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A two-factor, stochastic programming model of Danish mortgage-backed securities

Nielsen, Søren S.; Poulsen, Rolf - In: Journal of economic dynamics & control 28 (2004) 7, pp. 1267-1289

Persistent link: https://www.econbiz.de/10001880794

Impact of mortgage soft information in loan pricing on default prediction using machine learning

Luong, Thi Mai; Scheule, Harald; Wanzare, Nitya - In: International review of finance : the official journal … 23 (2023) 1, pp. 158-186

Persistent link: https://www.econbiz.de/10014251350

Nominal rigidities in debt and product markets

Garriga, Carlos; Kydland, Finn E.; Šustek, Roman - 2016

Persistent link: https://www.econbiz.de/10012171871

Mirror, mirror, who is the fairest of them all? : reflections on the design of and risk distribution in the mortgage systems of Denmark and the UK

Berg, Jesper; Sinding Bentzen, Christian - In: National Institute economic review (2014) 230, pp. 58-75

Persistent link: https://www.econbiz.de/10010518895

Peas in a pod? : comparing the U.S. and Danish mortgage finance systems

Berg, Jesper; Bækmand Nielsen, Morten; Vickery, James - 2018

Like the United States, Denmark relies heavily on capital markets for funding residential mortgages, and the Danish … of the Danish mortgage finance system and compare and contrast it to the U.S. system. We also note characteristics of the … Danish model that may be of interest as the United States considers further mortgage finance reform. In particular, the …

Persistent link: https://www.econbiz.de/10011857417