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Default risk, insurance and the mortgage contract under uncertainty
Brueckner, Jan K. - 1984
Persistent link: https://www.econbiz.de/10000966304
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Consumer bankruptcy, mortgage default and labour supply
Li, Wenli; Meghir, Costas; Oswald, Florian - 2022
individuals may file for bankruptcy or default on their mortgage. Uncertainty in the model is driven by house price shocks …
Persistent link: https://www.econbiz.de/10013167646
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Valuing vulnerable mortgage insurance under capital forbearance
Chang, Chia-Chien; Yu, Min-Teh - In: The journal of real estate finance and economics 54 (2017) 4, pp. 558-578
Persistent link: https://www.econbiz.de/10011797679
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Consumer bankruptcy, mortgage default and labor supply
Li, Wenli; Meghir, Costas; Oswald, Florian - 2022
Persistent link: https://www.econbiz.de/10013162691
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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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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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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