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Lanot et al., 2016 - Google Patents

Mortgage Loan Characteristics, Unobserved Heterogeneity and the Performance of United Kingdom Securitized Subprime Loans

Lanot et al., 2016

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Document ID
11322287884223790444
Author
Lanot G
Leece D
Publication year
Publication venue
Real Estate Economics

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Snippet

We estimate a competing risk model of mortgage terminations on samples of UK securitized subprime mortgages. Given the role of these loans in the recent financial crisis it is important to understand their performance and supposed idiosyncratic behavior. We use a flexible …
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