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Yildiray Yildirim
Yildiray Yildirim
Baruch College
Verified email at baruch.cuny.edu - Homepage
Title
Cited by
Cited by
Year
Pricing treasury inflation protected securities and related derivatives using an HJM model
R Jarrow, Y Yildirim
Journal of Financial and Quantitative Analysis 38 (2), 337-358, 2003
2962003
Modeling credit risk with partial information
U Cetin, R Jarrow, P Protter, Y Yıldırım
2382004
Dynamic correlations among asset classes: REIT and stock returns
B Case, Y Yang, Y Yildirim
The Journal of Real Estate Finance and Economics 44, 298-318, 2012
1682012
Estimating expected losses and liquidity discounts implicit in debt prices
RA Jarrow, T Janosi, Y Yildirim
Journal of Risk 5 (1), 2002
1202002
Valuing Default Swaps Under Market and Credit Risk Correlation.
RA Jarrow, Y Yildirim
Journal of Fixed Income 11 (4), 7-19, 2002
872002
Price discovery in real estate markets: A dynamic analysis
A Yavas, Y Yildirim
The Journal of Real Estate Finance and Economics 42, 1-29, 2011
562011
Estimating default probabilities of CMBS loans with clustering and heavy censoring
Y Yildirim
The Journal of Real Estate Finance and Economics 37, 93-111, 2008
482008
The dynamics of operational loss clustering
A Chernobai, Y Yildirim
Journal of Banking & Finance 32 (12), 2655-2666, 2008
422008
The term structure of lease rates with endogenous default triggers and tenant capital structure: theory and evidence
S Agarwal, BW Ambrose, H Huang, Y Yildirim
Journal of Financial and Quantitative Analysis 46 (2), 553-584, 2011
382011
Estimating default probabilities implicit in equity prices
T Janosi, R Jarrow, Y Yildirim
The Credit Market Handbook: Advanced Modeling Issues, 1-38, 2012
362012
Estimating default probabilities implicit in commercial mortgage backed securities (CMBS)
JB Kau, DC Keenan, Y Yildirim
The Journal of Real Estate Finance and Economics 39, 107-117, 2009
362009
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information
AD Christopoulos, RA Jarrow, Y Yildirim
Real Estate Economics 36 (3), 441-498, 2008
352008
To Accept or Not to Accept: Optimal Strategy for Sellers in Real Estate
T Emmerling, A Yavas
Real Estate Economics, Accepted 2020, 0
33*
Credit risk and the term structure of lease rates: a reduced form approach
BW Ambrose, Y Yildirim
The Journal of Real Estate Finance and Economics 37, 281-298, 2008
322008
Markov switching dynamics in REIT returns: Univariate and multivariate evidence on forecasting performance
B Case, M Guidolin, Y Yildirim
Real Estate Economics 42 (2), 279-342, 2014
302014
The subprime virus
S Agarwal, BW Ambrose, Y Yildirim
Real Estate Economics 43 (4), 891-915, 2015
242015
Modeling default risk: A new structural approach
Y Yıldırım
Finance Research Letters 3 (3), 165-172, 2006
242006
The cost of operational risk loss insurance
RA Jarrow, J Oxman, Y Yildirim
Review of Derivatives Research 13, 273-295, 2010
232010
Distance to headquarter and real estate equity performance
S Milcheva, Y Yildirim, B Zhu
The Journal of Real Estate Finance and Economics 63 (3), 327-353, 2021
212021
The impact of tenant diversification on spreads and default rates for mortgages on retail properties
B Ambrose, M Shafer, Y Yildirim
The Journal of Real Estate Finance and Economics 56, 1-32, 2018
202018
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Articles 1–20