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 0 0 10
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 1 19 0 0 1 64
Housing Market Microstructure 0 0 0 68 0 1 1 182
Modeling Credit Risk with Partial Information 0 0 0 37 0 1 1 110
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 0 12 0 1 3 63
Total Working Papers 0 0 1 176 0 3 6 533


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 0 63
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 0 0 1 6 0 0 2 48
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 0 0 96 0 0 0 335
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 1 1 60 0 2 16 186
Default and prepayment modelling in participating mortgages 0 0 0 19 0 0 1 80
Distance to Headquarter and Real Estate Equity Performance 0 1 4 10 1 3 8 34
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 1 4 6 119 2 8 12 361
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 0 216
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 0 0 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 1 1 3 12 1 3 8 47
Leverage, options liabilities, and corporate bond pricing 0 0 0 24 0 1 2 112
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 1 3 48 0 4 9 127
Modeling default risk: A new structural approach 0 0 0 94 0 2 4 226
Operational risk and equity prices 0 0 0 12 0 0 2 59
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 1 5 0 0 2 15
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 0 0 71 0 0 2 187
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 1 5 193 2 4 19 489
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 0 0 7 0 0 1 41
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 2 3 4 16 2 4 5 77
The Subprime Virus 0 0 1 6 0 0 1 70
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 0 0 0 17 0 2 6 100
The cost of operational risk loss insurance 0 0 0 28 1 3 3 99
The dynamics of operational loss clustering 0 0 4 38 1 1 9 152
To accept or not to accept: Optimal strategy for sellers in real estate 0 0 1 3 1 1 3 17
Total Journal Articles 4 12 34 1,092 11 38 117 3,556


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 1 1 5 18 1 2 8 68
Total Chapters 1 1 5 21 1 2 8 97


Statistics updated 2025-05-12