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 3 3 10 20
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 0 19 2 3 13 77
Housing Market Microstructure 0 0 0 68 1 1 4 186
Modeling Credit Risk with Partial Information 0 0 0 37 1 1 5 115
Modeling credit risk with partial information 0 0 0 5 1 2 8 60
The Hybrid Nature of Real Estate Trusts 0 0 0 32 0 0 2 54
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 1 13 1 3 8 71
Total Working Papers 0 0 1 177 9 13 50 583


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 4 7 15 78
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 0 0 0 6 1 3 4 52
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 0 4 100 1 5 14 349
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 0 0 60 2 5 16 202
Default and prepayment modelling in participating mortgages 0 0 0 19 4 6 9 89
Distance to Headquarter and Real Estate Equity Performance 0 0 1 11 0 2 7 41
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 0 0 2 121 2 6 20 381
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 3 5 12 306
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 1 1 11 227
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 2 2 14 76
Housing prices and the optimal time-on-the-market decision 0 0 0 8 1 1 4 63
Interest Rate Pass-Through and Consumption Response: The Deposit Channel 0 1 4 16 2 8 22 69
Leverage, options liabilities, and corporate bond pricing 0 0 1 25 2 2 5 117
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 1 4 52 0 3 11 138
Modeling default risk: A new structural approach 0 0 1 95 1 1 8 234
Operational risk and equity prices 0 1 1 13 0 1 11 70
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 0 5 0 1 3 18
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 0 1 72 3 5 15 202
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 2 5 11 204 5 12 27 516
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 0 0 7 1 1 7 48
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 0 16 1 4 21 98
The Subprime Virus 0 0 0 6 1 2 14 84
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 1 1 2 19 1 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 1 2 9 161
To accept or not to accept: Optimal strategy for sellers in real estate 0 0 0 3 3 4 7 24
Total Journal Articles 3 9 32 1,124 42 90 305 3,861


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 5 11 40
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 1 2 20 3 9 17 85
Total Chapters 0 1 2 23 5 14 28 125


Statistics updated 2026-05-06