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~subject:"Credit risk"
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Credit risk
Hypothek
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Mortgage
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USA
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91
Consumer behaviour
89
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88
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31
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29
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Agarwal, Sumit
43
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21
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19
Ben-David, Itzhak
10
Ambrose, Brent William
8
Mahoney, Neale
8
Stroebel, Johannes
8
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5
Amromin, Gene
4
Benmelech, Efraim
4
Correa, Ricardo
4
Evanoff, Douglas Darrell
4
Liu, Chunlin
4
Morais, Bernardo
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Roman, Raluca A.
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Ruiz-Ortega, Claudia
4
Seru, Amit
4
An, Xudong
3
Bergman, Nittai
3
Cordell, Larry
3
Roldán, Jessica
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3
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Janosi, Tibor
2
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2
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Cetin, Umut
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ECONIS (ZBW)
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1
Risk retention rules and the issuance of commercial mortgage backed securities
Agarwal, Sumit
;
Ambrose, Brent William
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
68
(
2024
)
4
,
pp. 684-714
Persistent link: https://www.econbiz.de/10015080917
Saved in:
2
Modeling default risk : a new structural approach
Yildirim, Yildiray
- In:
Finance research letters
3
(
2006
)
3
,
pp. 165-172
Persistent link: https://www.econbiz.de/10003374031
Saved in:
3
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
4
Estimating expected losses and liquidity discounts implicit in debt prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Innovations in risk management : seminal papers from …
,
(pp. 457-507)
.
2004
Persistent link: https://www.econbiz.de/10002600556
Saved in:
5
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius
;
Jarrow, Robert A.
;
Kraft, Holger
; …
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 183-216)
.
2013
Persistent link: https://www.econbiz.de/10010412565
Saved in:
6
Estimating default probabilities implicit in equity prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The credit market handbook : advanced modeling issues
,
(pp. 1-38)
.
2006
Persistent link: https://www.econbiz.de/10003338037
Saved in:
7
Leverage, options liabilities, and corporate bond pricing
Huang, Hongming
;
Yildirim, Yildiray
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 245-276
Persistent link: https://www.econbiz.de/10003835034
Saved in:
8
Credit risk and the term structure of lease rates : a reduced form approach
Ambrose, Brent William
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
37
(
2008
)
3
,
pp. 281-298
Persistent link: https://www.econbiz.de/10003766787
Saved in:
9
Default and prepayment modelling in participating mortgages
Varli, Yusuf
;
Yildirim, Yildiray
- In:
Journal of banking & finance
61
(
2015
),
pp. 81-88
Persistent link: https://www.econbiz.de/10011545141
Saved in:
10
Capital structure and the substitutability versus complementarity nature of leases and debt
Ambrose, Brent William
;
Emmerling, Thomas
;
Huang, Henry H.
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
3
,
pp. 659-695
Persistent link: https://www.econbiz.de/10012035128
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