Spillover effects in home mortgage defaults: Identifying the power neighbor
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DOI: 10.1016/j.regsciurbeco.2018.07.011
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Cited by:
- Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019.
"Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states,"
The Journal of Economic Asymmetries, Elsevier, vol. 19(C), pages 1-1.
- Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018. "Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States," Working Papers 201850, University of Pretoria, Department of Economics.
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More about this item
Keywords
Discrete choices; Key player analysis; Mortgage defaults; Spatial networks; Rational expectations;All these keywords.
JEL classification:
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
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