Access Statistics for Yildiray Yildirim

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does Bankruptcy Protection Affect Asset Prices? Evidence from changes in Homestead Exemptions 0 0 0 3 0 3 10 20
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 0 19 0 2 13 77
Housing Market Microstructure 0 0 0 68 1 2 4 187
Modeling Credit Risk with Partial Information 0 0 0 37 2 3 7 117
Modeling credit risk with partial information 0 0 0 5 0 2 8 60
The Hybrid Nature of Real Estate Trusts 0 0 0 32 1 1 3 55
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 1 13 0 1 8 71
Total Working Papers 0 0 1 177 4 14 53 587

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Affine model of inflation-indexed derivatives and inflation risk premium 0 0 0 18 0 4 15 78
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 1 1 1 7 2 4 6 54
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 0 4 100 0 3 14 349
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 0 0 60 2 7 18 204
Default and prepayment modelling in participating mortgages 0 0 0 19 0 5 9 89
Distance to Headquarter and Real Estate Equity Performance 0 0 1 11 1 2 8 42
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 1 1 2 122 2 8 19 383
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 0 3 11 306
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 0 1 11 227
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 0 2 14 76
Housing prices and the optimal time-on-the-market decision 0 0 0 8 2 3 6 65
Interest Rate Pass-Through and Consumption Response: The Deposit Channel 0 0 4 16 0 4 21 69
Leverage, options liabilities, and corporate bond pricing 0 0 1 25 0 2 5 117
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 3 52 2 4 12 140
Modeling default risk: A new structural approach 0 0 1 95 0 1 8 234
Operational risk and equity prices 0 1 1 13 0 1 10 70
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 0 5 0 0 3 18
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 0 1 72 2 6 17 204
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 4 9 204 4 12 29 520
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 0 0 7 0 1 7 48
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 0 16 2 4 22 100
The Subprime Virus 0 0 0 6 0 1 13 84
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 0 1 2 19 0 1 11 111
The cost of operational risk loss insurance 0 0 0 28 0 0 8 107
The dynamics of operational loss clustering 0 0 0 38 0 2 9 161
To accept or not to accept: Optimal strategy for sellers in real estate 0 0 0 3 0 3 7 24
Total Journal Articles 2 8 30 1,126 19 84 313 3,880

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MODELING CREDIT RISK WITH PARTIAL INFORMATION 0 0 0 3 2 4 13 42
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 1 1 3 21 1 8 16 86
Total Chapters 1 1 3 24 3 12 29 128

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Statistics updated 2026-06-04