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Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework
Li, Jackie; Kogure, Atsuyuki; Liu, Jia - In: Risks : open access journal 7 (2019) 1/11, pp. 1-12
In this paper, we suggest a Bayesian multivariate approach for pricing a reverse mortgage, allowing for house price … three risk components simultaneously. Our numerical results based on Australian data suggest that a reverse mortgage would …
Persistent link: https://www.econbiz.de/10012018623
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Economic uncertainty, monetary uncertainty, and the demand for money in Africa
Bahmani-Oskooee, Mohsen; Kones, Alice - In: Applied economics quarterly 60 (2014) 4, pp. 293-313
Persistent link: https://www.econbiz.de/10010508658
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Economic uncertainty, monetary uncertainty, and the demand for money in Thailand
Bahmani-Oskooee, Mohsen; Satawatananon, Kaveepot; Xi, Dan - In: Global business & economics review 17 (2015) 4, pp. 467-476
Persistent link: https://www.econbiz.de/10011498616
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Economic uncertainty, monetary uncertainty and the Korean demand for money
Bahmani-Oskooee, Mohsen; Baek, Jungho - In: Journal of economic policy reform 20 (2017) 1, pp. 86-97
Persistent link: https://www.econbiz.de/10011687499
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Economic uncertainty, monetary uncertainty, and the demand for money in Africa : an asymmetry analysis
Bahmani-Oskooee, Mohsen; Arize, Augustine Chuck - In: Global economy journal : GEJ 20 (2020) 2, pp. 2050007-1-2050007-24
Persistent link: https://www.econbiz.de/10012422878
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Do economic uncertainty and monetary uncertainty matter for money demand? : evidence from Pakistan
Mukhtar, Tahir; Jehan, Zainab - In: Journal of economic cooperation & development 43 (2022) 3, pp. 71-96
Persistent link: https://www.econbiz.de/10014430613
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User cost of credit card services under risk with intertemporal nonseparability
Barnett, William A.; Liu, Jinan - 2017
Persistent link: https://www.econbiz.de/10011965709
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Risk shocks close to the zero lower bound
Seneca, Martin - 2016
Persistent link: https://www.econbiz.de/10011557368
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Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications
Flamini, Alessandro; Milas, Costas - In: Journal of financial stability 16 (2015), pp. 89-105
Persistent link: https://www.econbiz.de/10011573962
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The exposure of mortgage borrowers to interest rate risk, income risk and house price risk : evidence from Swiss loan application data
Brown, Martin; Guin, Benjamin - 2014 - This draft: 2 December 2014
We study the exposure of mortgage borrowers in Switzerland to interest rate, income and house price risks and examine … analysis is based on a unique data set of household mortgage applications from September 2012 until January 2014. Our … assessment of risk exposure among mortgage borrowers in Switzerland is highly sensitive to the underlying assumptions on mortgage …
Persistent link: https://www.econbiz.de/10011344795