Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors

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SYSNO	0467176
Title	Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors
Author(s)	Gapko, Petr (UTIA-B) [E] Šmíd, Martin (UTIA-B) [E]_{RID, ORCID}
Corespondence/senior	Gapko, Petr - Korespondující autor
Source Title	Finance a úvěr-Czech Journal of Economics and Finance. Roč. 66, č. 6 (2016), s. 565-574. - : Univerzita Karlova v Praze
Document Type	Článek v odborném periodiku
Grant	GA15-10331S GA ČR - Czech Science Foundation (CSF)
Institutional support	UTIA-B - RVO:67985556
Language	eng
Country	CZ
Keywords	credit risk * mortgage * loan portfolio * dynamic model * estimation
URL	http://library.utia.cas.cz/separaty/2016/E/smid-0467176.pdf
Permanent Link	http://hdl.handle.net/11104/0265789

Number of the records: 1