Geographic Disaggregation of House Price Stress Paths: Implications for Single-Family Credit Risk Measurement
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More about this item
Keywords
geographic aggregation; credit modeling; countercyclical;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G53 - Financial Economics - - Household Finance - - - Financial Literacy
- R30 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-07-31 (Banking)
- NEP-RMG-2023-07-31 (Risk Management)
- NEP-URE-2023-07-31 (Urban and Real Estate Economics)
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