The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing
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- Anthony Pennington-Cross, 2006. "The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing," Working Papers 2006-027, Federal Reserve Bank of St. Louis.
References listed on IDEAS
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More about this item
KeywordsMortgages; Subprime; Foreclosure; D12; G12; G21; C25;
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
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