Mortgage Choice, Separating Equilibrium and Default Risk

Mapping Intimacies ◽

10.15396/eres1997_129 ◽

1997 ◽

Keyword(s):

Default Risk ◽

Mortgage Choice ◽

Separating Equilibrium

Download Full-text

Empirical Evidence on Mortgage Choice as a Screening Mechanism for Default Risk

Journal of Housing Research ◽

10.1080/10835547.2011.12092030 ◽

2011 ◽

Vol 20 (1) ◽

pp. 1-18 ◽

Cited By ~ 2

Author(s):

David Harrison ◽

Thomas Noordewier

Keyword(s):

Empirical Evidence ◽

Default Risk ◽

Mortgage Choice

Download Full-text

Valuing Credit Default Swaps I: No Counterparty Default Risk

CFA Digest ◽

10.2469/dig.v31.n2.888 ◽

2001 ◽

Vol 31 (2) ◽

pp. 91-92 ◽

Cited By ~ 1

Author(s):

Bruce D. Phelps

Keyword(s):

Default Risk ◽

Credit Default Swaps ◽

Credit Default

Download Full-text

Impact of Correlated Default Risk on Credit Portfolios

CFA Digest ◽

10.2469/dig.v32.n3.1141 ◽

2002 ◽

Vol 32 (3) ◽

pp. 97-98

Author(s):

Stephen M Horan

Keyword(s):

Default Risk

Download Full-text

Corporate default risk modeling under distressed economic and financial conditions in a developing economy

The Journal of Credit Risk ◽

10.21314/jcr.2020.267 ◽

2020 ◽

Author(s):

Frank Ranganai Matenda ◽

Mabutho Sibanda ◽

Eriyoti Chikodza ◽

Victor Gumbo

Keyword(s):

Default Risk ◽

Developing Economy ◽

Risk Modeling ◽

Corporate Default ◽

Financial Conditions

Download Full-text

Default Risk Explains Main Part of Corporate Credit Spreads: Evidence from Multi-Period Non-Merton Model

SSRN Electronic Journal ◽

10.2139/ssrn.1087888 ◽

2010 ◽

Author(s):

Leonid V. Philosophov ◽

Vladimir L. Philosophov

Keyword(s):

Default Risk ◽

Main Part ◽

Credit Spreads ◽

Merton Model ◽

Corporate Credit

Download Full-text

Default Risk and Collateral in the Absence of Commitment

SSRN Electronic Journal ◽

10.2139/ssrn.1148963 ◽

2008 ◽

Cited By ~ 4

Author(s):

David C. Mills ◽

Robert R. Reed III

Keyword(s):

Default Risk

Download Full-text

Default Risk Mitigation Mechanisms in Derivatives Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1279459 ◽

2008 ◽

Author(s):

Rajna Gibson ◽

Carsten Murawski

Keyword(s):

Default Risk ◽

Risk Mitigation ◽

Derivatives Markets

Download Full-text

The Impact of Default Risk on the Basu Measure of Accounting Conservatism

SSRN Electronic Journal ◽

10.2139/ssrn.1279488 ◽

2009 ◽

Cited By ~ 1

Author(s):

Richard Zhe Wang ◽

Ciaran Ó Hogartaigh ◽

Tony van Zijl

Keyword(s):

Default Risk ◽

Accounting Conservatism ◽

The Impact

Download Full-text

Consumer Credit: Learning Your Customer's Default Risk from What (S)He Buys

SSRN Electronic Journal ◽

10.2139/ssrn.1570812 ◽

2009 ◽

Cited By ~ 1

Author(s):

Annette Vissing-Jorgensen

Keyword(s):

Default Risk ◽

Consumer Credit

Download Full-text

Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.1943516 ◽

2011 ◽

Cited By ~ 48

Author(s):

Vladimir Borgy ◽

Thomas Laubach ◽

Jean-Stéphane Mésonnier ◽

Jean-Paul Renne

Keyword(s):

Euro Area ◽

Default Risk ◽

Fiscal Sustainability ◽

Sovereign Bond ◽

Bond Spreads

Download Full-text