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 2 5 7 17
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 0 19 6 9 10 74
Housing Market Microstructure 0 0 0 68 1 2 4 185
Modeling Credit Risk with Partial Information 0 0 0 37 3 4 5 114
Modeling credit risk with partial information 0 0 0 5 3 5 6 58
The Hybrid Nature of Real Estate Trusts 0 0 0 32 0 2 2 54
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 1 13 1 3 6 68
Total Working Papers 0 0 1 177 16 30 40 570

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 4 6 8 71
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 3 3 4 100 6 7 9 344
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 0 1 60 4 6 13 197
Default and prepayment modelling in participating mortgages 0 0 0 19 1 2 3 83
Distance to Headquarter and Real Estate Equity Performance 0 0 2 11 2 4 8 39
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 0 0 6 121 3 4 22 375
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 1 2 7 301
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 3 8 10 226
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 6 11 12 74
Housing prices and the optimal time-on-the-market decision 0 0 0 8 2 2 3 62
Interest Rate Pass-Through and Consumption Response: The Deposit Channel 0 0 4 15 2 4 17 61
Leverage, options liabilities, and corporate bond pricing 0 0 1 25 0 1 4 115
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 4 51 2 4 12 135
Modeling default risk: A new structural approach 1 1 1 95 2 5 9 233
Operational risk and equity prices 0 0 0 12 6 8 10 69
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 0 5 1 2 2 17
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 0 1 72 2 5 10 197
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 2 7 199 2 4 19 504
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 0 0 7 3 4 6 47
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 3 16 9 12 21 94
The Subprime Virus 0 0 0 6 8 9 12 82
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 0 0 1 18 5 9 12 110
The cost of operational risk loss insurance 0 0 0 28 2 5 11 107
The dynamics of operational loss clustering 0 0 0 38 2 4 8 159
To accept or not to accept: Optimal strategy for sellers in real estate 0 0 0 3 2 3 4 20
Total Journal Articles 4 6 35 1,115 80 132 253 3,771

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 5 6 35
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 0 2 19 2 4 10 76
Total Chapters 0 0 2 22 4 9 16 111

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Statistics updated 2026-02-12