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Development and structuring of commercial mortgage-backed securities in Australia
Chikolwa, Bwembya - 2008
According to the Reserve Bank of Australia (2006) the increased supply of Commercial Mortgage-Backed Securities (CMBS … stood at AU$5.1 billion (US$4 billion) in 1990 had grown to AU$380 billion (US$299 billion) by the end of 2006. In Australia … relating to the development of Australian CMBSs and quantitatively and qualitatively analyses the structuring of Australian …
Persistent link: https://www.econbiz.de/10009437644
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Determinants Of Australian listed property trust bond ratings
Chikolwa, Bwembya - 2008
Using artificial neural networks (ANN) and ordinal regression (OR) as alternative methods to predict LPT bond ratings, we examine the role that various financial and industry-based variables have on Listed Property Trust (LPT) bond ratings issued by Standard and Poor?s from 1999-2006. Our study...
Persistent link: https://www.econbiz.de/10009483215
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Determinants of listed property trust bond ratings : Australian evidence
Chikolwa, Bwembya - 2008
Using artificial neural networks (ANN) and ordinal regression (OR) as alternative methods to predict LPT bond ratings, we examine the role that various financial and industry variables have on Listed Property Trust (LPT) bond ratings issued by Standard and Poor’s from 1999-2006. Our study...
Persistent link: https://www.econbiz.de/10009438140
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Determinants of Commercial Mortgage-Backed Securities Credit Ratings: Australian Evidence
Bwembya, Chikolwa; Felix, Chan - In: International Journal of Strategic Property Management 12 (2008) 2, pp. 69-94
Using artificial neural networks (ANN) and ordinal regression (OR) as alternative methods to predict Commercial Mortgage-backed Securities (CMBS) credit ratings, we examine the role that various financial and industry-based variables have on CMBS credit ratings issued by Standard and Poor's from...
Persistent link: https://www.econbiz.de/10010534704
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Determinants of Commercial Mortgage-Backed Securities Credit Ratings: Australian Evidence
Bwembya, Chikolwa; Felix, Chan - In: International Journal of Strategic Property Management 12 (2008) 2, pp. 69-94
Using artificial neural networks (ANN) and ordinal regression (OR) as alternative methods to predict Commercial Mortgage-backed Securities (CMBS) credit ratings, we examine the role that various financial and industry-based variables have on CMBS credit ratings issued by Standard and Poor's from...
Persistent link: https://www.econbiz.de/10010641342
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Determinants and market impact of seasoned equity offerings : the case of A-REITs
Chikolwa, Bwembya; Kim, Jinu - 2009
The paper examines the decision by Australian Real Estate Trusts (A-REITs) to issue seasoned equity offerings from 2000 - 2008 and stock market reaction to the offerings. The findings reveal that highly leveraged A-REITs with variable earnings are less likely to issue seasoned equity offerings....
Persistent link: https://www.econbiz.de/10009438312
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The development of commercial mortgage-backed securities in Australia
Chikolwa, Bwembya - 2007
The paper explores the development of the Australian Commercial Mortgage-Backed Securities (CMBS) market from 1999 to 2006 and outlines similarities and dissimilarities with the United States (US) and European (EU) CMBS markets. Whilst the US has been the market leader in terms of issuance...
Persistent link: https://www.econbiz.de/10009483216
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Comovements in UK regional property markets: A multivariate cointegration analysis
Worthington, Andrew C.; Higgs, Helen - 2003
This paper examines the short and long-term comovements among UK regional property markets over the period 1976-2001. The markets examined are London, Outer South-East, East Anglia, South West, East Midlands, West Midlands, Yorkshire and Humberside, North and North West. Multivariate...
Persistent link: https://www.econbiz.de/10009437464
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Bubble geometry and chaotic pricing behaviour
Eves, Chris; Wright, Christopher; Jefferies, Rod - 2008
This paper is a deductive theoretical enquiry into the flow of effects from the geometry of price bubbles/busts, to price indices, to pricing behaviours of sellers and buyers, and back to price bubbles/busts. The intent of the analysis is to suggest analytical approaches to identify the...
Persistent link: https://www.econbiz.de/10009437953
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Ratings competition in the CMBS market
Cohen, Andrew M.; Manuszak, Mark D. - In: Journal of money, credit and banking : JMCB 45 (2013), pp. 93-119
Persistent link: https://www.econbiz.de/10010222568