8
H index
7
i10 index
263
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:
| Cites to:
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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 |
| Review of Derivatives Research | 2 |
| Journal of Banking & Finance | 2 |
| Journal of Financial and Quantitative Analysis | 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528. Full description at Econpapers || Download paper |
| 2023 | The profitability of online loans: A competing risks analysis on default and prepayment. (2023). Yao, Xiao ; Bellotti, Anthony ; Li, Aimin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:968-985. Full description at Econpapers || Download paper |
| 2023 | How ‘bad’ is renter protection for institutional investment in multifamily housing?. (2023). Milcheva, Stanimira ; McCollum, Meagan. In: Journal of Housing Economics. RePEc:eee:jhouse:v:59:y:2023:i:pa:s1051137722000845. Full description at Econpapers || Download paper |
| 2023 | Information Frictions in Real Estate Markets: Recent Evidence and Issues. (2023). Zhou, Tingyu ; Broxterman, Daniel. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-022-09918-9. Full description at Econpapers || Download paper |
| 2023 | Tenant Concentration in REITs. (2023). Chacon, Ryan G. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:3:d:10.1007_s11146-021-09829-1. Full description at Econpapers || Download paper |
| 2023 | The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2023). Guidolin, Massimo ; Petrova, Milena T ; Pedio, Manuela. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09769-2. Full description at Econpapers || Download paper |
| 2023 | Price Dynamics in Public and Private Commercial Real Estate Markets. (2023). Yavas, Abdullah ; Fan, Ying. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09773-6. Full description at Econpapers || Download paper |
| 2023 | Optional projection under equivalent local martingale measures. (2023). Perkkio, Ari-Pekka ; Mazzon, Andrea ; Biagini, Francesca. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00503-3. Full description at Econpapers || Download paper |
| 2023 | Incomplete information model of credit default of micro and small enterprises. (2023). Wang, Suyang ; Chen, Tingqiang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2956-2974. 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 | 4 |
| 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: 4 | 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 | 11 |
| 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 | 63 |
| 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: 63 | 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 | 9 |
| 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 | 11 |
| 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 | 8 |
| 2011 | Price Discovery in Real Estate Markets: A Dynamic Analysis In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 13 |
| 2012 | Dynamic Correlations Among Asset Classes: REIT and Stock Returns In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 44 |
| 2021 | Distance to Headquarter and Real Estate Equity Performance In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 2 |
| 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. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team