Time to default in the UK mortgage market
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References listed on IDEAS
- 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.
- 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.
- 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.
- von Furstenberg, George M, 1969. "Default Risk on FHA-Insured Home Mortgages as a Function of the Terms of Financing: A Quantitative Analysis," Journal of Finance, American Finance Association, vol. 24(3), pages 459-477, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Janine Aron & John Muellbauer, 2010.
"Modelling and Forecasting UK Mortgage Arrears and Possessions,"
Economics Series Working Papers
499, University of Oxford, Department of Economics.
- 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.
- Aron, Janine & Muellbauer, John, 2010. "Modelling and forecasting UK mortgage arrears and possessions," LSE Research Online Documents on Economics 58520, London School of Economics and Political Science, LSE Library.
- Aron, Janine & Muellbauer, John, 2016.
"“Modelling and forecasting mortgage delinquency and foreclosure in the UK.”,"
Journal of Urban Economics,
Elsevier, vol. 94(C), pages 32-53.
- Aron, Janine & Muellbauer, John, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," CEPR Discussion Papers 11236, C.E.P.R. Discussion Papers.
- Janine Aron & John Muellbauer, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," Economics Series Working Papers 793, University of Oxford, Department of Economics.
- 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.
- Taylor, Mark P. & Pevalin, David J. & Todd, Jennifer, 2006. "The psychological costs of unsustainable housing commitments," ISER Working Paper Series 2006-08, Institute for Social and Economic Research.
- Mitropoulos, Atanasios & Zaidi, Rida, 2009. "Relative indicators of default risk among UK residential mortgages," MPRA Paper 19619, University Library of Munich, Germany.
- Hott, Christian, 2015.
"A model of mortgage losses and its applications for macroprudential instruments,"
Journal of Financial Stability,
Elsevier, vol. 16(C), pages 183-194.
- Hott, Christian, 2013. "A model of mortgage losses and its applications for macroprudential instruments," Discussion Papers 34/2013, Deutsche Bundesbank.
- Hott, Christian, 2014. "A Model of Mortgage Losses and its Applications for Macroprudential Instruments," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100553, Verein für Socialpolitik / German Economic Association.
- 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.
- BÃ¶heim, RenÃ© & Taylor, Mark P., 2000. "My home was my castle: evictions and repossessions in Britain," ISER Working Paper Series 2000-04, Institute for Social and Economic Research.
- John Whitley & Richard Windram & Prudence Cox, 2004. "An empirical model of household arrears," Bank of England working papers 214, Bank of England.
- Crook, Jonathan & Banasik, John, 2012. "Forecasting and explaining aggregate consumer credit delinquency behaviour," International Journal of Forecasting, Elsevier, vol. 28(1), pages 145-160.
- Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko, 2016. "Measuring expected time to default under stress conditions for corporate loans," NBP Working Papers 237, Narodowy Bank Polski, Economic Research Department.
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