Modeling mortgage survival
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References listed on IDEAS
- Yuliya Demyanyk & Otto Van Hemert, 2011.
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More about this item
Keywordsmarket risk; credit risk; mortgage; survival models;
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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