Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Year of publication: |
2023
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Authors: | Bouras, Christos ; Christou, Christina ; Gupta, Rangan ; Lesame, Keagile |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-22
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Subject: | Housing returns | Mortgage default risks | Panel data predictive models | States and MSAs | Hypothek | Mortgage | USA | United States | Prognoseverfahren | Forecasting model | Immobilienpreis | Real estate price | Kreditrisiko | Credit risk | Panel | Panel study | Insolvenz | Insolvency | Wohnimmobilien | Residential real estate |
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