIC POLICY (2011)

添加到收藏夹

Article Business, Finance

Consumer credit-risk models via machine-learning algorithms

Amir E. Khandani et al.

JOURNAL OF BANKING & FINANCE (2010)

添加到收藏夹

Article Economics

What Triggers Mortgage Default?

Ronel Elul et al.

AMERICAN ECONOMIC REVIEW (2010)

添加到收藏夹

Article Economics

DID SECURITIZATION LEAD TO LAX SCREENING? EVIDENCE FROM SUBPRIME LOANS

Benjamin J. Keys et al.

QUARTERLY JOURNAL OF ECONOMICS (2010)

添加到收藏夹

Article Business, Finance

Limits of arbitrage: Theory and evidence from the mortgage-backed securities market

Xavier Gabaix et al.

JOURNAL OF FINANCE (2007)

添加到收藏夹

Article Computer Science, Artificial Intelligence

Random forests

L Breiman

MACHINE LEARNING (2001)

添加到收藏夹

© Peeref 2019-2024. All rights reserved.