Title:

A Model of Mortgage Default

Authors:

John Campbell (Harvard U)
João Cocco (LSE, U Frankfurt)

Journal:

Journal of Finance

Year:

2015

Volume:

70

Number:

4

Pages:

1495-1554

JEL codes:

E31 - Price Level; Inflation; Deflation
E32 - Business Fluctuations; Cycles
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
J31 - Wage Level and Structure; Wage Differentials by Skill, Training, Occupation, etc.