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 4 5 15
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 0 19 2 3 4 68
Housing Market Microstructure 0 0 0 68 1 1 3 184
Modeling Credit Risk with Partial Information 0 0 0 37 1 1 2 111
Modeling credit risk with partial information 0 0 0 5 2 2 3 55
The Hybrid Nature of Real Estate Trusts 0 0 0 32 2 2 2 54
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 1 13 0 2 5 67
Total Working Papers 0 0 1 177 11 15 24 554


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 2 3 4 67
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 0 0 0 6 0 1 1 49
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 0 1 97 1 1 3 338
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 0 1 60 2 7 9 193
Default and prepayment modelling in participating mortgages 0 0 0 19 1 1 2 82
Distance to Headquarter and Real Estate Equity Performance 0 1 2 11 1 3 6 37
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 0 0 6 121 1 3 19 372
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 1 1 6 300
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 3 5 7 223
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 3 6 6 68
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 16 59
Leverage, options liabilities, and corporate bond pricing 0 0 1 25 1 1 4 115
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 4 51 2 2 10 133
Modeling default risk: A new structural approach 0 0 0 94 1 4 7 231
Operational risk and equity prices 0 0 0 12 1 2 5 63
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 0 5 1 1 1 16
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 0 1 72 2 4 9 195
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 2 3 7 199 2 7 18 502
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 0 0 7 0 2 3 44
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 3 16 1 4 12 85
The Subprime Virus 0 0 0 6 0 2 4 74
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 0 0 1 18 1 4 8 105
The cost of operational risk loss insurance 0 0 0 28 3 4 9 105
The dynamics of operational loss clustering 0 0 1 38 1 3 7 157
To accept or not to accept: Optimal strategy for sellers in real estate 0 0 0 3 1 1 2 18
Total Journal Articles 2 6 32 1,111 33 78 179 3,691


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 4 33
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 1 3 19 2 4 9 74
Total Chapters 0 1 3 22 4 8 13 107


Statistics updated 2026-01-09