New ways of modeling loan-to-income distributions and their evolution in time : a probability copula approach
Florian Gerth, Grigory Temnov
| Year of publication: |
2021
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|---|---|
| Authors: | Gerth, Florian ; Temnov, Grigory |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 217-236
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| Subject: | Bunching | Financial stability | Ireland | Macro prudential | Mortgages | Probability copula | Multivariate Verteilung | Multivariate distribution | Irland | Hypothek | Mortgage | Wahrscheinlichkeitsrechnung | Probability theory | Finanzkrise | Financial crisis | Theorie | Theory | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.08.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012627775