Spatial correlation in credit risk and its improvement in credit scoring
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- Stefan Weber & Kay Giesecke, 2003. "Credit Contagion and Aggregate Losses," Computing in Economics and Finance 2003 246, Society for Computational Economics.
- Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet & Anthony B. Sanders, 2012. "Thy Neighbor’s Mortgage: Does Living in a Subprime Neighborhood Affect One’s Probability of Default?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 1-22, 03.
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- Thomas, Lyn C., 2009. "Consumer Credit Models: Pricing, Profit and Portfolios," OUP Catalogue, Oxford University Press, number 9780199232130, April.
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- David Durand, 1941. "Risk Elements in Consumer Instalment Financing, Technical Edition," NBER Books, National Bureau of Economic Research, Inc, number dura41-2. Full references (including those not matched with items on IDEAS)
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