8
H index
7
i10 index
249
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:
|
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:
|
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 Banking & Finance | 2 |
| Review of Derivatives Research | 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 (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Defaultable term structures driven by semimartingales. (2021). Schmidt, Thorsten ; Gumbel, Sandrine. In: Papers. RePEc:arx:papers:2103.01577. Full description at Econpapers || Download paper |
| 2021 | Delinquencies, Default and Borrowers Strategic Behavior toward the Modification of Commercial Mortgages. (2021). Lyubimov, Constantine ; Keenan, Donald C ; Kau, James B ; Buschbom, Stephen L. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:3:p:936-967. Full description at Econpapers || Download paper |
| 2021 | Commercial Mortgage?Backed Security Pricing with Real Estate Liquidity Risk. (2021). Wu, Chunchi ; Liu, Peng ; Kozhanov, Igor ; Chen, Peimin. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:s2:p:490-525. Full description at Econpapers || Download paper |
| 2022 | What happens during flight to safety: Evidence from public and private real estate markets. (2022). Steiner, Eva ; Connolly, Robert A ; Boudry, Walter I. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:147-172. Full description at Econpapers || Download paper |
| 2022 | Real estate as a new equity market sector: Market responses and return comovement. (2022). Xu, Xiaoqing Eleanor ; Xie, Kangzhen ; Tang, Hongfei . In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:2:p:431-467. Full description at Econpapers || Download paper |
| 2021 | Operating lease obligations and corporate cash management. (2021). Moussawi, Rabih ; Kieschnick, Robert ; Cook, Douglas O. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001292. Full description at Econpapers || Download paper |
| 2021 | Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices. (2021). Yang, Zhenlin ; Huang, Naqun. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001863. Full description at Econpapers || Download paper |
| 2022 | The determinants of non-residential real estate values with special reference to environmental local amenities. (2022). Cutter, Bowman W ; Franco, Sofia F. In: Ecological Economics. RePEc:eee:ecolec:v:201:y:2022:i:c:s0921800922001471. 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 |
| 2022 | An empirical evaluation of alternative fundamental models of credit spreads. (2022). Headley, Adrian ; Murphy, Austin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000904. Full description at Econpapers || Download paper |
| 2021 | Prepayment risk in reverse mortgages: An intensity-governed surrender model. (2021). Lee, Yung-Tsung ; Shi, Tianxiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:68-82. Full description at Econpapers || Download paper |
| 2021 | On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111. Full description at Econpapers || Download paper |
| 2022 | The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750. Full description at Econpapers || Download paper |
| 2021 | Reconstructing the yield curve. (2021). Wu, Jing Cynthia ; Liu, Yan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1395-1425. 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 |
| 2021 | Predicting resilience in retailing using grey theory and moving probability based Markov models. (2021). Rajendran, Chandrasekharan ; Agariya, Arun Kumar ; Rajesh, R. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:62:y:2021:i:c:s096969892100165x. Full description at Econpapers || Download paper |
| 2021 | New test of contagion with application on the Brexit referendum. (2021). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:564:y:2021:i:c:s0378437120307810. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2021 | . Full description at Econpapers || Download paper |
| 2021 | Short-Term and Long-Term Discount Rates For Real Estate Investment Trusts. (2021). Zhao, Yanhui ; Giambona, Erasmo ; Giaccotto, Carmelo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09750-z. Full description at Econpapers || Download paper |
| 2021 | The Information Content of NAV Estimates. (2021). Pukthuanthong, Kuntara ; French, Dan W ; Chacon, Ryan G. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:4:d:10.1007_s11146-020-09760-x. Full description at Econpapers || Download paper |
| 2022 | Valuation of Reverse Mortgages with Surrender: A Utility Approach. (2022). Shi, Tianxiang ; Lee, Yung-Tsung. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:4:d:10.1007_s11146-021-09869-7. 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 |
| 2021 | Concentrate or diversify? The relationship between tenant concentration and REIT performance. (2021). Zhu, Bing ; Zheng, Chen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00965-6. Full description at Econpapers || Download paper |
| 2022 | Mortgage Debt, Hand-to-Mouth Households, and Monetary Policy Transmission*. (2022). Ren, Yuan ; Qian, Wenlan ; He, Jia ; Gu, Quanlin ; Deng, Yongheng ; Agarwa, Sumit. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:3:p:487-520.. Full description at Econpapers || Download paper |
| 2021 | Designing bankers pay: Using contingent capital to reduce risk-shifting. (2021). Raviv, Alon ; Peleg-Lazar, Sharon ; Hilscher, Jens. In: MPRA Paper. RePEc:pra:mprapa:106596. Full description at Econpapers || Download paper |
| 2021 | Price and volatility persistence of the US REITs market. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00102-8. Full description at Econpapers || Download paper |
| 2021 | Relative pricing of French Treasury inflation-linked and nominal bonds: an empirical approach using arbitrage strategies. (2021). Fonseca, Jose S ; Severac, Beatrice. In: Portuguese Economic Journal. RePEc:spr:portec:v:20:y:2021:i:3:d:10.1007_s10258-020-00185-1. Full description at Econpapers || Download paper |
| 2021 | Do investors gain from forecasting the asymmetric return co?movements of financial and real assets?. (2021). Power, Gabriel J ; Poshakwale, Sunil S ; Mandal, Anandadeep. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3246-3268. 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 | 39 |
| 2004 | Modeling credit risk with partial information.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2008 | MODELING CREDIT RISK WITH PARTIAL INFORMATION.(2008) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | chapter | |
| 2015 | The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties In: ERES. [Full Text][Citation analysis] | paper | 2 |
| 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 another version. Agregated cites: 2 | 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 | 7 |
| 2014 | Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance In: Real Estate Economics. [Full Text][Citation analysis] | article | 10 |
| 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 | 62 |
| 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 another version. Agregated cites: 62 | 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 | 8 |
| 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 | 7 |
| 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 | 12 |
| 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 | 0 |
| 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 | 10 |
| 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 | 5 |
| 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 | 12 |
| 2012 | Dynamic Correlations Among Asset Classes: REIT and Stock Returns In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 45 |
| 2021 | Distance to Headquarter and Real Estate Equity Performance In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
| 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 | 5 |
| 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 April, 29 2023. Contact: CitEc Team