Giannotti, Claudio; Gibilaro, Lucia; Mattarocci, Gianluca - In: Journal of Property Investment & Finance 29 (2011) 2, pp. 98-114
Purpose – The purpose of this paper is to compare banks specialised on real estate lending with the overall market in order to the test if they are more or less exposed to liquidity risk. Design/methodology/approach – Following the approach proposed by the Basel Committee in order to...