On the County-Level Credit Outcome Beta
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DOI: 10.1007/s10693-012-0157-8
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- Sajjad Taghiyeh & David C Lengacher & Robert B Handfield, 2020. "Loss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry," Papers 2006.07911, arXiv.org.
- Wenli Li & Ishani Tewari & Michelle J. White, 2019. "Using Bankruptcy to Reduce Foreclosures: Does Strip-Down of Mortgages Affect the Mortgage Market?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(1), pages 59-87, February.
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More about this item
Keywords
Beta; Default; Personal bankruptcy; Consumer credit; Portfolio theory; G21; E51;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
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