Patterns of rational default
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References listed on IDEAS
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Cited by:
- P. Taylor, Mark & J. Pevalin, David & Todd, Jennifer, 2006. "The psychological costs of unsustainable housing commitments," ISER Working Paper Series 2006-08, Institute for Social and Economic Research.
- Das, Sanjiv R. & Meadows, Ray, 2013. "Strategic loan modification: An options-based response to strategic default," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 636-647.
- Agarwal, Sumit & Green, Richard K. & Rosenblatt, Eric & Yao, Vincent, 2015. "Collateral pledge, sunk-cost fallacy and mortgage default," Journal of Financial Intermediation, Elsevier, vol. 24(4), pages 636-652.
- Boheim, Rene & Taylor, Mark P., 2000.
"My Home Was My Castle: Evictions and Repossessions in Britain,"
Journal of Housing Economics, Elsevier, vol. 9(4), pages 287-319, December.
- P. Taylor, Mark & Böheim, René, 2000. "My home was my castle: evictions and repossessions in Britain," ISER Working Paper Series 2000-04, Institute for Social and Economic Research.
- Cristina Viegas & Jos� Azevedo-Pereira, 2012. "Mortgage valuation: a quasi-closed-form solution," Quantitative Finance, Taylor & Francis Journals, vol. 12(7), pages 993-1001, May.
- Diaz-Serrano, Luis, 2004.
"Income Volatility and Residential Mortgage Delinquency: Evidence from 12 EU Countries,"
IZA Discussion Papers
1396, Institute of Labor Economics (IZA).
- Luis Diaz-Serrano, 2005. "Income Volatility and Residential Mortgage Delinquency: Evidence from 12 EU countries," Economics Department Working Paper Series n1530205, Department of Economics, National University of Ireland - Maynooth.
- Andrew C. Worthington, 2003. "Debt as a source of financial stress in Australian households," School of Economics and Finance Discussion Papers and Working Papers Series 164, School of Economics and Finance, Queensland University of Technology.
- Diaz-Serrano, Luis, 2005. "Income volatility and residential mortgage delinquency across the EU," Journal of Housing Economics, Elsevier, vol. 14(3), pages 153-177, September.
- Danny Ben-Shahar, 2006. "Screening Mortgage Default Risk: A Unified Theoretical Framework," Journal of Real Estate Research, American Real Estate Society, vol. 28(3), pages 215-240.
- James Kau & Donald Keenan & Yildiray Yildirim, 2009. "Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 107-117, August.
- Enrico De Giorgi, 2002. "An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios," Risk and Insurance 0209001, University Library of Munich, Germany, revised 09 Sep 2002.
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