The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing
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- Anthony Pennington-Cross, 2010. "The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing," The Journal of Real Estate Finance and Economics, Springer, vol. 40(2), pages 109-129, February.
References listed on IDEAS
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More about this item
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-DCM-2006-05-27 (Discrete Choice Models)
- NEP-FMK-2006-05-27 (Financial Markets)
- NEP-URE-2006-05-27 (Urban & Real Estate Economics)
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