Credit Risk Modeling Of Residential Mortgage Lending In Russia
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References listed on IDEAS
- Lozinskaya, Agatha & Ozhegov, Evgeniy, 2014. "Estimation of mortgage lending credit risk," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 35(3), pages 3-17.
More about this item
Keywordscredit risk; default; mortgage lending; sample selection; Russia;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- R20 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2014-05-04 (Banking)
- NEP-CIS-2014-05-04 (Confederation of Independent States)
- NEP-TRA-2014-05-04 (Transition Economics)
- NEP-URE-2014-05-04 (Urban & Real Estate Economics)
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