Mortgage Loan Characteristics , Unobserved Heterogeneity and the Performance of United Kingdom Securitised Sub-Prime Loans
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- Gauthier Lanot & David Leece, 2016. "Mortgage Loan Characteristics, Unobserved Heterogeneity and the Performance of United Kingdom Securitized Subprime Loans," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 44(4), pages 771-813, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- McCann, Fergal, 2014. "Modelling default transitions in the UK mortgage market," Research Technical Papers 18/RT/14, Central Bank of Ireland.
- Lazarov, Vladimir & Hinterschweiger, Marc, 2018. "Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets," Bank of England working papers 760, Bank of England.
More about this item
KeywordsSubprime mortgages; unobserved heterogeneity; household behaviour; loan performance;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- D10 - Microeconomics - - Household Behavior - - - General
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- 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-2014-03-01 (All new papers)
- NEP-BAN-2014-03-01 (Banking)
- NEP-CFN-2014-03-01 (Corporate Finance)
- NEP-MAC-2014-03-01 (Macroeconomics)
- NEP-URE-2014-03-01 (Urban & Real Estate Economics)
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