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Flavius Darie
Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R...
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Kyung Jin Choi, Byungkwon Lim and Jaehwan Park
This study explored the option value embedded in a reverse mortgage in Korea through an empirical analysis, using the Black?Scholes option-pricing model. The value of a reverse mortgage is affected by the variation in house prices. However, older homeown...
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V. A. Savinova,D. Z. Vagapova,M. G. Sorokina
Pág. 145 - 150
A mortgage loan is considered as one of the most difficult forms of credit relations, first of all resulting in need to attract long-term financial resources on the basis of its refinancing. The expansion of foreign banks in the domestic credit markets i...
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This paper documents asymmetries in the spread between mortgages loan rate and central bank discount rates also known as the . mortgage loan premium in Taiwan... Empirical results revealed that the mortgage loan premium adjusts to the threshold fas...
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