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~subject:"Asset-Backed Securities"
~subject:"Credit risk"
~subject:"Estimation"
~subject:"United States"
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Asset-Backed Securities
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Agarwal, Sumit
40
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37
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32
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31
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Li, Wenli
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An, Xudong
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Empirica, Gesellschaft für Struktur- und Stadtforschung <Bonn>
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Federal National Mortgage Association <Washington, DC> / Office of Housing Policy Research
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The journal of real estate finance and economics
163
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128
Real estate economics : journal of the American Real Estate and Urban Economics Association
87
Journal of housing economics
72
NBER working paper series
56
The review of financial studies
52
Finance and economics discussion series
46
The journal of fixed income
46
The journal of structured finance
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44
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43
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39
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
3,660
RePEc
14
EconStor
1
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1
Impact of mortgage soft information in loan pricing on default prediction using machine learning
Luong, Thi Mai
;
Scheule, Harald
;
Wanzare, Nitya
- In:
International review of finance : the official journal …
23
(
2023
)
1
,
pp. 158-186
Persistent link: https://www.econbiz.de/10014251350
Saved in:
2
California wildfires, property damage, and mortgage repayment
Biswas, Siddhartha
;
Hossain, Mallick
;
Zink, David
-
2023
Persistent link: https://www.econbiz.de/10014282254
Saved in:
3
House price markups and mortgage defaults
Carrillo, Paul E.
;
Doerner, William M.
;
Larson, William
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
4
,
pp. 747-782
Persistent link: https://www.econbiz.de/10014306110
Saved in:
4
Analysis of macroeconomic determinants of non-performance in consumer and mortgage loans
Cortés, David
;
Soriano, Pilar
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490748
Saved in:
5
Paying too much? : borrower sophistication and overpayment in the US mortgage market
Bhutta, Neil
;
Fuster, Andreas
;
Hizmo, Aurel
-
2024
Persistent link: https://www.econbiz.de/10014487125
Saved in:
6
When insurers exit: climate losses, fragile insurers, and mortgage markets
Sastry, Parinitha
;
Sen, Ishita
;
Tenekedjieva, Ana-Maria
-
2024
Persistent link: https://www.econbiz.de/10014481358
Saved in:
7
Monetary policy transmission in different credit markets
Levenk, Natalia
-
2024
Persistent link: https://www.econbiz.de/10014469913
Saved in:
8
Misreporting of second liens in portfolio mortgages and privately securitized mortgages
Yavaş, Abdullah
;
Zhu, Shuang
- In:
Real estate economics
52
(
2024
)
1
,
pp. 73-109
Persistent link: https://www.econbiz.de/10014470076
Saved in:
9
A stress test approach to the calibration of borrower-based measures : a case study of the Czech Republic
Gregor, Jiří
-
2024
Persistent link: https://www.econbiz.de/10014521239
Saved in:
10
Assessing physical climate risk in repo-eligible residential mortgage-backed securities
McCarthy, Ronan
;
Reid, Geordie
- In:
Bulletin / Reserve Bank of Australia
(
2024
),
pp. 56-66
Persistent link: https://www.econbiz.de/10014528459
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