Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options

Mthuli Ncube () and S.E. Satchell

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Keywords: econometrics; macroeconomics (search for similar items in EconPapers)
Pages: 17 pages
Date: 1995
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:cam:camdae:9408

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