A method of retail mortgage stress testing : based on time-frame and magnitude analysis
Chang Liu, Raja Nassar and Min Guo
| Year of publication: |
2015
|
|---|---|
| Authors: | Liu, Chang ; Nassar, Raja ; Guo, Min |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 4, p. 261-274
|
| Subject: | non-stationary Markov chain | VARMAX-L modeling | retail mortgages | asset distribution | Einzelhandel | Retail trade | Hypothek | Mortgage | Markov-Kette | Markov chain | Kreditrisiko | Credit risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011305205