The composition of CMBS risk-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

The composition of CMBS risk

Published:2017-03 Issue: Volume:76 Page:215-239
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Christopoulos Andreas D.^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference73 articles.

1. The Impact of Diversification on Commercial Mortgage Spreads and Default Rates;Ambrose,2014

2. Liquidity Provision, Credit Risk and the Bond Spread: New Evidence from the Subprime Mortgage Market;An,2015

3. Reduced form vs. structural models of credit risk: a case study of three models;Arora;J. Invest. Manage.,2005

4. US CMBS Loss severities: Q1 2015 Update;Banhazl,2015

5. The Volcker Rule and Market-Making in Times of Stress;Bao,2016

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Synthetic cap rate indices (1991-Covid era);Global Finance Journal;2024-05

2. Liquidity risk and CMBX microstructure;Review of Financial Economics;2024-01-25

3. 15 Seconds to Alpha: Higher Frequency Risk Pricing for Commercial Real Estate Securities;2024

4. National cap rates and the macroeconomy;SSRN Electronic Journal;2022

5. Using Supra-Covered Bonds to Enhance Liquidity in the Euro Area: Assessment of Advantages for the Banking Sector;Journal of Risk and Financial Management;2020-11-24

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP