Results 51 to 60 of about 370,214 (290)

The Role of Objective Financial Situation and Psychological Outlook in the Relationship Between Personal Life Shocks and Financial Well‐Being

Journal of Consumer Behaviour, Volume 24, Issue 2, Page 632-654, March 2025.
ABSTRACT Existing research examines the relationship between personal life shocks and financial well‐being primarily through the lens of objective markers of the individual's financial situation (e.g., liquidity). Little attention has been paid to the relative roles of these objective markers and more intuitive or affect‐based factors in how an ...
Jordan Bell, Jesse Jurgenson, Dee Warmath   +2 more
wiley   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Mortgage Securities as Funding Source for Mortgage Loans in the European Union

Economic Analysis, 2015
In this paper we analyzed mortgage securities as a source of financing credit activities in the mortgage market of the European Union. Although they basically provide the same products – mortgages, credit institutions differ in ...
Saša Stefanović, Hasan Hanić, Dejan Erić   +2 more
doaj  

Asymptotic Tail Moments of the Time Dependent Aggregate Risk Model

Mathematics
In this paper, we study an extension of the classical compound Poisson risk model with a dependence structure among the inter-claim time and the subsequent claim size.
Dechen Gao, Jiandong Ren
doaj   +1 more source

OWNERSHIP STRUCTURE AND FINANCIAL PERFORMANCE OF QUOTED MORTGAGE BANKS IN NIGERIA

Gusau Journal of Accounting and Finance, 2022
The financial performance of mortgage banks worldwide has been a significant source of worry among researchers, professionals, and other stakeholders because of the substantial role mortgage banks play in people’s well-being and economic activity ...
Awotundun, D. A., Jinadu, M. Y. B., Fakunmoju, S. K.   +2 more
doaj  

Supply driven mortgage choice [PDF]

, 2016
Variable mortgage contracts dominate the UK mortgage market (Miles, 2004). The dominance of the variable rate mortgage contracts has important consequences for the transmission mechanism of monetary policy decisions and systemic risks (Khandani et al ...
Alla Koblyakova, Antonakis J, Bank of England, Box G, Brueckner JK, Debelle G, Diamond D, European Mortgage Federation (EMF) Hypostat, Follain JR, Fuster A, Greene W, LaCour-Little M, Leece D, Michael White, Miles D, Royston P, Sauerbrei W, Shumway R, Stock J, Tan N, Tsatsaronis K, Wooldridge JM   +21 more
core   +1 more source

Forecasting House Prices: The Role of Market Interconnectedness

Journal of Forecasting, EarlyView.
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen, George Milunovich, Shuping Shi, Ben Wang   +3 more
wiley   +1 more source

Reverse Mortgage Participation in the United States: Evidence from a National Study

International Journal of Financial Studies, 2016
This paper uses the most recent wave of a nationally representative dataset to examine the factors associated with elderly homeowners’ decision to obtain reverse mortgage loans.
Swarn Chatterjee
doaj   +1 more source

Dynamic portfolio and mortgage choice for homeowners [PDF]

, 2005
We investigate the impact of owner-occupied housing on financial portfolio and mortgage choice under stochastic inflation and real interest rates. To this end we develop a dynamic framework in which investors can invest in stocks and bonds with different
Driessen, Joost, Hemert, Otto van, Jong, Franck de   +2 more
core  

Effect of Prudential Policies on Sovereign Bond Markets: Evidence From the ASEAN‐4 Countries

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the effects of prudential policies on the sovereign vulnerability of ASEAN‐4 countries. We measure sovereign vulnerability within the network connectedness of sovereign bonds between ASEAN‐4 countries (Indonesia, Malaysia, the Philippines and Thailand) and six other countries (the US, the UK, the European Union, China ...
Joshua Aizenman, Gazi Salah Uddin, Tianqi Luo, Ranadeva Jayasekera, Donghyun Park   +4 more
wiley   +1 more source