Stability in consumer credit scores: Level and direction of FICO score drift as a precursor to mortgage default and prepayment-Reference-Cited by-同舟云学术

Stability in consumer credit scores: Level and direction of FICO score drift as a precursor to mortgage default and prepayment

Published:2011-12 Issue:4 Volume:20 Page:285-298
ISSN:1051-1377
Container-title:Journal of Housing Economics
language:en
Short-container-title:Journal of Housing Economics

Author:

Smith Brent C

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference34 articles.

1. Credit lines and credit utilization;Agarwal;Journal of Money, Credit and Banking,2006

2. Some loans are more equal than others: third-party originations and defaults in the subprime mortgage industry;Alexander;Real Estate Economics,2002

3. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy;Altman;Journal of Finance,1968

4. Embedded options in the mortgage contract;Ambrose;Journal of Real Estate Finance and Economics,2000

5. Archer, Wayne R., Brent C Smith. forthcoming. Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option. Journal of Real Estate Finance and Economics.

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Credit Scoring as a Carceral Practice: An Abolitionist Framework;Race and Social Problems;2023-12-01

2. A Lucas Critique of Mortgage Lending: Theory, Evidence, and Implications;The Journal of Real Estate Finance and Economics;2023-04-24

3. A Default Prediction Method using XGBoost and LightGBM;2022 International Conference on Image Processing, Computer Vision and Machine Learning (ICICML);2022-10-28

4. Housing loan default in Malaysia: an analytical insight and policy implications;International Journal of Housing Markets and Analysis;2022-03-15

5. Loan to value ratio and housing loan default – evidence from microdata in India;International Journal of Emerging Markets;2022-02-15