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Mortgage Stress Without Govern...
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Schätzung
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Schularick, Moritz
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Belke, Ansgar
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19
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19
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18
Eickmeier, Sandra
17
Koopman, Siem Jan
17
Westermann, Frank
17
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16
McAleer, Michael
16
Dungey, Mardi H.
14
Lucas, André
14
Rancière, Romain
13
Adrian, Tobias
12
Loayza, Norman
12
Rösch, Daniel
12
Agarwal, Sumit
11
Buch, Claudia M.
11
Caporale, Guglielmo Maria
11
Justiniano, Alejandro
11
Primiceri, Giorgio E.
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Schwaab, Bernd
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Tambalotti, Andrea
11
Zhou, Hao
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10
Bussière, Matthieu
10
Freixas, Xavier
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Laeven, Luc
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Mistrulli, Paolo Emilio
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10
Upper, Christian
10
Willen, Paul
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NBER working paper series
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NBER Working Paper
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Discussion paper / Centre for Economic Policy Research
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Journal of banking & finance
53
Economic modelling
42
Applied economics
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Journal of international financial markets, institutions & money
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Finance research letters
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Journal of risk and financial management : JRFM
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Journal of empirical finance
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The journal of fixed income
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Journal of financial economics
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Journal of financial stability
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The journal of real estate finance and economics
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Finance and economics discussion series
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ECONIS (ZBW)
3,512
EconStor
84
RePEc
1
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date (oldest first)
1
Accuracy of
mortgage
portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
2
Systematic and liquidity risk in subprime-
mortgage
backed securities
Dungey, Mardi H.
;
Dwyer, Gerald P. <jun.>
;
Flavin, Thomas J.
- In:
Open economies review
24
(
2013
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10009737967
Saved in:
3
Climate Risk and
Mortgage
Markets : Evidence from Hurricanes Harvey and Irma
Gete, Pedro
;
Tsouderou, Athena
-
2022
diff-in-diff analysis shows that private investors react to hurricane risk. We derive the market price of
mortgage
credit …
Persistent link: https://www.econbiz.de/10014245048
Saved in:
4
Mutual funds' fire sales and the real economy : evidence from hurricanes
Tubaldi, Roberto
-
2022
Persistent link: https://www.econbiz.de/10014422438
Saved in:
5
Multi-period structural model of a
mortgage
portfolio with cointegrated factors
Gapko, Petr
;
Šmíd, Martin
- In:
Finance a úvěr
66
(
2016
)
6
,
pp. 565-574
Persistent link: https://www.econbiz.de/10011582648
Saved in:
6
The determinants of
mortgage
defaults in Australia : evidence for the double-trigger hypothesis
Bergmann, Michelle
-
2020
Persistent link: https://www.econbiz.de/10013263031
Saved in:
7
Forecasting
mortgage
defaults : evidence from UK portfolio-level data
Makropoulos, Alexios
;
Savvopoulos, Anastasios
;
Jones, …
- In:
International journal of computational economics and …
5
(
2015
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10011342888
Saved in:
8
Modelling credit risk : evidence for EMV methodology on Portuguese
mortgage
data
Borges, Maria Rosa
;
Machado, Raquel
-
2020
Persistent link: https://www.econbiz.de/10012501978
Saved in:
9
Application of penalized splines method in the credit market
Yao, Zhilin
-
2008
Persistent link: https://www.econbiz.de/10003738379
Saved in:
10
Income volatility and residential mortage delinquency : evidence from 12 EU countries
Diaz-Serrano, Luis
-
2005
Persistent link: https://www.econbiz.de/10002684282
Saved in:
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