An empirical characterization of mortgage default in Colombia between 1997 and 2004

This paper examines the relationship between mortgage default decisions and relevant observable variables under the light of a random utility model. The focus of the study is the Colombian mortgage market between 1997 and 2004 using two separate data sets

Detalles Bibliográficos
Autores Principales: Carranza, Juan Esteban, Estrada, Dairo Ayiber
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2007
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5468
id oai:RI-BanRep:20.500.12134-5468
recordtype dspace
spelling oai:RI-BanRep:20.500.12134-54682019-04-16T16:15:03Z An empirical characterization of mortgage default in Colombia between 1997 and 2004 Carranza, Juan Esteban Estrada, Dairo Ayiber D4 - Market Structure, Pricing, and Design R12 - Size and Spatial Distributions of Regional Economic Activity L13 - Oligopoly and Other Imperfect Markets G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages Banking Location Competition Colombia Hipotecas -- Colombia -- 1997-2004 Incumplimiento financiero -- Colombia -- 1997-2004 Prestamos hipotecarios -- Colombia -- 1997-2004 Vivienda -- Financiación -- Colombia -- 1997-2004 D4 - Estructura de mercado, formación de precios y diseño G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas L13 - Oligopolio y otros mercados imperfectos R12 - Distribución espacial y dimensional de la actividad económica regional This paper examines the relationship between mortgage default decisions and relevant observable variables under the light of a random utility model. The focus of the study is the Colombian mortgage market between 1997 and 2004 using two separate data sets 2007-08-18 2007-08-18 Working Paper Documentos de trabajo Published Version http://repositorio.banrep.gov.co/handle/20.500.12134/5468 http://hdl.handle.net/20.500.12134/5468 spa Documentos de Trabajo Borradores de Economía Borradores de Economía; No. 450 https://ideas.repec.org/p/bdr/borrec/450.html https://ideas.repec.org/p/col/000094/004018.html Open Access https://creativecommons.org/licenses/by-nc-sa/4.0/ Acceso abierto Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva. PDF application/pdf image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Bogotá Banco de la República
institution Repositorio Institucional del Banco de la República de Colombia
collection DSpace
language Español (Spanish)
topic D4 - Market Structure, Pricing, and Design
R12 - Size and Spatial Distributions of Regional Economic Activity
L13 - Oligopoly and Other Imperfect Markets
G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Banking
Location
Competition
Colombia
Hipotecas -- Colombia -- 1997-2004
Incumplimiento financiero -- Colombia -- 1997-2004
Prestamos hipotecarios -- Colombia -- 1997-2004
Vivienda -- Financiación -- Colombia -- 1997-2004
D4 - Estructura de mercado, formación de precios y diseño
G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
L13 - Oligopolio y otros mercados imperfectos
R12 - Distribución espacial y dimensional de la actividad económica regional
spellingShingle D4 - Market Structure, Pricing, and Design
R12 - Size and Spatial Distributions of Regional Economic Activity
L13 - Oligopoly and Other Imperfect Markets
G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Banking
Location
Competition
Colombia
Hipotecas -- Colombia -- 1997-2004
Incumplimiento financiero -- Colombia -- 1997-2004
Prestamos hipotecarios -- Colombia -- 1997-2004
Vivienda -- Financiación -- Colombia -- 1997-2004
D4 - Estructura de mercado, formación de precios y diseño
G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
L13 - Oligopolio y otros mercados imperfectos
R12 - Distribución espacial y dimensional de la actividad económica regional
Carranza, Juan Esteban
Estrada, Dairo Ayiber
An empirical characterization of mortgage default in Colombia between 1997 and 2004
description This paper examines the relationship between mortgage default decisions and relevant observable variables under the light of a random utility model. The focus of the study is the Colombian mortgage market between 1997 and 2004 using two separate data sets
format Documento de trabajo (Working Paper)
author Carranza, Juan Esteban
Estrada, Dairo Ayiber
author_facet Carranza, Juan Esteban
Estrada, Dairo Ayiber
author_sort Carranza, Juan Esteban
title An empirical characterization of mortgage default in Colombia between 1997 and 2004
title_short An empirical characterization of mortgage default in Colombia between 1997 and 2004
title_full An empirical characterization of mortgage default in Colombia between 1997 and 2004
title_fullStr An empirical characterization of mortgage default in Colombia between 1997 and 2004
title_full_unstemmed An empirical characterization of mortgage default in Colombia between 1997 and 2004
title_sort empirical characterization of mortgage default in colombia between 1997 and 2004
publisher Banco de la República
publishDate 2007
url http://repositorio.banrep.gov.co/handle/20.500.12134/5468
_version_ 1637300276338622464
score 10,755503