The Drivers of Household Over-Indebtedness and Delinquency on Mortgage Loans: Evidence from Italian Microdata
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Citations
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Cited by:
- Stanga, Irina & Vlahu, Razvan & de Haan, Jakob, 2020. "Mortgage arrears, regulation and institutions: Cross-country evidence," Journal of Banking & Finance, Elsevier, vol. 118(C).
- Philip Du Caju & François Rycx & Ilan Tojerow, 2015.
"Unemployment Risk and Over-indebtedness A Micro-econometric Perspective,"
Working Papers CEB
15-046, ULB -- Universite Libre de Bruxelles.
- Philip Du Caju & François Rycx & Ilan Tojerow, 2016. "Unemployment risk and over-indebtedness : A micro-econometric perspective," Working Paper Research 294, National Bank of Belgium.
- François Rycx & Philip Du Caju & Ilan Tojerow, 2016. "Unemployment Risk and Over-indebtedness. A Micro-econometric Perspective," ULB Institutional Repository 2013/245844, ULB -- Universite Libre de Bruxelles.
- Du Caju, Philip & Rycx, François & Tojerow, Ilan, 2015. "Unemployment Risk and Over-Indebtedness: A Micro-Econometric Perspective," IZA Discussion Papers 9572, Institute of Labor Economics (IZA).
- Petra Gerlach & Seán Lyons, 2015. "Mortgage arrears in Europe: The impact of monetary and macroprudential policies," Working Papers 2015-05, Swiss National Bank.
- Du Caju, Philip & Rycx, François & Tojerow, Ilan, 2016. "Unemployment risk and over-indebtedness," Working Paper Series 1908, European Central Bank.
- Stanga, Irina & Vlahu, Razvan & de Haan, Jakob, 2020.
"Mortgage arrears, regulation and institutions: Cross-country evidence,"
Journal of Banking & Finance, Elsevier, vol. 118(C).
- Irina Stanga & Razvan Vlahu & Jakob de Haan, 2017. "Mortgage arrears, regulation and institutions: Cross-country evidence," DNB Working Papers 580, Netherlands Central Bank, Research Department.
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More about this item
Keywords
Mortgage delinquency; Household over-indebtedness; Ordered choice models; Risk-based pricing;All these keywords.
JEL classification:
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- 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-URE-2012-12-22 (Urban and Real Estate Economics)
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