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What drives default and prepayment on subprime auto loans?

Heitfield, Erik A.; Sabarwal, Tarun - In: The journal of real estate finance and economics 29 (2004) 4, pp. 457-477

Persistent link: https://www.econbiz.de/10002475917

What Drives Default and Prepayment on Subprime Auto Loans?

Heitfield, Erik; Sabarwal, Tarun - In: The journal of real estate finance and economics 29 (2004) 4, pp. 457-478

Persistent link: https://www.econbiz.de/10007100311

What Drives Default and Prepayment on Subprime Auto Loans?

Heitfield, Erik; Sabarwal, Tarun - In: The Journal of Real Estate Finance and Economics 29 (2004) 4, pp. 457-477

This paper uses novel data on the performance of loan pools underlying asset-backed securities to estimate a competing risks model of default and prepayment on subprime automobile loans. We find that prepayment rates increase rapidly with loan age but are not affected by prevailing market...

Persistent link: https://www.econbiz.de/10005716738

What Drives Default and Prepayment on Subprime Auto Loans?

Heitfield, Erik; Sabarwal, Tarun - EconWPA - 2004

This paper uses novel data on the performance of pools underlying asset- backed securities to estimate a competing risks model of default and prepayment on subprime automobile loans. We find that prepayment rates increase rapidly with loan age but are not affected by prevailing market interest...

Persistent link: https://www.econbiz.de/10005413208

Using guarantees and credit derivatives to reduce credit risk capital requirements under the new Basel Capital Accord

Heitfield, Erik - In: Credit derivatives : the definitive guide, (pp. 451-466). 2004

Persistent link: https://www.econbiz.de/10002799058

[Rezension von: Credit reporting systems and the international economy, ed. by Margaret J. Miller]

Heitfield, Erik A. - In: Journal of economic literature 43 (2005) 2, pp. 506-507

Persistent link: https://www.econbiz.de/10003093878

Parametric, semi-parametric and non-parametric models of telecommunications demand : an investigation of residential calling patterns

Heitfield, Erik A.; Levy, Armando - In: Information economics and policy : IEP 13 (2001) 3, pp. 311-329

Persistent link: https://www.econbiz.de/10001616689

The geographic scope of retail deposit markets

Heitfield, Erik A.; Prager, Robin A. - 2002

Persistent link: https://www.econbiz.de/10001714752

What do interest rate data say about the geography of retail banking markets?

Heitfield, Erik A. - In: The antitrust bulletin : the journal of American and … 44 (1999) 2, pp. 333-347

Persistent link: https://www.econbiz.de/10001431381

The geographic scope of retail deposit markets

Heitfield, Erik A.; Prager, Robin A. - In: Journal of financial services research : JFSR 25 (2004) 1, pp. 37-55

Persistent link: https://www.econbiz.de/10001904950

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