Similar Search Results

Commercial Mortgage-Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information

Christopoulos, Andreas D.; Jarrow, Robert A.; Yildirim, … - In: Real Estate Economics 36 (2008) 3, pp. 441-498

Commercial mortgage-backed securities (CMBS) are complex asset-backed securities trading in markets that do not currently use derivatives pricing technology. This lack of usage is due to the complexity of the modeling exercise, and only the recent and costly availability of historical data. As...

Persistent link: https://www.econbiz.de/10005341096

The impact of different default triggers on CMBS risk evaluation

Christopoulos, Andreas D. - In: Journal of investment management : JOIM 15 (2017) 2, pp. 65-91

Persistent link: https://www.econbiz.de/10011700690

The composition of CMBS risk

Christopoulos, Andreas D. - In: Journal of banking & finance 76 (2017), pp. 215-239

Persistent link: https://www.econbiz.de/10011814330

Credit risk findings for commercial real estate loans using the reduced form

Christopoulos, Andreas D.; Barratt, Joshua G. - In: Finance research letters 19 (2016), pp. 228-234

Persistent link: https://www.econbiz.de/10011657677

Synthetic cap rate indices : 1991-Covid era

Christopoulos, Andreas D.; Barratt, Joshua G.; Ilut, … - In: Global finance journal 60 (2024), pp. 1-30

Persistent link: https://www.econbiz.de/10014545198

Liquidity risk and CMBX microstructure

Christopoulos, Andreas D.; Barratt, Joshua G. - In: Review of financial economics : RFE 42 (2024) 2, pp. 148-185

Persistent link: https://www.econbiz.de/10014535095

The error learning Hypothesis: the evidence reexamined

Jarrow, Robert - In: Journal of economics & business 36 (1984) 2, pp. 177-188

Persistent link: https://www.econbiz.de/10003584991

Heterogeneous expectations, restrictions on short sales, and equilibrium asset prices

Jarrow, Robert - In: The journal of finance : the journal of the American … 35 (1980) 5, pp. 1105-1113

Persistent link: https://www.econbiz.de/10003585001

The relationship betwenn arbitrage and first order stochastic dominance

Jarrow, Robert - In: The journal of finance : the journal of the American … 41 (1986) 4, pp. 915-921

Persistent link: https://www.econbiz.de/10003585010

Modelling fixed income securities and interest rate options

Jarrow, Robert A. - 1996

Persistent link: https://www.econbiz.de/10004308599