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Agarwal, Sumit
30
Yildirim, Yildiray
15
Liu, Chunlin
11
Chomsisengphet, Souphala
7
AGARWAL, SUMIT
3
Ambrose, Brent W.
3
Driscoll, John C.
3
Huang, Hongming
3
Laibson, David
3
Amromin, Gene
2
Ben-David, Itzhak
2
CHOMSISENGPHET, SOUPHALA
2
Chernobai, Anna
2
Gabaix, Xavier
2
Jarrow, Robert
2
Jarrow, Robert A.
2
LIU, CHUNLIN
2
Mielnicki, Lawrence
2
Rhee, S. Ghon
2
Rhee, S.Ghon
2
Souleles, Nicholas S.
2
Tobacman, Jeremy
2
Yavas, Abdullah
2
AMBROSE, BRENT W.
1
Aaronson, Daniel
1
Ambrose, Brent W
1
Ambrose, Brent W.(Brent William)
1
Case, Bradford
1
Chang, Yan
1
Chatterjea, Arkadev
1
Chiu, I-Ming
1
Chiu, I‐Ming
1
Christopoulos, Andreasd
1
DRISCOLL, JOHN C.
1
Datta, Anusua
1
Evanoff, Douglas D
1
Evanoff, Douglas D.
1
French, Eric
1
Ghon Rhee, S.
1
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Working paper / National Bureau of Economic Research, Inc
6
The journal of real estate finance and economics
5
Journal of money, credit and banking : JMCB
4
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
The American economic review
3
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
Journal of international financial markets, institutions & money
2
Review of derivatives research
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
American economic journal / Applied economics : a journal of the American Economic Association
1
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International review of economics & finance : IREF
1
Journal of financial intermediation
1
Journal of housing economics
1
Journal of international money and finance
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1
Risk : managing risk in the world's financial markets
1
Southern economic journal
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The journal of financial research : a publ. of the School of Business Administration, Georgetown University
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The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence
Agarwal, Sumit
;
Ambrose, Brent W
;
Huang, Hongming
; …
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
2
,
pp. 553-585
Persistent link: https://www.econbiz.de/10009138192
Saved in:
2
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
Jarrow, Robert
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-358
Persistent link: https://www.econbiz.de/10006694526
Saved in:
3
How Valuable is Credit Card Lending?
Chatterjea, Arkadev
;
Jarrow, Robert
;
Neal, Robert
; …
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10005930426
Saved in:
4
Dynamic Correlations Among Asset Classes: REIT and Stock Returns
Case, Bradford
;
Yang, Yawei
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
44
(
2012
)
3
,
pp. 298-319
Persistent link: https://www.econbiz.de/10009841927
Saved in:
5
The dynamics of operational loss clustering
Chernobai, Anna
;
Yildirim, Yildiray
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2655-2666
Persistent link: https://www.econbiz.de/10008141149
Saved in:
6
Brief communication - Valuing Tips bond futures with the Jarrow-Yildirim model - The authors apply the Jarrow-Yildirim model to derive a closed-form solution for Treasury inflation-protected securities (Tips) futures. With the issuance of inflation-protected bonds and the impact of inflation on financial markets, Tips bond futures are expected to be issued to hedge the market risk of Tips bonds. ...
Huang, Hongming
;
Yildirim, Yildiray
- In:
Risk : managing risk in the world's financial markets
21
(
2008
)
6
,
pp. 101-103
Persistent link: https://www.econbiz.de/10008070337
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7
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
37
(
2008
)
2
,
pp. 93-112
Persistent link: https://www.econbiz.de/10008075059
Saved in:
8
Commercial Mortgage-Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information
Christopoulos, Andreasd
;
Jarrow, Roberta
;
Yildirim, Yildiray
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10008083756
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9
Leverage, options liabilities, and corporate bond pricing
Huang, Hongming
;
Yildirim, Yildiray
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 245
Persistent link: https://www.econbiz.de/10008268078
Saved in:
10
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)
Kau, James B.
;
Keenan, Donald C.
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10008273922
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