A proportional hazards model of commercial mortgage default with originator bias
Year of publication: |
2003
|
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Authors: | Ciochetti, Brian A. ; Deng, Yongheng ; Lee, Gail ; Shilling, James D. ; Yao, Rui |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 27.2003, 1, p. 5-23
|
Subject: | Hypothek | Mortgage | Gewerbeimmobilien | Commercial real estate | Optionspreistheorie | Option pricing theory | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Theorie | Theory | USA | United States | 1974-1990 |
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