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No 2026/03 |Disentangling Environmental and Economic Risks in Mortgage Default: A Spatio-Temporal Modelling and Stress-Testing Framework with Capital Implications
No 2026/03 |Disentangling Environmental and Economic Risks in Mortgage Default: A Spatio-Temporal Modelling and Stress-Testing Framework with Capital Implications
Authors
Viani B. Djeundje, Jonathan Crook, Galina Andreeva