On non-negative equity guarantee calculations with macroeconomic variables related to house prices (Q2670127)
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scientific article; zbMATH DE number 7487261
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| English | On non-negative equity guarantee calculations with macroeconomic variables related to house prices |
scientific article; zbMATH DE number 7487261 |
Statements
On non-negative equity guarantee calculations with macroeconomic variables related to house prices (English)
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10 March 2022
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house price risk
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non-negative equity guarantee
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GARCH-MIDAS
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exponential linear pricing kernel
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equity release mortgages
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derivatives pricing
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0.7119160890579224
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0.7046926617622375
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0.7026839256286621
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0.6880757212638855
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