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~subject:"Asset-Backed Securities"
~subject:"Credit risk"
~subject:"Estimation"
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An, Xudong
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European journal of operational research : EJOR
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
2,066
RePEc
11
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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
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:
6
Monetary policy transmission in different credit markets
Levenk, Natalia
-
2024
Persistent link: https://www.econbiz.de/10014469913
Saved in:
7
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:
8
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:
9
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
Saved in:
10
Cash rate pass-through to outstanding mortgage rates
Ung, Benjamin
- In:
Bulletin / Reserve Bank of Australia
(
2024
),
pp. 13-19
Persistent link: https://www.econbiz.de/10014526889
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