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  • Search: subject:"delinquency rates"
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Year of publication
Subject
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Credit risk 2 Delinquency rates 2 Dynamic Conditional Correlation 2 Hypothek 2 Interest rate 2 Kreditrisiko 2 Mortgage 2 Zins 2 delinquency rates 2 macroeconomic factors 2 non-linear autoregressive models 2 ARCH model 1 ARCH-Modell 1 Auto loans 1 Balanced covariates 1 Bank lending 1 Capital income 1 Commercial Real Estate 1 Commercial real estate 1 Cooperative bank 1 Correlation 1 Credit card 1 Credit rating 1 Credit union loan rates 1 Delinquency Rates 1 Estimation 1 Funding liquidity 1 Genossenschaftsbank 1 Gewerbeimmobilien 1 Immobilienmarkt 1 Immobilienpreis 1 Kapitaleinkommen 1 Kernel density plots 1 Korrelation 1 Kreditgeschäft 1 Kreditkarte 1 Kreditwürdigkeit 1 Liquidity 1 Liquidität 1 Market Liquidity 1
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Online availability
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Free 3 Undetermined 2 CC license 1
Type of publication
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Article 4 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 5
Author
All
Fallanca, Mariagrazia 2 Forgione, Antonio Fabio 2 Otranto, Edoardo 2 Dijk, Dorinth van 1 Duarte, Joshua 1 Francke, Marc 1 Fuinhas, José Alberto 1 Fullerton, Thomas M. 1 Silva, Nuno 1 Tokle, Robert John 1 Walke, Adam G. 1 Wang, Yumei 1
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Published in...
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DNB working papers 1 Journal of Risk and Financial Management 1 Journal of empirical finance 1 Journal of risk and financial management : JRFM 1 Studies in economics and finance 1
Source
All
ECONIS (ZBW) 4 EconStor 1
Showing 1 - 5 of 5
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The dynamic relationship between delinquency rates, funding and market liquidity and asset prices in private commercial real estate markets
Dijk, Dorinth van; Francke, Marc; Wang, Yumei - 2025
Persistent link: https://www.econbiz.de/10015402765
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Do the determinants of non-performing loans have a different effect over time? A conditional correlation approach
Fallanca, Mariagrazia; Forgione, Antonio Fabio; … - In: Journal of Risk and Financial Management 14 (2021) 1, pp. 1-15
these models to quarterly delinquency rates and an array of macroeconomic variables for the US, for the period 1985-2019, we …
Persistent link: https://www.econbiz.de/10012611579
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Cover Image
Do the determinants of non-performing loans have a different effect over time? : a conditional correlation approach
Fallanca, Mariagrazia; Forgione, Antonio Fabio; … - In: Journal of risk and financial management : JRFM 14 (2021) 1/21, pp. 1-15
these models to quarterly delinquency rates and an array of macroeconomic variables for the US, for the period 1985-2019, we …
Persistent link: https://www.econbiz.de/10012416891
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Cover Image
On the interdependencies between mortgage, credit card and auto loans delinquency rates : evidence from the US states plus the District of Columbia
Fuinhas, José Alberto; Silva, Nuno; Duarte, Joshua - In: Studies in economics and finance 40 (2023) 3, pp. 467-486
Persistent link: https://www.econbiz.de/10014252624
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Cover Image
Risk-based loan pricing consequences for credit unions
Walke, Adam G.; Fullerton, Thomas M.; Tokle, Robert John - In: Journal of empirical finance 47 (2018), pp. 105-119
Persistent link: https://www.econbiz.de/10012103497
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