Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients
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Publication:2023957
DOI10.1016/j.ejor.2020.04.031zbMath1487.62134OpenAlexW3022621242MaRDI QIDQ2023957
Raffaella Calabrese, Jonathan N. Crook
Publication date: 3 May 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.04.031
Inference from spatial processes (62M30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial networks (including contagion, systemic risk, regulation) (91G45)
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Uses Software
Cites Work
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