Adjustable-rate mortgages in the era of global reflation: How to model additional default risk?

• Ádám Banai ,

  Contributed equally to this work with: Ádám Banai, Edina Berlinger, Barbara Dömötör

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Resources, Supervision, Validation, Writing – original draft, Writing – review & editing

  Affiliations Executive Directorate for Monetary Policy Instruments and Foreign Reserve Management, National Bank of Hungary, Budapest, Hungary, MNB Institute, John von Neumann University, Kecskemét, Hungary

  ⨯
• Edina Berlinger ,

  Contributed equally to this work with: Ádám Banai, Edina Berlinger, Barbara Dömötör

  Roles Conceptualization, Data curation, Formal analysis, Funding acquisition, Investigation, Methodology, Software, Supervision, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: edina.berlinger@uni-corvinus.hu

  Affiliation Department of Finance, Corvinus University of Budapest, Budapest, Hungary

  https://orcid.org/0000-0002-8264-0823

  ⨯
• Barbara Dömötör

  Contributed equally to this work with: Ádám Banai, Edina Berlinger, Barbara Dömötör

  Roles Conceptualization, Formal analysis, Funding acquisition, Investigation, Methodology, Project administration, Supervision, Validation, Writing – original draft, Writing – review & editing

  Affiliation Department of Finance, Corvinus University of Budapest, Budapest, Hungary

  ⨯