Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options
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- Janine Aron & John Muellbauer, 2010.
"Modelling and Forecasting UK Mortgage Arrears and Possessions,"
Economics Series Working Papers
499, University of Oxford, Department of Economics.
- Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," SERC Discussion Papers 0052, Spatial Economics Research Centre, LSE.
- Aron, Janine & Muellbauer, John, 2010. "Modelling and forecasting UK mortgage arrears and possessions," LSE Research Online Documents on Economics 58520, London School of Economics and Political Science, LSE Library.
- Aron, Janine & Muellbauer, John, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," CEPR Discussion Papers 7986, C.E.P.R. Discussion Papers.
- Lambrecht, Bart & Perraudin, William & Satchell, Stephen, 1997. "Time to default in the UK mortgage market," Economic Modelling, Elsevier, vol. 14(4), pages 485-499, October.
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Keywordseconometrics ; macroeconomics;
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