Spatial dependence in subprime mortgage defaults
Andréas Heinen, James B. Kau, Donald C. Keenan, Mi Lim Kim
| Year of publication: |
2021
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|---|---|
| Authors: | Heinen, Andréas ; Kau, James B. ; Keenan, Donald C. ; Kim, Mi Lim |
| Published in: |
The journal of real estate finance and economics. - New York, NY [u.a.] : Springer Science + Business Media B.V., ISSN 1573-045X, ZDB-ID 2018867-5. - Vol. 62.2021, 1, p. 1-24
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| Subject: | Credit risk | Mortgage | Default | Copula | Dependence | Composite likelihood | Real estate | Hypothek | Kreditrisiko | Subprime-Krise | Subprime financial crisis | Immobilienpreis | Real estate price | Multivariate Verteilung | Multivariate distribution | Insolvenz | Insolvency | Immobilienmarkt | Real estate market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11146-019-09708-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012428374