Modeling a Distribution of Mortgage Credit Losses
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References listed on IDEAS
- Tomas Havranek & Zuzana Irsova, 2010.
"Which Foreigners Are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI,"
2010/03, Czech National Bank, Research Department.
- Tomas Havranek & Zuzana Irsova, 2010. "Which Foreigners are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI," William Davidson Institute Working Papers Series wp996, William Davidson Institute at the University of Michigan.
- Tomáš Havránek & Zuzana Iršová, 2010. "Which Foreigners Are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI," Working Papers IES 2010/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2010.
- Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option pricing under GARCH models with generalized hyperbolic innovations (II) : data and results," Documents de travail du Centre d'Economie de la Sorbonne b08047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
More about this item
KeywordsCredit Risk; Mortgage; Delinquency Rate; Generalized Hyperbolic Distribution; Normal Distribution;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-09 (All new papers)
- NEP-BAN-2010-10-09 (Banking)
- NEP-ECM-2010-10-09 (Econometrics)
- NEP-RMG-2010-10-09 (Risk Management)
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