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 10 20
Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns 0 0 0 19 0 0 13 77
Housing Market Microstructure 0 0 0 68 0 1 4 187
Modeling Credit Risk with Partial Information 0 0 0 37 0 2 7 117
Modeling credit risk with partial information 0 0 0 5 1 1 9 61
The Hybrid Nature of Real Estate Trusts 0 0 0 32 0 1 3 55
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 0 0 0 13 1 1 7 72
Total Working Papers 0 0 0 177 2 6 53 589


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 14 78
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt 0 1 1 7 1 3 7 55
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 0 4 100 0 0 13 349
Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach 0 0 0 60 0 2 18 204
Default and prepayment modelling in participating mortgages 0 0 0 19 1 1 10 90
Distance to Headquarter and Real Estate Equity Performance 0 0 1 11 0 1 8 42
Dynamic Correlations Among Asset Classes: REIT and Stock Returns 0 1 2 122 1 4 21 385
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) 0 0 0 99 0 0 9 306
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring 0 0 0 74 0 0 11 227
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 0 0 14 76
Housing prices and the optimal time-on-the-market decision 0 0 0 8 1 3 7 66
Interest Rate Pass-Through and Consumption Response: The Deposit Channel 0 0 3 16 0 0 17 69
Leverage, options liabilities, and corporate bond pricing 0 0 1 25 0 1 6 118
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 1 52 2 4 11 142
Modeling default risk: A new structural approach 0 0 1 95 1 1 9 235
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 1 1 4 19
Price Discovery in Real Estate Markets: A Dynamic Analysis 1 1 1 73 3 5 16 207
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 1 9 205 1 6 30 522
The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis 0 1 1 8 1 2 8 50
The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties 1 1 1 17 1 3 20 101
The Subprime Virus 0 0 0 6 0 0 13 84
The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence 0 0 1 19 1 2 12 113
The cost of operational risk loss insurance 0 0 0 28 0 0 7 107
The dynamics of operational loss clustering 0 0 0 38 1 3 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 2 6 28 1,130 16 42 311 3,903


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 2 13 42
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 2 4 22 0 3 18 88
Total Chapters 0 2 4 25 0 5 31 130


Statistics updated 2026-08-07