Search Results - subject_exact:"Commercial real estate"

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Exploring the non-linear dynamics between Commercial Real Estate and systemic risk

Kladakis, George; Lux, Nicole; Skouralis, Alexandros - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015432818

Factors affecting regional bank health and supervisory rating : an exploration

Duffy, Denise; Haubrich, Joseph Gerard; Healy, Christopher - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618932

Does skin in the game align incentives? : the case of CRE CLOs

Broxterman, Daniel; Cordell, Larry; Dougal, Casey; Ma, … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609873

Human mobility and commercial real estate : evidence from REIT operating performance

Özgür, Halil; Tsang, Desmond; Yönder, Erkan - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015458722

Effectiveness of supervisory activities in mitigating banks' commercial real estate risk

Jo, Jae Hyun; Demartis, Stefano; Palligkinis, Spyros - 2026

We assess the effectiveness of supervisory activities in mitigating credit risk stemming from banks' commercial real estate portfolios. We analyse two activity types deployed by European banking supervisors: (a) on-site inspections, which assess in depth banks' risk-taking and internal controls,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015655791

From coworking to competing? : business models and strategies of UK coworking spaces beyond the COVID-19 pandemic

Yates, Edward; Charnock, Greig; Pitts, Frederick Harry; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014631322

Pretend or amend? : on evergreening in CRE

Glancy, David - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653174

Climate risk and commercial mortgage delinquency

Holtermans, Rogier; Kahn, Matthew E.; Kok, Nils - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015120864

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Climate Risk and Commercial Mortgage Delinquency

Holtermans, Rogier; Kahn, Matthew E.; Kok, Nils - 2022

Book / Working Paper

Commercial real estate loans in Europe : does loan-to-value at origination predict default risk?

Ciocchetta, Federica; Pico, Raffaella; Quaglia, Ivan - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015408423

Quantifying the impacts of climate shocks in commercial real estate markets

Holtermans, Rogier; Niu, Dongxiao; Zheng, Siqi - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015120869

Pricing or panicking? : commercial real estate markets and climate change

Foerster, Kai; Ryan, Ellen; Scheid, Benedikt - 2025

This paper provides the first study of climate risk pricing in euro area commercial real estate markets. We pay particular attention to changes in risk pricing over time, as a sudden market shift may significantly amplify the financial stability and macroeconomic implications of these risks. We...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015416169

How property rents and expenses depreciate : a case of Tokyo office properties

Yoshida, Jiro; Kawai, Kohei; Geltner, David; Shimizu, … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015196637

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How property rents and expenses depreciate : a case of Tokyo office properties

Yoshida, Jiro; Kawai, Kohei; Geltner, David; Shimizu, … - 2024

Book / Working Paper

Commercial real estate returns and innovation

Bian, Xun; Devos, Erik; Feng, Zifeng - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014420452

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Commercial Real Estate Returns and Innovation

Bian, Xun; Devos, Erik; Feng, Zifeng - 2022

Book / Working Paper

The choice of unsmoothing coefficients for real estate appreciation indices : with notes on correction procedures, appraisal-smoothing, nonsynchronous appraisal, asset return correlation and market efficiency

Gohs, Andreas Marcus - 2025

Due to the smoothing problem with appraisal-based indices, there is uncertainty about the true volatility of value change returns on real estate markets. The selection of unsmoothing procedures proposed in the literature obviously cannot remedy this. The article argues that it is hardly possible...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015515426

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The choice of unsmoothing coefficients for real estate appreciation indices: With notes on correction procedures, appraisal-smoothing, nonsynchronous appraisal, asset return correlation and market efficiency

Gohs, Andreas Marcus - 2025

Book / Working Paper

The dynamic relationship between delinquency rates, funding and market liquidity and asset prices in private commercial real estate markets

Dijk, Dorinth van; Francke, Marc; Wang, Yumei - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015402765

The determinants of office yields in European cities

Akinsomi, Omokolade; Duah, Samuel; Clance, Matthew - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015546747

Accounting for changes in downtown office occupancy since the pandemic

Rappaport, Jordan - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015394631

Insurers monitor shocks to collateral : micro evidence from mortgage‑backed securities

Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016063130

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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities

Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024

Book / Working Paper

Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities

Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024

Book / Working Paper

Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities

Fetzer, Thiemo; Guin, Benjamin; Nettov, Felipe; Saidi, … - 2024

Book / Working Paper

Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities

Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe - 2024

Book / Working Paper

Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities

Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024

Book / Working Paper

Consistent commercial real estate market indicators : methodology and an application to the German office market

Knetsch, Thomas A.; Micheli, Martin; Kafke, Phil; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015474114

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Consistent commercial real estate market indicators : methodology and an application to the German office market

Knetsch, Thomas A.; Micheli, Martin; Kafke, Phil; … - 2025

Book / Working Paper

On commercial construction activity's long and variable lags

Glancy, David; Kurtzman, Robert; Loewenstein, Lara - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015053953

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On commercial construction activity's long and variable lags

Glancy, David; Kurtzman, Robert; Loewenstein, Lara P. - 2024

Book / Working Paper

CRE redevelopment options and the use of mortgage financing

Glancy, David; Kurtzman, Robert; Loewenstein, Lara - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015458725

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CRE redevelopment options and the use of mortgage financing

Glancy, David; Kurtzman, Robert; Loewenstein, Lara - 2024

Book / Working Paper

CRE redevelopment options and the use of mortgage financing

Glancy, David; Kurtzman, Robert; Loewenstein, Lara P. - 2024

Book / Working Paper

The effect of disruptive change on the spatial variation of commercial rental prices : the case of the COVID-19 pandemic

Cano-Guervos, Rafael; Chica-Olmo, Jorge; Chica-Garcia, Jorge - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015441201

Governmental restrictions and real estate investor risk perception

Kaiser, Carina; Freybote, Julia; Schäfers, Wolfgang - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015443221

Extend-and-pretend in the U.S. CRE market

Crosignani, Matteo; Prazad, Saketh - 2024

We show that banks "extended-and-pretended" their impaired CRE mortgages in the post-pandemic period to avoid writing off their capital, leading to credit misallocation and a buildup of financial fragility. We detect this behavior using loan-level supervisory data on maturity extensions, bank...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015084318

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Extend-and-pretend in the U.S. cre market

Crosignani, Matteo; Prazad, Saketh - 2024

Book / Working Paper

Determinants of recent CRE distress : implications for the banking sector

Glancy, David; Kurtzman, Robert - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015135835

Determinants of credit spreads and cash flow-related lending in commercial real estate

Haffki, Ricarda; Hennig, Kerstin - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015606469

Impact of different economic areas on yield rates in the V4's capitals’ office markets

Nowak, Krzysztof Adam - 2025

The aim of the article is twofold. Its first goal is to identify the primary economic areas generating determinants that cause fluctuations of yield rates in the office markets in Bratislava, Budapest, Prague and Warsaw. To achieve this, four sets of potential determinants were predefined: the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015625959

A price-at-risk approach for the German commercial real estate market

Herbst, Tobias; Plaasch, Jannick; Stammwitz, Florian - 2024

We apply the growth-at-risk model of Adrian et al. (2019) to the German commercial real estate (CRE) market. We derive a distribution for CRE price growth four quarters ahead conditional on macro-financial variables. This approach allows us to make probability statements about the downside risk...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015164381

A top-down loan-level stress test for banks' corporate credit risk : application to risks from commercial real estate markets

Herbst, Tobias; Roling, Christoph - 2024

We study the credit risk of banks in Germany from lending to non-financial firms. We model changes in Expected Credit Loss, which is derived from the guidelines in the IFRS 9 accounting standard. We map the accounting model to a dataset with individual loans as the unit of observation...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015211118

Vintage effects in commercial real estate and the dynamics of the built environment

Rouwendal, Jan; Levkovich, Or; Buitelaar, Edwin; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015560416

Commercial real estate in the face of climate risk : insights from REITs

Feng, Zifeng; Lu-Andrews, Ran; Wu, Zhonghua - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015546581

Determinants of discount rates, capitalization rates, and growth rates

Hoesli, Martin; Shmygel, Alona - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015192702

Addressing commercial real estate lending risks with borrower-based measures

Gąsiorowski, Paweł; Skudelny, Frauke; Albanese, Alessandra - 2026

This paper explores ways in which borrower-based measures (BBMs) could be applied to commercial real estate (CRE) lending, focusing on suitable metrics and scope. BBMs have already proven to be effective in mitigating credit risks in residential real estate lending by curbing excessive credit...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015605052

Supply constraints and search equilibrium in office markets

Marcato, Gianluca; Tong, Lok Man Michelle - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015331055

The role of tenant characteristics in retail cap rate variation

Letdin, Mariya; Sirmans, G. Stacy; Smersh, Greg T.; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015442458

FDZ data description : commercial real-estate data for Germany (RWI-GEO-REDC V5) : commercial advertisements on the internet platform ImmoScout24 01/2010-12/2024

Heuer, Felix; Thiel, Patrick - 2026

The FDZ Ruhr provides a dataset on commercial real estate advertisements in Germany, drawing from information obtained from the internet platform ImmoScout24. The dataset encompasses a wide range of real estate types, including but not limited to offices, retail, and hotels. It is important to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628812

Portfolio diversification across U.S. gateway and non-gateway real estate markets

Hoesli, Martin; Johner, Louis - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013490737

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Portfolio diversification across U.S. gateway and non-gateway real estate markets

Hoesli, Martin; Johner, Louis - 2021

Book / Working Paper

FDZ data description : commercial real-estate data for Germany (RWI-GEO-REDC V6) : commercial advertisements on the internet platform ImmoScout24 01/2010-06/2025

Heuer, Felix; Thiel, Patrick - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628813

FDZ data description : commercial real-estate data for Germany (RWI-GEO-REDC V7) : commercial advertisements on the internet platform ImmoScout24 01/2010-06/2025

Heuer, Felix; Thiel, Patrick - 2026

Das FDZ Ruhr stellt einen Datensatz zu gewerblichen Immobilienanzeigen in Deutschland zur Verfügung, der auf Informationen der Internetplattform ImmoScout24 beruht. Der Datensatz umfasst ein breites Spektrum an Immobilienarten, unter anderem Büros, Einzelhandel und Hotels. Es ist wichtig zu...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015632752

Does machine learning prediction dampen the information asymmetry for non-local investors?

Jung, Jinwoo; Kim, Jihwan; Jin, Changha - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014279581

The resilience of banks' exposure to the commercial real estate market in Slovenia

Ćirjaković, Jelena - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015608986

Assessing proxies for market prices of thinly traded assets with scheduled cash flows

Boudry, Walter I.; Liu, Crocker H.; Mühlhofer, Tobias; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015101604

The skyscraper revolution : global economic development and land savings

Ahlfeldt, Gabriel M.; Baum-Snow, Nathaniel; Jedwab, Remi - 2023

Tall buildings are central to facilitating sustainable urbanization and growth in cities worldwide. We estimate average elasticities of city population and built area to aggregate city building heights of 0.12 and -0.17, respectively, indicating that the largest global cities in developing...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014433980

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The skyscraper revolution : global economic development and land savings

Ahlfeldt, Gabriel M.; Baum-Snow, Nathaniel; Jedwab, Remi - 2023

Book / Working Paper

The skyscraper revolution : global economic development and land savings

Ahlfeldt, Gabriel M.; Baum-Snow, Nathaniel; Jedwab, Remi - 2023

Book / Working Paper

Economic policy uncertainty and commercial property performance : an in-depth analysis of rents and capital values

Ahiadu, Albert Agbeko; Abidoye, Rotimi Boluwatife; Yiu, … - 2024

Economic uncertainty has steadily increased in response to a series of unforeseen shocks, notably the Global Financial Crisis, Brexit, COVID-19, and the Russia-Ukraine war. This study examined the impact of economic uncertainty on rents and capital values in Australia's office, retail, and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015101706

A machine learning approach to price indices : applications in commercial real estate

Calainho, Felipe D.; Minne, Alex M. van de; Francke, Marc K. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015080913

Round-number effects in real estate prices : evidence from Germany

Englmaier, Florian; Roider, Andreas; Schlereth, Lars; … - 2023

Round numbers affect behavior in various domains, e.g., as prominent thresholds or focal points in bargaining. In line with earlier findings, residential real estate transactions in Germany cluster at round-number prices, but there are also interesting (presumably cultural) differences. We...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014495027

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