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Time to default in the UK mortgage market

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  • Lambrecht, Bart
  • Perraudin, William
  • Satchell, Stephen

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Bibliographic Info

Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 14 (1997)
Issue (Month): 4 (October)
Pages: 485-499

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Handle: RePEc:eee:ecmode:v:14:y:1997:i:4:p:485-499

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Web page: http://www.elsevier.com/locate/inca/30411

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References

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  1. Ncube, M. & Satchell, S.E., 1995. "Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options," Cambridge Working Papers in Economics 9408, Faculty of Economics, University of Cambridge.
  2. Kerry D. Vandell, 1993. "Handing Over the Keys: A Perspective on Mortgage Default Research," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(3), pages 211-246.
  3. Thomas M. Springer & Neil G. Waller, 1993. "Lender Forbearance: Evidence from Mortgage Delinquency Patterns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(1), pages 27-46.
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Cited by:
  1. John Whitley & Richard Windram & Prudence Cox, 2004. "An empirical model of household arrears," Bank of England working papers 214, Bank of England.
  2. Seow Ong & Tien Sing & Alan Teo, 2007. "Delinquency and Default in Arms: The Effects of Protected Equity and Loss Aversion," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 253-280, October.
  3. repec:ese:iserwp:2006-08 is not listed on IDEAS
  4. Boheim, Rene & Taylor, Mark P., 2000. "My Home Was My Castle: Evictions and Repossessions in Britain," Journal of Housing Economics, Elsevier, vol. 9(4), pages 287-319, December.
  5. Mitropoulos, Atanasios & Zaidi, Rida, 2009. "Relative indicators of default risk among UK residential mortgages," MPRA Paper 19619, University Library of Munich, Germany.
  6. Aron, Janine & Muellbauer, John, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," CEPR Discussion Papers 7986, C.E.P.R. Discussion Papers.
  7. Hott, Christian, 2013. "A model of mortgage losses and its applications for macroprudential instruments," Discussion Papers 34/2013, Deutsche Bundesbank, Research Centre.

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