Spatial dependence in subprime mortgage defaults
Year of publication: |
2021
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Authors: | Heinen, Andréas ; Kau, James B. ; Keenan, Donald C. ; Kim, Mi Lim |
Published in: |
The journal of real estate finance and economics. - New York, NY [u.a.] : Springer Science + Business Media B.V., ISSN 1573-045X, ZDB-ID 2018867-5. - Vol. 62.2021, 1, p. 1-24
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Subject: | Credit risk | Mortgage | Default | Copula | Dependence | Composite likelihood | Real estate | Kreditrisiko | Hypothek | Subprime-Krise | Subprime financial crisis | Multivariate Verteilung | Multivariate distribution | Immobilienpreis | Real estate price | Insolvenz | Insolvency | Immobilienmarkt | Real estate market |
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