Pricing Residential Mortgage Credit Risk in the Post-GFC Era

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Agostino Capponi, Stijn Van Nieuwerburgh, Xinkai Wu
DOI: 10.2139/ssrn.6093300
Cited by: 0

Fields of Study & Subjects

Credit Risk and Financial Regulations Housing Market and Economics finance banking and market dynamics

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint