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“Modelling and forecasting mortgage delinquency and foreclosure in the UK.”
14 references·1 citing·44 second hop
“Modelling and forecasting mortgage delinquency and foreclosure in the UK.” (2016)“Modelling and forecasting mortgage delin…Payment Size, Negative Equity, and Mortgage Default (2012)Payment Size, Negative Equity…Do borrower rights improve borrower outcomes? Evidence from the foreclosure process (2012)Do borrower rights improve bo…The Depth of Negative Equity and Mortgage Default Decisions (2010)The Depth of Negative Equity …Housing markets and the financial crisis of 2007–2009: Lessons for the future (2010)Housing markets and the finan…Stress Testing Credit Risk: A Survey of Authorities' Approaches (2009)Stress Testing Credit Risk: A…Negative equity and foreclosure: Theory and evidence (2008)Negative equity and foreclosu…Making Sense of the Subprime Crisis (2008)Making Sense of the Subprime …Juvenile delinquent mortgages: Bad credit or bad economy? (2008)Juvenile delinquent mortgages…An Empirical Model of Subprime Mortgage Default From 2000 to 2007 (2008)An Empirical Model of Subprim…My Home Was My Castle: Evictions and Repossessions in Britain (2000)My Home Was My Castle: Evicti…Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Mortgage Terminations, Hetero…Insolvency, Trigger Events, and Consumer Risk Posture in the Theory of Single-Family Mortgage Default (1999)Insolvency, Trigger Events, a…Transaction Costs, Suboptimal Termination and Default Probabilities (1993)Transaction Costs, Suboptimal…A Generalized Valuation Model for Fixed-Rate Residential Mortgages (1992)A Generalized Valuation Model…Lending Relationships and the Collateral Channel (2018)Lending Relationships and the…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Did Securitization Lead to Lax Screening? Evidence from Subprime Loans* (2010)Why Did So Many Subprime Borrowers Default During the Crisis: Loose Credit or Plummeting Prices? (2015)Race and the Housing Cycle: Differences in Home Equity Trends Among Long-Term Homeowners (2016)Mortgage Debt Overhang: Reduced Investment by Homeowners at Risk of Default (2017)A Theory of the Term Structure of Interest Rates (1985)An Intertemporal General Equilibrium Model of Asset Prices (1985)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (1999)Risk-based capital requirements for mortgage loans (2003)Theory of rational option pricing (2005)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Mortgage Default in Local Markets (1997)Mortgage Default: Classification Trees Analysis (2005)Subprime mortgages and the housing bubble (2011)Manias, Panics, and Crashes: A History of Financial Crises (1979)Overconfidence and Speculative Bubbles (2003)Liquidity and leverage (2008)House Prices and Credit Constraints: Making Sense of the US Experience (2011)Channels from Housing Wealth to Consumption (2013)Household leveraging and deleveraging (2014)Portfolio Credit Risk (1998)Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and Fsap Experiences (2001)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector (2010)Investigating the Determinants of Nonperforming Loans in the Romanian Banking System: An Empirical Study with Reference to the Greek Crisis (2011)Stress-testing US bank holding companies: A dynamic panel quantile regression approach (2014)Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach (1984)Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher (1987)Is There a Bubble in the Housing Market? (2003)Moral and Social Constraints to Strategic Default on Mortgages (2009)Systemic risk and the refinancing ratchet effect (2012)Consumer Ruthlessness and Mortgage Default during the 2007 to 2009 Housing Bust (2017)Assessing High House Prices: Bubbles, Fundamentals and Misperceptions (2005)The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)Understanding the Subprime Mortgage Crisis (2009)Wall Street and the Housing Bubble (2014)Leverage and the Foreclosure Crisis (2015)What moves housing markets: A variance decomposition of the rent–price ratio (2009)A Model of Mortgage Default (2011)The Housing Meltdown: Why Did it Happen in the United States? (2008)Looking behind mortgage delinquencies (2016)Recourse and Residential Mortgage Default: Evidence from US States (2011)
this work references cited by second hop

References

  • 2000Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options794 cited
  • 2008Negative equity and foreclosure: Theory and evidence560 cited
  • 1992A Generalized Valuation Model for Fixed-Rate Residential Mortgages336 cited
  • 2008Making Sense of the Subprime Crisis329 cited
  • 2010Housing markets and the financial crisis of 2007–2009: Lessons for the future288 cited
  • 2010The Depth of Negative Equity and Mortgage Default Decisions163 cited
  • 2008An Empirical Model of Subprime Mortgage Default From 2000 to 2007150 cited
  • 2009Stress Testing Credit Risk: A Survey of Authorities' Approaches121 cited
  • 2008Juvenile delinquent mortgages: Bad credit or bad economy?117 cited
  • 1993Transaction Costs, Suboptimal Termination and Default Probabilities101 cited
  • 1999Insolvency, Trigger Events, and Consumer Risk Posture in the Theory of Single-Family Mortgage Default98 cited
  • 2012Payment Size, Negative Equity, and Mortgage Default82 cited
  • 2000My Home Was My Castle: Evictions and Repossessions in Britain78 cited
  • 2012Do borrower rights improve borrower outcomes? Evidence from the foreclosure process76 cited

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  • 2018Lending Relationships and the Collateral Channel

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20 cited