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Quantifying Lending Risks without Historical Data: An Application of Stress Tests to Mortgage Lending in Russia

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  • Buckley, Robert
  • Klepikova, Elena
  • Van Order, Robert

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  • Buckley, Robert & Klepikova, Elena & Van Order, Robert, 2001. "Quantifying Lending Risks without Historical Data: An Application of Stress Tests to Mortgage Lending in Russia," Journal of Housing Economics, Elsevier, vol. 10(3), pages 253-277, September.
    • Handle: RePEc:eee:jhouse:v:10:y:2001:i:3:p:253-277
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    1. Jappelli, Tullio & Pagano, Marco, 1989. "Consumption and Capital Market Imperfections: An International Comparison," American Economic Review, American Economic Association, vol. 79(5), pages 1088-1105, December.
    2. Allen, Franklin & Gale, Douglas, 1995. "A welfare comparison of intermediaries and financial markets in Germany and the US," European Economic Review, Elsevier, vol. 39(2), pages 179-209, February.
    3. Yongheng Deng & John M. Quigley & Robert Van Order, 2000. "Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options," Econometrica, Econometric Society, vol. 68(2), pages 275-308, March.
    4. Mayo, Stephen K., 1981. "Theory and estimation in the economics of housing demand," Journal of Urban Economics, Elsevier, vol. 10(1), pages 95-116, July.
    5. Frederic S. Mishkin, 1996. "Understanding Financial Crises: A Developing Country Perspective," NBER Working Papers 5600, National Bureau of Economic Research, Inc.
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