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 0 0 10
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 1 1 1 19 1 1 3 64
Housing Market Microstructure 0 0 0 68 0 0 0 181
Modeling Credit Risk with Partial Information 0 0 0 37 0 0 0 109
Modeling credit risk with partial information 0 0 0 5 0 0 0 52
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 12 0 1 3 61
Total Working Papers 1 1 2 176 1 2 6 529

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 0 1 63
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 0 1 1 6 0 1 3 47
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 0 1 96 0 0 2 335
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 0 0 59 0 9 21 179
Default and prepayment modelling in participating mortgages 0 0 0 19 0 0 1 79
Distance to Headquarter and Real Estate Equity Performance 0 1 3 9 0 1 5 29
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 0 1 4 115 0 1 6 352
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 0 0 0 294
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 0 0 2 216
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 2 2 2 62
Housing prices and the optimal time-on-the-market decision 0 0 0 8 0 0 0 59
Interest Rate Pass-Through and Consumption Response: The Deposit Channel 0 2 2 11 1 4 4 43
Leverage, options liabilities, and corporate bond pricing 0 0 0 24 1 1 2 111
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 2 3 47 0 3 8 122
Modeling default risk: A new structural approach 0 0 0 94 0 0 2 224
Operational risk and equity prices 0 0 0 12 0 0 1 58
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 0 4 0 0 2 14
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 0 2 71 0 0 3 185
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 1 1 7 190 3 6 24 479
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 0 0 7 1 1 1 41
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 1 1 2 13 1 1 3 73
The Subprime Virus 0 0 0 5 0 0 1 69
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 0 0 0 17 1 2 3 97
The cost of operational risk loss insurance 0 0 0 28 0 0 1 96
The dynamics of operational loss clustering 0 1 3 36 1 2 4 146
To accept or not to accept: Optimal strategy for sellers in real estate 0 1 1 3 0 1 1 15
Total Journal Articles 2 11 29 1,074 11 35 103 3,488

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 0 0 0 29
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 0 4 15 0 0 5 63
Total Chapters 0 0 4 18 0 0 5 92

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Statistics updated 2024-11-05