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Model house price volatilities : spatial and temporal structure
Zhang, Jiawei; Zhang, Lihua - In: The journal of structured finance 25 (2019) 2, pp. 64-74
Persistent link: https://www.econbiz.de/10012125667
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Basel regulatory capital formula revised
Yang, Yimin; Wu, Min - In: International journal of financial engineering 8 (2021) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10012655060
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Residential Mortgage Default : The Roles of House Price Volatility, Euphoria and the Borrower's Put Option
Archer, Wayne R. - 2013
's put option are integrated in a model of residential mortgage default. These dimensions of the default problem have, to our … mortgage loans for twenty counties in Florida, over the period 2001 through 2008, third quarter, with housing price performance …
Persistent link: https://www.econbiz.de/10013086816
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Residential Mortgage Default : The Roles of House Price Volatility, Euphoria and the Borrower's Put Option
Archer, Wayne R. - 2012
's put option are integrated in a model of residential mortgage default. These dimensions of the default problem have, to our … mortgage loans for twenty counties in Florida, over the period 2001 through 2008, third quarter, with housing price performance …
Persistent link: https://www.econbiz.de/10013096496
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Residential mortgage default : the roles of house price volatility, euphoria and the borrower's put option
Archer, Wayne R.; Smith, Brent C. - 2010
Persistent link: https://www.econbiz.de/10009157878
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Residential mortgage default : the roles of house price volatility, euphoria and the borrower's put option
Archer, Wayne R.; Smith, Brent C. - In: The journal of real estate finance and economics 46 (2013) 2, pp. 355-378
Persistent link: https://www.econbiz.de/10009702305
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Residential Mortgage Default : The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option
Archer, Wayne R. - 2012
's put option are integrated in a model of residential mortgage default. These dimensions of the default problem have, to our … mortgage loans for twenty counties in Florida, over the period 2001 through 2008, third quarter, with housing price performance …
Persistent link: https://www.econbiz.de/10013116498
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Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market
Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, … - In: The European journal of finance 24 (2018) 10/12, pp. 909-943
Persistent link: https://www.econbiz.de/10012244422
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Bank default indicators with volatility clustering
Kenç, Turalay; Cevik, Emrah Ismail; Dibooglu, Sel - In: Annals of finance 17 (2021) 1, pp. 127-151
Persistent link: https://www.econbiz.de/10012489940
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A volatility-based single parameter Loss Given Default model
Yang, Hank - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 196-210
Persistent link: https://www.econbiz.de/10011306351