9
H index
8
i10 index
281
Citations
Yildiray Yildirim : Citation Profile
City University of New York (CUNY) | RESEARCH PRODUCTION: 26 Articles 7 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2003 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yildiray Yildirim. | Is cited by:
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Main data
Where Yildiray Yildirim has published?
| Journals with more than one article published | # docs |
|---|---|
| The Journal of Real Estate Finance and Economics | 7 |
| Real Estate Economics | 5 |
| Finance Research Letters | 3 |
| Journal of Financial and Quantitative Analysis | 2 |
| Review of Derivatives Research | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 3 |
| ERES / European Real Estate Society (ERES) | 3 |
Recent works citing Yildiray Yildirim (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Inflation Models with Correlation and Skew. (2024). Hientzsch, Bernhard ; Ogetbil, Orcan. In: Papers. RePEc:arx:papers:2405.05101. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Connectedness at extremes between real estate tokens and real estate stocks. (2024). Ali, Shoaib ; Brahim, Mariem ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003570. Full description at Econpapers || Download paper |
| 2024 | MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024. Full description at Econpapers || Download paper |
| 2024 | Features of different asset types and extreme risk transmission during the COVID-19 crisis. (2024). Tsai, I-Chun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00510-5. Full description at Econpapers || Download paper |
| 2024 | Stochastic Inflation and the Term Structure of Interest Rates: a Simple Diffusion Model. (2024). Baldassari, Cristiano ; Nascenzi, Paola ; Meschini, Massimiliano. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:13:y:2024:i:4:f:13_4_2. Full description at Econpapers || Download paper |
Works by Yildiray Yildirim:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Housing Market Microstructure In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Does Bankruptcy Protection Affect Asset Prices? Evidence from changes in Homestead Exemptions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Modeling Credit Risk with Partial Information In: Papers. [Full Text][Citation analysis] | paper | 41 |
| 2004 | Modeling credit risk with partial information.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2008 | MODELING CREDIT RISK WITH PARTIAL INFORMATION.(2008) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | chapter | |
| 2015 | The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties In: ERES. [Full Text][Citation analysis] | paper | 5 |
| 2018 | The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties.(2018) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | The Hybrid Nature of Real Estate Trusts In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information In: Real Estate Economics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance In: Real Estate Economics. [Full Text][Citation analysis] | article | 12 |
| 2014 | Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices In: Real Estate Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | The Subprime Virus In: Real Estate Economics. [Full Text][Citation analysis] | article | 3 |
| 2021 | To accept or not to accept: Optimal strategy for sellers in real estate In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 66 |
| 2008 | Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model.(2008) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | chapter | |
| 2011 | The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 10 |
| 2014 | Affine model of inflation-indexed derivatives and inflation risk premium In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2013 | Operational risk and equity prices In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | Modeling default risk: A new structural approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2011 | Housing prices and the optimal time-on-the-market decision In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2008 | The dynamics of operational loss clustering In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2015 | Default and prepayment modelling in participating mortgages In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Portfolio balance effects and the Federal Reserve’s large-scale asset purchases In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2008 | Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 12 |
| 2008 | Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 6 |
| 2009 | Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 9 |
| 2011 | Price Discovery in Real Estate Markets: A Dynamic Analysis In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 15 |
| 2012 | Dynamic Correlations Among Asset Classes: REIT and Stock Returns In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 50 |
| 2021 | Distance to Headquarter and Real Estate Equity Performance In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Leverage, options liabilities, and corporate bond pricing In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 2 |
| 2010 | The cost of operational risk loss insurance In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 6 |
| 2019 | Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt In: Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | Interest Rate Pass-Through and Consumption Response: The Deposit Channel In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2015 | The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team