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Modelling default transitions in the UK mortgage market

McCann, Fergal - 2014

Persistent link: https://www.econbiz.de/10010515565

Refinance and mortgage default : a regression discontinuity analysis of HARP's impact on default rates

Karamon, Kadiri; McManus, Douglas A.; Zhu, Jun - In: The journal of real estate finance and economics 55 (2017) 4, pp. 457-475

Persistent link: https://www.econbiz.de/10011800730

Using observable and unobservable default risk to explain changes in heterogeneous consumer loan terms

Edelberg, Wendy M. - 2003

Persistent link: https://www.econbiz.de/10003385163

Refinance and Mortgage Default : A Regression Discontinuity Analysis of Harp's Impact on Default Rates

Karamon, Kadiri - 2018

This paper examines the impact of refinancing on mortgage defaults based on an empirical investigation of the Home …

Persistent link: https://www.econbiz.de/10012931993

Asymmetric Information and Subprime Mortgage Default

An, Xudong - 2015

, and its relationship with mortgage default. We find that lender effort to collect soft information is intertwined with …

Persistent link: https://www.econbiz.de/10013012127

Refinance and Mortgage Default : A Regression Discontinuity Analysis of HARP's Impact on Default Rates

Karamon, Kadiri - 2016

This paper examines the impact of refinancing on mortgage defaults based on an empirical investigation of the Home …

Persistent link: https://www.econbiz.de/10012989364

Assessing mortgage default risk in full-recourse economies, with an application to the case of Chile

Avanzini, Diego; Martínez, Juan Francisco; Pérez, Víctor - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-18

well-known model of mortgage default for nonrecourse economies (Geanakoplos and Zame, 2014), adding a nonpecuniary cost for … model, we obtain an analytical expression involving default determinants for micro and macro mortgage loans. As a case study … account for an important part of the cross-sectional probability of mortgage default. …

Persistent link: https://www.econbiz.de/10012545603

The good, the bad and the impaired : a credit risk model of the Irish mortgage market

Kelly, Robert; O'Malley, Terence - In: Journal of financial stability 22 (2016), pp. 1-9

Persistent link: https://www.econbiz.de/10011703769

A transitions-based model of loan default for Irish mortgages

Kelly, Robert; O'Malley, Terence - 2014

Persistent link: https://www.econbiz.de/10010515566

The good, the bad and the impaired : a credit risk model of the Irish mortgage market

Kelly, Robert - 2011

Persistent link: https://www.econbiz.de/10009419792