Access Statistics for Yildiray Yildirim

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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 5 7 17
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 0 19 1 9 11 75
Housing Market Microstructure 0 0 0 68 0 2 4 185
Modeling Credit Risk with Partial Information 0 0 0 37 0 4 5 114
Modeling credit risk with partial information 0 0 0 5 0 5 6 58
The Hybrid Nature of Real Estate Trusts 0 0 0 32 0 2 2 54
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 1 13 2 3 7 70
Total Working Papers 0 0 1 177 3 30 42 573

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 3 9 11 74
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 0 0 0 6 1 1 2 50
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 3 4 100 2 9 11 346
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 0 1 60 0 6 12 197
Default and prepayment modelling in participating mortgages 0 0 0 19 1 3 4 84
Distance to Headquarter and Real Estate Equity Performance 0 0 2 11 1 4 8 40
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 0 0 5 121 0 4 18 375
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 2 4 9 303
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 0 6 10 226
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 0 9 12 74
Housing prices and the optimal time-on-the-market decision 0 0 0 8 0 2 3 62
Interest Rate Pass-Through and Consumption Response: The Deposit Channel 1 1 5 16 4 7 20 65
Leverage, options liabilities, and corporate bond pricing 0 0 1 25 0 1 4 115
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 1 1 5 52 1 5 11 136
Modeling default risk: A new structural approach 0 1 1 95 0 3 8 233
Operational risk and equity prices 0 0 0 12 0 7 10 69
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 0 5 1 3 3 18
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 0 1 72 1 5 11 198
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 1 3 8 200 4 8 22 508
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 0 0 7 0 3 6 47
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 2 16 2 12 22 96
The Subprime Virus 0 0 0 6 1 9 13 83
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 0 0 1 18 0 6 11 110
The cost of operational risk loss insurance 0 0 0 28 0 5 9 107
The dynamics of operational loss clustering 0 0 0 38 0 3 8 159
To accept or not to accept: Optimal strategy for sellers in real estate 0 0 0 3 1 4 5 21
Total Journal Articles 3 9 36 1,118 25 138 263 3,796

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 3 7 9 38
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 1 1 3 20 2 6 11 78
Total Chapters 1 1 3 23 5 13 20 116

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Statistics updated 2026-03-04