Dormancy risk and expected profits of consumer loans
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Bandopadhyaya, Arindam, 1994. "An Estimation of the Hazard Rate of Firms under Chapter 11 Protection," The Review of Economics and Statistics, MIT Press, vol. 76(2), pages 346-350, May.
- Carling, Kenneth & Edin, Per-Anders & Harkman, Anders & Holmlund, Bertil, 1996. "Unemployment duration, unemployment benefits, and labor market programs in Sweden," Journal of Public Economics, Elsevier, vol. 59(3), pages 313-334, March.
- Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-679, June.
- Dionne, Georges & Artis, Manuel & Guillen, Montserrat, 1996.
"Count data models for a credit scoring system,"
Journal of Empirical Finance,
Elsevier, vol. 3(3), pages 303-325, September.
- Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998.
"Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk,"
Working Paper Series
70, Sveriges Riksbank (Central Bank of Sweden).
- Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998. "Duration of consumer loans and bank lending policy: dormancy versus default risk," SSE/EFI Working Paper Series in Economics and Finance 280, Stockholm School of Economics.
- Carling, Kenneth & Soderberg, Hans, 1998. "An experimental comparison of gradient methods in econometric duration analysis," Computational Statistics & Data Analysis, Elsevier, vol. 27(1), pages 83-97, March.
- Baek, In-Mee & Bandopadhyaya, Arindam, 1996. "The determinants of the duration of commercial bank debt renegotiation for sovereigns," Journal of Banking & Finance, Elsevier, vol. 20(4), pages 673-685, May.
- Cleveland, William S. & Devlin, Susan J. & Grosse, Eric, 1988. "Regression by local fitting : Methods, properties, and computational algorithms," Journal of Econometrics, Elsevier, vol. 37(1), pages 87-114, January.
- Hans-Peter Blossfeld & Alfred Hamerle, 1992. "Unobserved heterogeneity in event history models," Quality & Quantity: International Journal of Methodology, Springer, vol. 26(2), pages 157-168, May.
- Lawrence, Edward C. & Smith, L. Douglas & Rhoades, Malcolm, 1992. "An analysis of default risk in mobile home credit," Journal of Banking & Finance, Elsevier, vol. 16(2), pages 299-312, April.
- Deng, Yongheng, 1997.
"Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure,"
The Journal of Real Estate Finance and Economics,
Springer, vol. 14(3), pages 309-331, May.
- Yongheng Deng, "undated". "Mortgage Termination: An Empirical Hazard Model with Stochastic Term Structure," Working Papers _002, University of California at Berkeley, Econometrics Laboratory Software Archive.
- Shoven, John & Green, Jerry, 1986.
"The Effects of Interest Rates on Mortgage Prepayments,"
3204664, Harvard University Department of Economics.
- Green, Jerry & Shoven, John B, 1986. "The Effects of Interest Rates on Mortgage Prepayments," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 18(1), pages 41-59, February.
- Jerry Green & John B. Shoven, 1983. "The Effects of Interest Rates on Mortgage Prepayments," NBER Working Papers 1246, National Bureau of Economic Research, Inc.
- Boyes, William J. & Hoffman, Dennis L. & Low, Stuart A., 1989. "An econometric analysis of the bank credit scoring problem," Journal of Econometrics, Elsevier, vol. 40(1), pages 3-14, January.
When requesting a correction, please mention this item's handle: RePEc:eee:jbfina:v:25:y:2001:i:4:p:717-739. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.