Details about Andreas Lehnert

Access statistics for papers by Andreas Lehnert.

Last updated 2013-06-04. Update your information in the RePEc Author Service.

Short-id: ple465

Working Papers

2016

1. Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (11)

2014

2. Supervisory stress tests
   Staff Reports, Federal Reserve Bank of New York View citations (9)

2013

3. The history of cyclical macroprudential policy in the United States
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (32)

2009

4. Designing loan modifications to address the mortgage crisis and the making home affordable program
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
5. Making sense of the subprime crisis
   Public Policy Discussion Paper, Federal Reserve Bank of Boston View citations (39)
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2009) View citations (11)
   See also Journal Article Making Sense of the Subprime Crisis, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2008) View citations (158) (2008)

2008

6. The incentives of mortgage servicers: myths and realities
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (28)

2007

7. Personal bankruptcy and credit market competition
   Staff Reports, Federal Reserve Bank of New York View citations (4)
   See also Journal Article Personal Bankruptcy and Credit Market Competition, Journal of Finance, American Finance Association (2010) View citations (98) (2010)

2006

8. Federal Reserve research on government-sponsored enterprises
   Proceedings, Federal Reserve Bank of Chicago
9. GSEs, mortgage rates, and secondary market activities
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (17)
   See also Journal Article GSEs, Mortgage Rates, and Secondary Market Activities, The Journal of Real Estate Finance and Economics, Springer (2008) View citations (19) (2008)
10. The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2005

11. An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization
    Basel II White Paper, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
12. The Rent-Price Ratio for the Aggregate Stock of Owner-Occupied Housing
    Urban/Regional, University Library of Munich, Germany View citations (12)
    See also Journal Article THE RENT‐PRICE RATIO FOR THE AGGREGATE STOCK OF OWNER‐OCCUPIED HOUSING, Review of Income and Wealth, International Association for Research in Income and Wealth (2008) View citations (89) (2008)
13. The potential impact of explicit Basel II operational risk capital charges on the competitive environment of processing banks in the United States
    Basel II White Paper, Board of Governors of the Federal Reserve System (U.S.)

2004

14. Housing, consumption, and credit constraints
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (68)

2002

15. Consumption, debt and portfolio choice: testing the effect of bankruptcy law
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (34)
16. Does the Community Reinvestment Act (CRA) cause banks to provide a subsidy to some mortgage borrowers?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
17. Increasing returns and optimal oscillating labor supply
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
18. Measuring the CRA subsidy in mortgage markets
    Proceedings, Federal Reserve Bank of Chicago

1999

19. Pricing systemic crises: monetary and fiscal policy when savers are uncertain
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
20. The banking industry and the safety net subsidy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

1998

21. Asset pooling, credit rationing, and growth
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (14)

Journal Articles

2010

1. Personal Bankruptcy and Credit Market Competition
   Journal of Finance, 2010, 65, (2), 655-686 View citations (98)
   See also Working Paper Personal bankruptcy and credit market competition, Staff Reports (2007) View citations (4) (2007)

2009

2. Strategic Trading in Multiple Assets and the Effects on Market Volatiliy
   International Journal of Central Banking, 2009, 5, (4), 143-172 View citations (10)

2008

3. GSEs, Mortgage Rates, and Secondary Market Activities
   The Journal of Real Estate Finance and Economics, 2008, 36, (3), 343-363 View citations (19)
   See also Working Paper GSEs, mortgage rates, and secondary market activities, Finance and Economics Discussion Series (2006) (2006)
4. Making Sense of the Subprime Crisis
   Brookings Papers on Economic Activity, 2008, 39, (2 (Fall)), 69-159 View citations (158)
   See also Working Paper Making sense of the subprime crisis, Public Policy Discussion Paper (2009) View citations (39) (2009)
5. THE RENT‐PRICE RATIO FOR THE AGGREGATE STOCK OF OWNER‐OCCUPIED HOUSING
   Review of Income and Wealth, 2008, 54, (2), 279-284 View citations (89)
   See also Working Paper The Rent-Price Ratio for the Aggregate Stock of Owner-Occupied Housing, Urban/Regional (2005) View citations (12) (2005)

2006

6. Comment on: "An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac"
   Journal of Monetary Economics, 2006, 53, (1), 177-182 View citations (4)

2000

7. Mutual funds and the U.S. equity market
   Federal Reserve Bulletin, 2000, 86, (Dec), 797-812 View citations (10)

1999

8. LIQUIDITY CONSTRAINTS AND INCENTIVE CONTRACTS
   Macroeconomic Dynamics, 1999, 3, (1), 1-47 View citations (18)