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
2842003
Modeling credit risk with partial information
U Cetin, R Jarrow, P Protter, Y Yıldırım
The Annals of Applied Probability 14 (3), 1167-1178, 2004
2312004
Dynamic correlations among asset classes: REIT and stock returns
B Case, Y Yang, Y Yildirim
The Journal of Real Estate Finance and Economics 44 (3), 298-318, 2012
1382012
Estimating expected losses and liquidity discounts implicit in debt prices
RA Jarrow, T Janosi, Y Yildirim
Journal of Risk 5 (1), 2002
1162002
Valuing default swaps under market and credit risk correlation
RA Jarrow, Y Yildirim
The Journal of Fixed Income 11 (4), 7-19, 2002
842002
Estimating default probabilities of CMBS loans with clustering and heavy censoring
Y Yildirim
The Journal of Real Estate Finance and Economics 37 (2), 93-111, 2008
472008
Price discovery in real estate markets: a dynamic analysis
A Yavas, Y Yildirim
The Journal of Real Estate Finance and Economics 42 (1), 1-29, 2011
462011
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
352011
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 (2), 107-117, 2009
342009
The dynamics of operational loss clustering
A Chernobai, Y Yildirim
Journal of Banking & Finance 32 (12), 2655-2666, 2008
342008
Estimating default probabilities implicit in equity prices
T Janosi, R Jarrow, Y Yildirim
Journal of Investment Management 1 (1), 1-30, 2003
322003
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
312008
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 (3), 281-298, 2008
302008
To Accept or Not to Accept: Optimal Strategy for Sellers in Real Estate
T Emmerling, A Yavas
Real Estate Economics, Accepted 2020, 0
29*
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
262014
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 (3), 273-295, 2010
222010
The subprime virus
S Agarwal, BW Ambrose, Y Yildirim
Real Estate Economics 43 (4), 891-915, 2015
212015
Government policies, residential mortgage defaults and the boom and bust cycle of housing prices
M Ascheberg, RA Jarrow, H Kraft, Y Yildirim
Real Estate Economics 42 (3), 627-661, 2014
162014
Affine model of inflation-indexed derivatives and inflation risk premium
HW Ho, HH Huang, Y Yildirim
European Journal of Operational Research 235 (1), 159-169, 2014
162014
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Articles 1–20