Landini, Simone; Uberti, Mariacristina; Casellina, Simone - In: Mathematics and Computers in Simulation (MATCOM) 108 (2015) C, pp. 245-259
This paper deepens previous studies on the analysis of the fixed (FRMs) and adjustable rate mortgages (ARMs) dynamics and the interconnections between FRMs and ARMs markets. In particular, an econometric analysis on the Italian mortgage markets series from 1997:q1 to 2012:q3 is set up by...
