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Mortgages denominated in domestic and foreign currencies : simple models
Király, Júlia; Simonovits, András - 2015
After the short temporary popularity of foreign currency denominated (FXD) loans, during the Great Financial and Economic Recession (2007- 2013), the burden of these loans has become unaffordable for a lot of borrowers in East Central Europe. We have designed a family of simple models to compare...
Persistent link: https://www.econbiz.de/10010481775
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Optimal risk-sharing in mortgage contracts : the effects of potential prepayment and default
Brueckner, Jan K.; Lee, Kangoh - 2014
Much of the literature on the economics of mortgage markets has studied the FRM-ARM choice made by individual borrowers … of optimal risk-sharing in mortgage contracts. But since only a small literature has studied this question, more research …'s (1986a) model, using it to characterize optimal contracts in the absence of mortgage termination, and then exploring how …
Persistent link: https://www.econbiz.de/10010412302
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Mortgage prepayment, race, and monetary policy
Gerardi, Kristopher; Willen, Paul; Zhang, David Hao - 2021
mortgage contract designs that more directly pass through interest rate declines to borrowers can reduce racial mortgage …
Persistent link: https://www.econbiz.de/10012392369
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Modeling credit losses for multiple loan portfolios
Gapko, Petr; S̆mid, Martin - In: Finance a úvěr 69 (2019) 6, pp. 558-579
Persistent link: https://www.econbiz.de/10012303180
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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
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A life cycle model with housing tenure, constrained mortgage finance and a risky asset under uncertainty
He, Zhechun; Simmons, Peter J. - 2018
Persistent link: https://www.econbiz.de/10011941354
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Indicators of collateral misreporting
Demiroglu, Cem; James, Christopher M. - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1747-1760
Persistent link: https://www.econbiz.de/10011855732
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Mortgages denominated in domestic and foreign currencies : simple models
Király, Júlia; Simonovits, András - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1641-1653
Persistent link: https://www.econbiz.de/10011823938
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Poverty in the Russian Federation
Ferrer-i-Carbonell, Ada; van Praag, Bernard M. S. - 2001
This paper is intended to shed light on the extent of poverty in the Russian Federation. We present estimates of poverty lines and poverty ratios derived from subjective questions used in a during data collection for a large household panel (RUSSET). We estimate poverty using a subjective...
Persistent link: https://www.econbiz.de/10010276957
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Transformation und Integration : aktuelle Probleme und Perspektiven west-/osteuropäischer Wirtschaftsbeziehungen
Bolten, Jürgen (ed.); Dathe, Marion (contributor) - 1995
Persistent link: https://www.econbiz.de/10000546459