The macro-financial implications of house price-indexed mortgage contracts

DOI10.1016/J.ECONLET.2014.12.033zbMath1321.91083OpenAlexW2293461372MaRDI QIDQ498839

Isaiah Hull

Publication date: 29 September 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://www.riksbank.se/Documents/Rapporter/Working_papers/2014/rap_wp287_141001.pdf

zbMATH Keywords

defaultinterest ratesheterogeneous agentsincomplete marketsmortgages

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic growth models (91B62) Heterogeneous agent models (91B69)

Cites Work

• The risk-free rate in heterogeneous-agent incomplete-insurance economies

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