Continuous Workout Mortgages : efficient pricing and systemic implications
Robert J. Shiller, Rafal M. Wojakowski, M. Shahid Ebrahim, Mark B. Shackleton
| Year of publication: |
2019
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|---|---|
| Authors: | Shiller, Robert J. ; Wojakowski, Rafal M. ; Ebrahim, Muhammed Shahid ; Shackleton, Mark B. |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 157.2019, p. 244-274
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| Subject: | Embedded option to default | House price index indexation | Insurance | Negative equity | Prepayment intensity | Repayment mortgage | Hypothek | Mortgage | Immobilienpreis | Real estate price | Versicherung | Immobilienmarkt | Real estate market | Subprime-Krise | Subprime financial crisis | Optionspreistheorie | Option pricing theory | Kredittilgung | Loan repayment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2017.12.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012138488