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Households’ Default Probability: An Analysis Based on the Results of the HFCS

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  • Sónia Costa

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  • Sónia Costa, 2012. "Households’ Default Probability: An Analysis Based on the Results of the HFCS," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:ar201205
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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ar201205_e.pdf
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    References listed on IDEAS

    as
    1. Bonfim, Diana, 2009. "Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 281-299, February.
    2. Ana del Río & Garry Young, 2005. "The impact of unsecured debt on financial distress among British households," Working Papers 0512, Banco de España.
    3. repec:bla:ecpoli:v:24:y:2009:i::p:107-140 is not listed on IDEAS
    4. repec:oup:ecpoli:v:24:y:2009:i::p:107-140 is not listed on IDEAS
    5. Edelberg, Wendy, 2006. "Risk-based pricing of interest rates for consumer loans," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2283-2298, November.
    6. Burcu Duygan-Bump & Charles Grant, 2009. "Household debt repayment behaviour: what role do institutions play? [‘Welfare implications of the Bankruptcy Reform Act of 1999’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 24(57), pages 108-140.
    7. repec:ptu:bdpart:r201106 is not listed on IDEAS
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    Cited by:

    1. Hernandez Martinez, Victor & Liu, Kaixin, 2025. "The value of unemployment insurance: Liquidity vs. insurance value," Labour Economics, Elsevier, vol. 93(C).

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