Yildiray Yildirim : Citation Profile

City University of New York (CUNY)

9

H index

8

i10 index

292

Citations

RESEARCH PRODUCTION:

26

Articles

7

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 16
   Journals where Yildiray Yildirim has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 9 (2.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyi169
   Updated: 2026-03-28    RAS profile: 2022-01-19    
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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:

Jarrow, Robert (10)

Liow, Kim (7)

Guidolin, Massimo (6)

Grishchenko, Olesya (4)

Hilscher, Jens (3)

Markellos, Raphael (3)

Marcato, Gianluca (3)

Hoesli, Martin (3)

Raviv, Alon (3)

Haas, Markus (3)

Stevenson, Simon (3)

Cites to:

Jarrow, Robert (26)

Duffie, Darrell (11)

Deng, Yongheng (10)

Campbell, John (9)

Singleton, Kenneth (8)

merton, robert (7)

Ambrose, Brent (7)

Shiller, Robert (7)

Engle, Robert (7)

Vandell, Kerry (6)

Yavas, Abdullah (6)

Main data

Where Yildiray Yildirim has published?

Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics7
Real Estate Economics5
Finance Research Letters3
Review of Derivatives Research2
Journal of Financial and Quantitative Analysis2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
ERES / European Real Estate Society (ERES)3
Papers / arXiv.org3

Recent works citing Yildiray Yildirim (2025 and 2024)

YearTitle of citing document
2024Inflation Models with Correlation and Skew. (2024). Ogetbil, Orcan ; Hientzsch, Bernhard. In: Papers. RePEc:arx:papers:2405.05101.

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2026Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation. (2025). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2504.12851.

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2025How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241.

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2026The Importance of Considering Regimes in Long-term Asset Allocation to Real Estate. (2026). Massimo, Mingwei Liang. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26263.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2024Interactions between Equity REITs and S&P 500 Returns. (2024). Rahman, Matiur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-23.

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2025Common risk factors in REIT Returns: New insights. (2025). Con, Alain ; Guardiola, Philippe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000877.

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2024Connectedness 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.

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2024Triple-net leased property portfolios and operational efficiency: Evidence from the U.S. REIT market. (2024). Weeks, Shelton H ; Allen, Marcus T ; Wright, Jesse T ; Huerta, Daniel E. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005749.

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2024Predicting the cure of a defaulted company: Nonlinear relationships between loan-related variables and the cure probability. (2024). Ohliger, Thorsten ; Lohmann, Christian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001880.

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2025Determinants of credit spreads and cash flow-related lending in commercial real estate. (2025). Hennig, Kerstin ; Haffki, Ricarda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004628.

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2024MODELING 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.

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2024How Gender Diversity Shapes Cities: Evidence from Risk Management Decisions in REITs. (2024). Kok, Nils ; Jolin, Isabelle ; Yonder, Erkan ; Devine, Avis. In: Journal of Business Ethics. RePEc:kap:jbuset:v:189:y:2024:i:4:d:10.1007_s10551-023-05563-1.

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2024Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

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2024REITs’ Stock Return Volatility: Property Market Risk Versus Equity Market Risk. (2024). Zhu, Bing ; Li, Lingxiao. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09901-4.

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2024Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?. (2024). Lizieri, Colin ; Zhu, Bing. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:4:d:10.1007_s11146-022-09890-4.

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2025Analyzing the Impacts of Property Age on REITs and the Reasons Why REITs Own Older Properties. (2025). Wu, Zhonghua ; Ooi, Joseph ; Feng, Zifeng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:2:d:10.1007_s11146-023-09961-0.

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2025Agree to Disagree: NAV Dispersion in REITs. (2025). Letdin, Mariya ; Sirmans, Stace. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:1:d:10.1007_s11146-024-10003-6.

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2025Value Implications of REITing and De-REITing*. (2025). Tidwell, Alan ; Ling, David ; Ray, Sugata ; Xu, Luqi. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:2:d:10.1007_s11146-023-09943-2.

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2024A reduced-form model for lease contract valuation with embedded options. (2024). Yildirim, Yildiray ; Ho, Hsiao-Wei ; Huang, Henry Hongren ; Chang, Chuang-Chang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01222-8.

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2024Az energiahatékonyság szerepe a jelzáloghitelek csődvalószínűségében és a tőkekövetelmények meghatározásában. (2024). Grof, Gyula ; Varged, Balint ; Sarvari, Balazs. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2191.

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2024Examining personal financial advisors’ knowledge, client recommendations, and personal investments in private real estate and real estate investment trusts (REITs). (2024). Jogia, Jason ; Wilson, Grant Alexander. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:29:y:2024:i:3:d:10.1057_s41264-023-00255-3.

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2025Convertible lease risk spread modeling with correlation. (2025). Triki, Ons ; Abid, Fathi. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00490-w.

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2024Features 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.

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2024Stochastic Inflation and the Term Structure of Interest Rates: a Simple Diffusion Model. (2024). Nascenzi, Paola ; Meschini, Massimiliano ; Baldassari, Cristiano. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:13:y:2024:i:4:f:13_4_2.

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2025The impact of dividend payout policies on real estate market diversification. (2025). Gronwald, Marc ; Ilbasmis, Metin ; Zhao, Yuan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1049-1073.

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Works by Yildiray Yildirim:

YearTitleTypeCited
2009Housing Market Microstructure In: Papers.
[Full Text][Citation analysis]		paper0
2021Does Bankruptcy Protection Affect Asset Prices? Evidence from changes in Homestead Exemptions In: Papers.
[Full Text][Citation analysis]		paper0
2004Modeling Credit Risk with Partial Information In: Papers.
[Full Text][Citation analysis]		paper41
2004Modeling 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
2008MODELING CREDIT RISK WITH PARTIAL INFORMATION.(2008) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		chapter
2015The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties In: ERES.
[Full Text][Citation analysis]		paper6
2018The 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: 6		article
2017The Hybrid Nature of Real Estate Trusts In: ERES.
[Full Text][Citation analysis]		paper0
2018Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns In: ERES.
[Full Text][Citation analysis]		paper0
2008Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information In: Real Estate Economics.
[Full Text][Citation analysis]		article8
2014Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance In: Real Estate Economics.
[Full Text][Citation analysis]		article14
2014Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices In: Real Estate Economics.
[Full Text][Citation analysis]		article1
2015The Subprime Virus In: Real Estate Economics.
[Full Text][Citation analysis]		article3
2021To accept or not to accept: Optimal strategy for sellers in real estate In: Real Estate Economics.
[Full Text][Citation analysis]		article0
2003Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article66
2008Pricing 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
2011The 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]		article11
2014Affine model of inflation-indexed derivatives and inflation risk premium In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2013Operational risk and equity prices In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2006Modeling default risk: A new structural approach In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2011Housing prices and the optimal time-on-the-market decision In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2008The dynamics of operational loss clustering In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2015Default and prepayment modelling in participating mortgages In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2018Portfolio balance effects and the Federal Reserve’s large-scale asset purchases In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article1
2008Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article12
2008Credit 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]		article6
2009Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article9
2011Price Discovery in Real Estate Markets: A Dynamic Analysis In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article16
2012Dynamic Correlations Among Asset Classes: REIT and Stock Returns In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article54
2021Distance to Headquarter and Real Estate Equity Performance In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article5
2008Leverage, options liabilities, and corporate bond pricing In: Review of Derivatives Research.
[Full Text][Citation analysis]		article2
2010The cost of operational risk loss insurance In: Review of Derivatives Research.
[Full Text][Citation analysis]		article6
2019Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt In: Review of Finance.
[Full Text][Citation analysis]		article2
2021Interest Rate Pass-Through and Consumption Response: The Deposit Channel In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article1
2015The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team