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The review of economics and statistics
European journal of operational research : EJOR
The journal of real estate finance and economics
58
Journal of banking & finance
30
Working papers / Federal Reserve Bank of Philadelphia, Research Department
29
The journal of structured finance
21
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NBER working paper series
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1
Impacts of extreme weather events on mortgage risks and their evolution under climate change : a case study on Florida
Calabrese, Raffaella
;
Dombrowski, Timothy
;
Mandel, Antoine
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 377-392
Persistent link: https://www.econbiz.de/10014456867
Saved in:
2
Benchmarking forecast approaches for mortgage credit risk for forward periods
Luong, Thi Mai
;
Scheule, Harald
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 750-767
Persistent link: https://www.econbiz.de/10013207168
Saved in:
3
Predicting mortgage early delinquency with machine learning methods
Chen, Shunqin
;
Guo, Zhengfeng
;
Zhao, Xinlei
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 358-372
Persistent link: https://www.econbiz.de/10012436411
Saved in:
4
Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Saved in:
5
A Bayesian approach to modeling mortgage default and prepayment
Bhattacharya, Arnab
;
Wilson, Simon P.
;
Soyer, Refik
- In:
European journal of operational research : EJOR
274
(
2019
)
3
,
pp. 1112-1124
Persistent link: https://www.econbiz.de/10011990305
Saved in:
6
Predicting loss severities for residential mortgage loans : a three-step selection approach
Do, Hung Xuan
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
270
(
2018
)
1
,
pp. 246-259
Persistent link: https://www.econbiz.de/10011869001
Saved in:
7
An empirical comparison of classification algorithms for mortgage default prediction : evidence from a distressed mortgage market
Fitzpatrick, Trevor
;
Mues, Christophe
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 427-439
Persistent link: https://www.econbiz.de/10011436704
Saved in:
8
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
9
The role of copulas in the housing crisis
Zimmer, David M.
- In:
The review of economics and statistics
94
(
2012
)
2
,
pp. 607-620
Persistent link: https://www.econbiz.de/10009660686
Saved in:
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