Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options
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Bibliographic InfoPaper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 9408.
Length: 17 pages
Date of creation: 1995
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Web page: http://www.econ.cam.ac.uk/index.htm
econometrics ; macroeconomics;
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- Bart Lambrecht & William Perraudin & Stephen Satchell, 1996.
"Time to Default in the U.K. Mortgage Market,"
Archive Working Papers
016, Birkbeck, Department of Economics, Mathematics & Statistics.
- Janine Aron & John Muellbauer, 2010.
"Modelling and Forecasting UK Mortgage Arrears and Possessions,"
SERC Discussion Papers
0052, Spatial Economics Research Centre, LSE.
- Aron, Janine & Muellbauer, John, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," CEPR Discussion Papers 7986, C.E.P.R. Discussion Papers.
- Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," Economics Series Working Papers 499, University of Oxford, Department of Economics.
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