A Transitions-Based Model of Default for Irish Mortgages
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Cited by:
- Gaffney, Edward & Kelly, Robert & McCann, Fergal & Lyons, Paul, 2014. "Loan loss forecasting: a methodological overview," Economic Letters 13/EL/14, Central Bank of Ireland.
- Tsiropoulos, Vasilis, 2018. "A Vulnerability Analysis for Mortgaged Irish Households," Financial Stability Notes 2/FS/18, Central Bank of Ireland.
- Armstrong, Jed & Skilling, Hayden & Yao, Fang, 2019. "Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand," Journal of Housing Economics, Elsevier, vol. 44(C), pages 88-98.
- Kelly, Robert & McCann, Fergal, 2015. "Households in long-term mortgage arrears:lessons from economic research," Economic Letters 11/EL/15, Central Bank of Ireland.
- Tsiropoulos, Vasilis, 2018. "A Vulnerability Analysis for Mortgaged Irish Households," Financial Stability Notes 02-18, Central Bank of Ireland.
- Jed Armstrong & Hayden Skilling & Fang Yao, 2018. "Loan-to-Value Ratio Restrictions and House Prices," Reserve Bank of New Zealand Discussion Paper Series DP2018/05, Reserve Bank of New Zealand.
- Andrew Linn & Ronan C. Lyons, 2020.
"Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default,"
The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 549-575, November.
- Linn, Andrew & Lyons, Ronan, 2019. "Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default," Bank of England working papers 812, Bank of England.
- Kutu Adebayo Augustine & Ngalawa Harold, 2017. "Monetary Policy and Industrial Output in the BRICS Countries: A Markov-Switching Model," Folia Oeconomica Stetinensia, Sciendo, vol. 17(2), pages 35-55, December.
- Andrew Linn & Ronan C Lyons, 2018.
"The Triple Trigger? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default,"
Trinity Economics Papers
tep0718, Trinity College Dublin, Department of Economics.
- Linn, Andrew & Lyons, Ronan, 2019. "Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default," Bank of England working papers 812, Bank of England.
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More about this item
Keywords
Mortgage Default Modelling; Irish Banks; ECB Comprehensive Assessment.;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2015-01-03 (Risk Management)
- NEP-URE-2015-01-03 (Urban and Real Estate Economics)
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