Another Determinant of Household Leverage: Evidence from J apan's Mortgage Loan Data

M Nagano, DH Yeom - International Review of Finance, 2014 - Wiley Online Library
M Nagano, DH Yeom
International Review of Finance, 2014Wiley Online Library
We investigate determinants of household leverage in J apan, which did not experience the
sharp rise in real estate prices and dramatic securitized mortgage market developments in
the 2000s, and prove that these determinants are not universal. We employ household
sample data collected during 2001–2010 by the J apan H ousing F inance A gency and the
N ikkei NEEDs R adar F inancial S urvey, totaling to 28,561 samples. We find that the
degree of household interest rate risk preference, which proxies the household …
Abstract
We investigate determinants of household leverage in Japan, which did not experience the sharp rise in real estate prices and dramatic securitized mortgage market developments in the 2000s, and prove that these determinants are not universal. We employ household sample data collected during 2001–2010 by the Japan Housing Finance Agency and the Nikkei NEEDs Radar Financial Survey, totaling to 28,561 samples. We find that the degree of household interest rate risk preference, which proxies the household constitutional and behavioral factors including risk tolerance, positively relates to the household debt to income ratio. Further, as regards residential mortgage loans, these interest rate risk‐preferring households buy higher‐priced houses relative to their income, hold fewer financial assets, and tend to be headed by young males. We also find similarities between household mortgage debt determinants in Japan and the United States: the degree of regional bank market competition and the state of bank management soundness influence the aggressiveness of the residential mortgage loan business.
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