Modeling default risk : a new structural approach

von Yildirim, Yildiray
Veröffentlicht in Finance research letters (2006)

Estimating default probabilities of CMBS loans with clustering and heavy censoring

von Yildirim, Yildiray
Veröffentlicht in The journal of real estate finance and economics (2008)

Default and prepayment modelling in participating mortgages

von Varli, Yusuf
Veröffentlicht in Journal of banking & finance (2015)

Leverage, options liabilities, and corporate bond pricing

von Huang, Hongming
Veröffentlicht in Review of derivatives research (2008)

The dynamics of operational loss clustering

von Chernobai, Anna
Veröffentlicht in Journal of banking & finance (2008)

Price discovery in real estate markets : a dynamic analysis

von Yavaş, Abdullah
Veröffentlicht in The journal of real estate finance and economics (2011)

Modelling inflation

von Mercurio, Fabio
Veröffentlicht in Inflation risks and products (2008)

Pricing treasury inflation protected securities and related derivatives using an HJM model

von Jarrow, Robert A.
Veröffentlicht in Journal of financial and quantitative analysis (2003)

Credit risk and the term structure of lease rates : a reduced form approach

von Ambrose, Brent William
Veröffentlicht in The journal of real estate finance and economics (2008)

Valuing default swaps under market and credit risk correlation

von Jarrow, Robert A.
Veröffentlicht in The journal of fixed income (2002)

Operational risk and equity prices

von Shafer, Michael T.
Veröffentlicht in Finance research letters (2013)

Pricing of firm specific jump risk

von Ascheberg, Marius
Veröffentlicht in Ascheberg, Marius Essays on empirical asset pricing, dynamic asset allocation, and contagion effects (2013)

Markov switching dynamics in REIT returns : univariate and multivariate evidence on forecasting performance

von Case, Bradford
Veröffentlicht in Real estate economics (2014)

Dynamic correlations among asset classes : REIT and stock returns

von Case, Bradford
Veröffentlicht in The journal of real estate finance and economics (2012)

Estimating expected losses and liquidity discounts implicit in debt prices

von Janosi, Tibor
Veröffentlicht in Innovations in risk management (2004)

The subprime virus

von Agarwal, Sumit
Veröffentlicht in Real estate economics (2015)

Estimating default probabilities implicit in equity prices

von Janosi, Tibor
Veröffentlicht in The credit market handbook (2006)

The cost of operational risk loss insurance

von Jarrow, Robert A.
Veröffentlicht in Review of derivatives research (2010)

Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information

von Christopoulos, Andreas D.
Veröffentlicht in Real estate economics (2008)

Estimating default probabilities implicit in commercial mortgage backed securities (CMBS)

von Kau, James B.
Veröffentlicht in The journal of real estate finance and economics (2009)