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Modelling Default Risk : A New...
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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
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2
Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.
;
Jarrow, Robert A.
;
Yildirim, …
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
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3
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
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4
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
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5
Housing prices and the optimal time-on-the-market decision
İnaltekin, Hazer
;
Jarrow, Robert A.
;
Sağlam, Mehmet
; …
- In:
Finance research letters
8
(
2011
)
4
,
pp. 171-179
Persistent link: https://www.econbiz.de/10009425863
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6
Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei
;
Huang, Henry H.
;
Yildirim, Yildiray
- In:
European journal of operational research : EJOR
235
(
2014
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10010361364
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7
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
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8
Pricing of firm specific jump risk
Ascheberg, Marius
;
Kraft, Holger
;
Yildirim, Yildiray
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 21-68)
.
2013
Persistent link: https://www.econbiz.de/10010412571
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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
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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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