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 7 17
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 0 19 0 7 11 75
Housing Market Microstructure 0 0 0 68 0 1 3 185
Modeling Credit Risk with Partial Information 0 0 0 37 0 3 4 114
Modeling credit risk with partial information 0 0 0 5 1 4 7 59
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 0 3 7 70
Total Working Papers 0 0 1 177 1 20 41 574

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 7 11 74
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 0 0 0 6 1 2 3 51
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 3 4 100 2 10 13 348
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 0 0 60 3 7 14 200
Default and prepayment modelling in participating mortgages 0 0 0 19 1 3 5 85
Distance to Headquarter and Real Estate Equity Performance 0 0 1 11 1 4 8 41
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 0 0 3 121 4 7 20 379
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 0 3 9 303
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 0 3 10 226
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 0 6 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 0 1 5 16 2 8 21 67
Leverage, options liabilities, and corporate bond pricing 0 0 1 25 0 0 3 115
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 1 4 52 2 5 11 138
Modeling default risk: A new structural approach 0 1 1 95 0 2 7 233
Operational risk and equity prices 1 1 1 13 1 7 11 70
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 0 5 0 2 3 18
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 0 1 72 1 4 12 199
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 2 3 9 202 3 9 24 511
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 1 12 22 97
The Subprime Virus 0 0 0 6 0 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 5 10 110
The cost of operational risk loss insurance 0 0 0 28 0 2 9 107
The dynamics of operational loss clustering 0 0 0 38 1 3 9 160
To accept or not to accept: Optimal strategy for sellers in real estate 0 0 0 3 0 3 5 21
Total Journal Articles 3 10 33 1,121 23 128 274 3,819

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 5 9 38
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 1 3 20 4 8 15 82
Total Chapters 0 1 3 23 4 13 24 120

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Statistics updated 2026-04-09