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 1 2 2 12
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 0 19 0 1 1 65
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 1 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 0 0 4 65
Total Working Papers 0 0 1 177 1 4 11 540


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 1 1 2 65
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 0 0 0 6 0 0 1 48
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 5 5 12 191
Default and prepayment modelling in participating mortgages 0 0 0 19 0 1 2 81
Distance to Headquarter and Real Estate Equity Performance 1 1 2 11 1 1 6 35
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 0 1 6 121 2 7 19 371
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 0 2 5 299
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 0 2 2 218
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 1 1 1 63
Housing prices and the optimal time-on-the-market decision 0 0 0 8 0 1 1 60
Interest Rate Pass-Through and Consumption Response: The Deposit Channel 2 2 4 15 4 5 14 57
Leverage, options liabilities, and corporate bond pricing 0 1 1 25 0 2 3 114
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 4 51 0 0 9 131
Modeling default risk: A new structural approach 0 0 0 94 1 2 4 228
Operational risk and equity prices 0 0 0 12 0 0 3 61
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 1 5 0 0 1 15
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 0 1 72 1 1 7 192
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 1 1 7 197 5 8 21 500
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 0 0 7 1 1 2 43
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 3 16 1 1 9 82
The Subprime Virus 0 0 1 6 1 2 4 73
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 0 0 1 18 0 0 4 101
The cost of operational risk loss insurance 0 0 0 28 1 2 6 102
The dynamics of operational loss clustering 0 0 2 38 1 1 9 155
To accept or not to accept: Optimal strategy for sellers in real estate 0 0 0 3 0 0 2 17
Total Journal Articles 4 7 35 1,109 26 47 151 3,639


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 1 1 30
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 1 1 4 19 2 2 9 72
Total Chapters 1 1 4 22 3 3 10 102


Statistics updated 2025-11-08