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A New Hedonic Method for Measuring Mortgage Default Risk and Prepayment Rate
Lin, Kai - 2018
Measuring and monitoring the true level of mortgage delinquencies across an economy is essential for asset pricing and … financial system stability. Yet public measures of mortgage default risk almost always use simple averages across pools of … individual assets, including balance-sheet loans or indices tracking default risk across portfolios of residential mortgage …
Persistent link: https://www.econbiz.de/10012912441
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Measuring the value of product characteristics in the presence of price dispersion
Ward, Damian R. - In: Managerial and decision economics : MDE ; the … 36 (2015) 8, pp. 535-544
Persistent link: https://www.econbiz.de/10011437834
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Measuring the effects of unconventional monetary policy on MBS spreads : a comparative study
Wang, Ling - In: The North American journal of economics and finance : a … 49 (2019), pp. 235-251
Persistent link: https://www.econbiz.de/10012269191
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Wages, inflation, and mortgage design
Nejadmalayeri, Ali - In: Journal of economics & business 63 (2011) 5, pp. 503-516
Persistent link: https://www.econbiz.de/10009299123
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Chasing contractual cash flows
Nicoll, William - In: Pensions : an international journal 16 (2011) 4, pp. 271-276
Persistent link: https://www.econbiz.de/10009546125
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Asset inflation in selected countries
Shigemi, Yosuke - In: Monetary and economic studies 13 (1995) 2, pp. 89-130
Persistent link: https://www.econbiz.de/10001191659
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A new perspective on the relationship between house prices and income
Quan Gan (contributor); Hill, Robert J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003798193
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An analysis of the neighborhood impacts of a Mortgage Assistance Program : a spatial hedonic model
Di, Wenhua; Ma, Jielai; Murdoch, James C. - 2010
Persistent link: https://www.econbiz.de/10008647632
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An analysis of the neighborhood impacts of a mortgage assistance programm : a spatial hedonic model
Di, Wenhua; Ma, Jielai; Murdoch, James C. - In: Journal of policy analysis and management : the journal … 29 (2010) 4, pp. 682-697
Persistent link: https://www.econbiz.de/10009527109