Nonparametric testing for information asymmetry in the mortgage servicing market
Helmi Jedidi and Georges Dionne
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Jedidi, Helmi ; Dionne, Georges |
| Publisher: |
[Montréal] : [Canada Research Chair in Risk Management] |
| Subject: | Mortgage servicing market | securitization | information asymmetry test | parametric model | nonparametric model | kernel estimation | instrumental variable | causality | Asymmetrische Information | Asymmetric information | Hypothek | Mortgage | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Verbriefung | Securitization | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 65 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - [Montréal] : Canada Research Chair in Risk Management, ISSN 1206-3304, ZDB-ID 3003505-3. - Vol. [19, 1] |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012139162