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 1 10 21
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 0 19 0 0 12 77
Housing Market Microstructure 0 0 0 68 0 0 4 187
Modeling Credit Risk with Partial Information 0 0 0 37 0 0 7 117
Modeling credit risk with partial information 0 0 0 5 1 2 9 62
The Hybrid Nature of Real Estate Trusts 0 0 0 32 1 1 4 56
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 0 13 3 4 10 75
Total Working Papers 0 0 0 177 5 8 56 595

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 2 16 80
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 0 0 1 7 1 2 8 56
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 2 5 102 1 3 15 352
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 0 0 60 1 1 19 205
Default and prepayment modelling in participating mortgages 1 1 1 20 1 2 10 91
Distance to Headquarter and Real Estate Equity Performance 0 0 1 11 1 1 9 43
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 0 0 1 122 0 1 16 385
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 0 0 7 306
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 1 1 10 228
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 0 1 15 77
Housing prices and the optimal time-on-the-market decision 0 1 1 9 0 3 8 68
Interest Rate Pass-Through and Consumption Response: The Deposit Channel 0 0 3 16 0 1 17 70
Leverage, options liabilities, and corporate bond pricing 0 0 0 25 0 0 4 118
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 1 52 0 2 11 142
Modeling default risk: A new structural approach 0 0 1 95 0 1 8 235
Operational risk and equity prices 0 0 1 13 0 0 9 70
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 0 5 0 1 4 19
Price Discovery in Real Estate Markets: A Dynamic Analysis 0 1 1 73 2 6 19 210
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 0 9 205 4 8 34 529
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 0 1 8 0 2 9 51
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 1 1 17 0 1 20 101
The Subprime Virus 0 0 0 6 0 0 12 84
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 0 0 1 19 0 2 13 114
The cost of operational risk loss insurance 0 0 0 28 0 0 6 107
The dynamics of operational loss clustering 0 0 0 38 0 1 10 164
To accept or not to accept: Optimal strategy for sellers in real estate 0 0 0 3 0 0 7 24
Total Journal Articles 1 6 29 1,134 13 42 316 3,929

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 14 43
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 0 4 22 0 1 19 89
Total Chapters 0 0 4 25 1 2 33 132

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Statistics updated 2026-10-11