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 2 2 12
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 0 19 1 1 2 66
Housing Market Microstructure 0 0 0 68 0 0 2 183
Modeling Credit Risk with Partial Information 0 0 0 37 0 0 1 110
Modeling credit risk with partial information 0 0 0 5 0 0 1 53
The Hybrid Nature of Real Estate Trusts 0 0 0 32 0 0 0 52
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 1 13 2 2 5 67
Total Working Papers 0 0 1 177 3 5 13 543

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 1 2 65
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 0 0 0 6 1 1 1 49
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 1 1 97 0 1 2 337
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 0 1 60 0 5 8 191
Default and prepayment modelling in participating mortgages 0 0 0 19 0 1 1 81
Distance to Headquarter and Real Estate Equity Performance 0 1 2 11 1 2 7 36
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 0 1 6 121 0 6 19 371
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 0 1 5 299
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 2 2 4 220
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 2 3 3 65
Housing prices and the optimal time-on-the-market decision 0 0 0 8 0 0 1 60
Interest Rate Pass-Through and Consumption Response: The Deposit Channel 0 2 4 15 1 6 15 58
Leverage, options liabilities, and corporate bond pricing 0 0 1 25 0 0 3 114
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 4 51 0 0 8 131
Modeling default risk: A new structural approach 0 0 0 94 2 4 6 230
Operational risk and equity prices 0 0 0 12 1 1 4 62
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 0 5 0 0 0 15
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 0 1 72 1 2 8 193
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 1 5 197 0 6 16 500
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 0 0 7 1 2 3 44
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 3 16 2 3 11 84
The Subprime Virus 0 0 1 6 1 3 5 74
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 0 0 1 18 3 3 7 104
The cost of operational risk loss insurance 0 0 0 28 0 2 6 102
The dynamics of operational loss clustering 0 0 1 38 1 2 7 156
To accept or not to accept: Optimal strategy for sellers in real estate 0 0 0 3 0 0 1 17
Total Journal Articles 0 6 31 1,109 19 57 153 3,658

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 1 2 2 31
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 1 3 19 0 2 7 72
Total Chapters 0 1 3 22 1 4 9 103

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Statistics updated 2025-12-06