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Displaying results 1 to 25 of 28.
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An empirical test of a two-factor mortgage valuation model
how much do house prices matter? -
Estimating probabilities of default
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Sovereign debt restructuring
the need for a new approach -
A global shock with idiosyncratic pains: state-dependent debt limits for LATAM during the COVID-19 pandemic
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Uncertainty premia, sovereign default risk, and state-contingent debt
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Sovereign debt standstills
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On the benefits of repaying
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Do student loan borrowers opportunistically default?
evidence from bankruptcy reform -
Recourse and residential mortgages
the case of Nevada -
Improving sovereign debt restructurings
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Long-term debt sustainability in emerging market economies
a counterfactual analysis -
Do countries default in bad times?
the role of alternative detrending techniques -
On the benefits of repaying
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On the benefits of repaying
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On the benefits of repaying
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Uncertainty premia, sovereign default risk, and state-contingent debt
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A deep learning approach to estimate forward default intensities
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Financial globalization
effects on banks' information acquisition and credit risk -
Sovereign debt standstills
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Optimal taxation with endogenous default under incomplete markets
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Second-chance offers and buyer reputation
theory and evidence on auctions with default -
Debt burden of job loss in a nordic welfare state
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Impact of soft information in loan pricing on default prediction using machine learning
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Large public expenditure shocks in a Ramsey taxation model with default
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An ergodic theory of sovereign default