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Dormancy risk and expected profits of consumer loans
13 references·0 citing·45 second hop
Dormancy risk and expected profits of consumer loans (2001)Dormancy risk and expected profits of con…Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure (1997)Mortgage Termination: An Empi…Credit risk measurement: Developments over the last 20 years (1997)Credit risk measurement: Deve…Unemployment duration, unemployment benefits, and labor market programs in Sweden (1996)Unemployment duration, unempl…Count data models for a credit scoring system (1996)Count data models for a credi…A k-Nearest-Neighbour Classifier for Assessing Consumer Credit Risk (1996)A k-Nearest-Neighbour Classif…An Estimation of the Hazard Rate of Firms Under Chapter 11 Protection (1994)An Estimation of the Hazard R…An analysis of default risk in mobile home credit (1992)An analysis of default risk i…A Nonparametric Investigation of Duration Dependence in the American Business Cycle (1990)A Nonparametric Investigation…An econometric analysis of the bank credit scoring problem (1989)An econometric analysis of th…The Effects of Interest Rates on Mortgage Prepayments (1986)The Effects of Interest Rates…An application of the cox proportional hazards model to bank failure (1986)An application of the cox pro…Application of Classification Techniques in Business, Banking and Finance. (1983)Application of Classification…DEFAULT RISK ON FHA‐INSURED HOME MORTGAGES AS A FUNCTION OF THE TERMS OF FINANCING: A QUANTITATIVE ANALYSIS (1969)DEFAULT RISK ON FHA‐INSURED H…The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Pricing Interest-Rate-Derivative Securities (1990)Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions (1998)Commercial Mortgage-Backed Securities: Prepayment and Default (2003)Deep Learning for Mortgage Risk (2018)Interactions between the Multiplier Analysis and the Principle of Acceleration (1939)Recent Work on Business Cycles in Historical Perspective: Review of Theories and Evidence (1984)How Big Is the Random Walk in GNP? (1988)Booms and Slumps in World Commodity Prices (1999)Duration Dependence in Stock Prices (2004)Financial Cycles: What? How? When? (2011)Early warning of bank failure (1977)Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)Predicting corporate bankruptcy: where we stand? (2006)Are Competitive Banking Systems More Stable? (2009)Frailty Correlated Default (2009)The Estimation of Choice Probabilities from Choice Based Samples (1977)Predicting criminal recidivism using ‘split population’ survival time models (1989)Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources (1998)A stochastic frontier model with correction for sample selection (2009)Unemployment Insurance And Unemployment Spells (1988)Unemployment Insurance and Unemployment Spells (1990)Unemployment: macroeconomic performance and the labour market (1992)How Shortening the Potential Duration of Unemployment Benefits Affects the Duration of Unemployment: Evidence from a Natural Experiment (2006)LABOR MARKET EFFECTS OF UNEMPLOYMENT INSURANCE DESIGN (2012)The Beveridge Curve, Unemployment, and Wages in the OECD from the 1960s to the 1990s (2021)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior (1980)PREDICTING BANKRUPTCY FOR FIRMS IN FINANCIAL DISTRESS (1990)Credit scoring and rejected instances reassigning through evolutionary computation techniques (2003)A comparative study on base classifiers in ensemble methods for credit scoring (2016)Predicting and Deterring Default with Social Media Information in Peer-to-Peer Lending (2017)Default Risk on Home Mortgage Loans: A Test of Competing Hypotheses (1980)The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis (2004)Empirical models for the monitoring of UK corporations (1984)Detecting falsified financial statements: a comparative study using multicriteria analysis and multivariate statistical techniques (2002)Firm, strategic group, and industry influences on performance (2006)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (1999)Optimal Mortgage Refinancing: A Closed‐Form Solution (2013)Why Do Borrowers Make Mortgage Refinancing Mistakes? (2015)
this work references cited by second hop

References

  • 1997Credit risk measurement: Developments over the last 20 years806 cited
  • 1986An application of the cox proportional hazards model to bank failure559 cited
  • 1996A k-Nearest-Neighbour Classifier for Assessing Consumer Credit Risk286 cited
  • 1989An econometric analysis of the bank credit scoring problem284 cited
  • 1983Application of Classification Techniques in Business, Banking and Finance.246 cited
  • 1996Unemployment duration, unemployment benefits, and labor market programs in Sweden230 cited
  • 1990A Nonparametric Investigation of Duration Dependence in the American Business Cycle227 cited
  • 1986The Effects of Interest Rates on Mortgage Prepayments223 cited
  • 1997Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure152 cited
  • 1969DEFAULT RISK ON FHA‐INSURED HOME MORTGAGES AS A FUNCTION OF THE TERMS OF FINANCING: A QUANTITATIVE ANALYSIS130 cited
  • 1994An Estimation of the Hazard Rate of Firms Under Chapter 11 Protection74 cited
  • 1992An analysis of default risk in mobile home credit69 cited
  • 1996Count data models for a credit scoring system64 cited

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