SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
What Drives Default and Prepayment on Subprime Auto Loans?
5 references·6 citing·49 second hop
What Drives Default and Prepayment on Subprime Auto Loans? (2004)What Drives Default and Prepayment on Sub…Commercial Mortgage-Backed Securities: Prepayment and Default (2003)Commercial Mortgage-Backed Se…An Empirical Analysis of Personal Bankruptcy and Delinquency (2002)An Empirical Analysis of Pers…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Mortgage Terminations, Hetero…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Durables and Size-Dependence in the Marginal Propensity to Spend (2024)Durables and Size-Dependence …Customer determinants of used auto loan churn: comparing predictive performance using machine learning techniques (2021)Customer determinants of used…Predicting Prepayment and Default Risks of Unsecured Consumer Loans in Online Lending (2018)Predicting Prepayment and Def…Deposit Rate Advantages at the Largest Banks (2016)Deposit Rate Advantages at th…Family Economic Well-Being (2012)Family Economic Well-BeingSubprime Refinancing: Equity Extraction and Mortgage Termination (2007)Subprime Refinancing: Equity …Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)The General Theory of Employment, Interest and Money. (1936)Understanding Attitudes and Predicting Social Behavior (1980)The theory of planned behavior (1991)Paying for the Unexpected: Making the Case for a New Generation of Strategies to Boost Emergency Savings, Affording Contingencies, and Liquid Resources for Low-Income Families (2015)Pathway to Financial Well-being: A review on the role of psychological factors (2020)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Judging Borrowers by the Company They Keep: Friendship Networks and Information Asymmetry in Online Peer-to-Peer Lending (2012)Trust and Credit: The Role of Appearance in Peer-to-peer Lending (2012)Risk Preference of the Investors and the Risk of Peer-to-Peer Lending Platform (2019)Modeling car loan prepayment using supervised machine learning (2020)The profitability of online loans: A competing risks analysis on default and prepayment (2022)What Does the Stock Market Tell Us About Real Estate Returns? (1992)A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias (2003)Mortgage Default: Classification Trees Analysis (2005)Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks (2006)The theory and practice of econometrics (1986)Comparing Wealth Effects: The Stock Market Versus the Housing Market (2001)What motivates a subprime borrower to default? (2008)Systemic Risk and the Refinancing Ratchet Effect (2009)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Theory of the Term Structure of Interest Rates (1985)Negative equity and foreclosure: Theory and evidence (2008)What moves housing markets: A variance decomposition of the rent–price ratio (2009)A Model of Mortgage Default (2011)Safety First and the Holding of Assets (1952)Bank activity and funding strategies: The impact on risk and returns☆ (2010)A Crisis of Banks as Liquidity Providers (2014)Bank size and the transmission of monetary policy: Revisiting the lending channel (2022)The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts (2022)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Modeling Term Structures of Defaultable Bonds (1999)Forecasting Default with the Merton Distance to Default Model (2008)In Search of Distress Risk (2008)Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data (2002)The Household Bankruptcy Decision (2002)Expanding Credit Access: Using Randomized Supply Decisions to Estimate the Impacts (2009)The Determinants of Attitudes toward Strategic Default on Mortgages (2013)Defection Detection: Measuring and Understanding the Predictive Accuracy of Customer Churn Models (2006)Machine learning models and bankruptcy prediction (2017)A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees (2018)Transforming credit risk assessment: A systematic review of AI and machine learning applications (2025)
this work references cited by second hop

References

  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2000Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options794 cited
  • 2002An Empirical Analysis of Personal Bankruptcy and Delinquency540 cited
  • 2003Commercial Mortgage-Backed Securities: Prepayment and Default126 cited

Cited by

  • 2007Subprime Refinancing: Equity Extraction and Mortgage Termination78 cited
  • 2016Deposit Rate Advantages at the Largest Banks38 cited
  • 2018Predicting Prepayment and Default Risks of Unsecured Consumer Loans in Online Lending27 cited
  • 2012Family Economic Well-Being22 cited
  • 2021Customer determinants of used auto loan churn: comparing predictive performance using machine learning techniques16 cited
  • 2024Durables and Size-Dependence in the Marginal Propensity to Spend14 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work