Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model-Reference-Cited by-同舟云学术

Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model

Published:2021-03-26 Issue:9 Volume:21 Page:1551-1565
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Chen Fen-Ying¹^ORCID,Yang Sharon S.²³,Huang Hong-Chih⁴

Affiliation:

1. Department of Finance, Shih Hsin University, No.111, Sec. 1, Mu-Cha Rd., Taipei 116, Taiwan

2. Department of Money and Banking, National Chengchi University, NO.64, Sec.2, ZhiNan Rd., Wenshan District, Taipei 11605, Taiwan

3. Risk and Insurance Research Center, College of Commerce, National Chengchi University, NO.64, Sec.2, ZhiNan Rd., Wenshan District, Taipei 11605, Taiwan

4. Department of Risk Management and Insurance at National Chengchi University, NO.64, Sec.2, ZhiNan Rd., Wenshan District, Taipei 11605, Taiwan

Funder

MOST

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2021.1890805

Reference29 articles.

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5. 99 Luftballons: Monetary policy and the house price boom across U.S. states

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