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We study the exposure of mortgage borrowers in Switzerland to interest rate, income and house price risks and examine … analysis is based on a unique data set of household mortgage applications from September 2012 until January 2014. Our … assessment of risk exposure among mortgage borrowers in Switzerland is highly sensitive to the underlying assumptions on mortgage …
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We study the aggregate exposure of mortgage borrowers in Switzerland to interest rate and house price risks and examine … variation. The analysis is based on a unique data set of household mortgage applications. Our results suggest that the aggregate …
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