Spatial contagion in mortgage defaults : a spatial dynamic survival model with time and space varying coefficients
Raffaella Calabrese, Jonathan Crook
| Year of publication: |
2020
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|---|---|
| Authors: | Calabrese, Raffaella ; Crook, Jonathan N. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 287.2020, 2 (1.12.), p. 749-761
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| Subject: | Conditional autoregressive model | Mortgage defaults | Spatial contagion | Survival model | Hypothek | Mortgage | Regionalökonomik | Regional economics | Insolvenz | Insolvency | Theorie | Theory | Räumliche Interaktion | Spatial interaction | Kreditrisiko | Credit risk | Ansteckungseffekt | Contagion effect | Räumliche Verteilung | Spatial distribution | Statistische Bestandsanalyse | Duration analysis | Subprime-Krise | Subprime financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.04.031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012293948