Leverage and Mortgage Foreclosures

Author:

Kau James B.,Keenan Donald C.,Smurov Alexey A.

Publisher

Springer Science and Business Media LLC

Subject

Urban Studies,Economics and Econometrics,Finance,Accounting

Reference36 articles.

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2. Bélanger, A., Shreve, S. E., & Wong, D. (2003). A general framework for pricing credit risk. Working paper.

3. Berndt, A., Douglas, R., Duffie, D., Ferguson, M., & Schranz, D. (2005). Measuring default risk premia from default swap rates and EDFs. Working paper.

4. Bielecki, T. R., & Rutkowski, M. (2002). Credit risk: Modelling, valuation and hedging. Springer.

5. Bliss, R. R. (1997). Testing term structure estimation methods. Advances in Futures and Options Research, 9, 191–231.

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