Default clustering risks in commercial mortgage-backed securities
Year of publication: |
2012
|
---|---|
Authors: | Fan, Gang-zhi ; Sing, Tien-foo ; Ong, Seow-eng |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 45.2012, 1, p. 110-127
|
Subject: | Gewerbeimmobilien | Commercial real estate | Asset-Backed Securities | Asset-backed securities | Hypothek | Mortgage | Kreditrisiko | Credit risk | Theorie | Theory | USA | United States | 1998-2004 |
-
Commercial mortgage default and refinancing risk : a primer
Corcoran, Patrick J., (2009)
-
Déjà vu all over again : the causes of US commercial bank failures this time around
Cole, Rebel A., (2012)
-
Default Clustering and Credit Risks in Commercial Mortgage-Backed Securities
Fan, Gang-Zhi, (2011)
- More ...
-
Moral hazard, effort sensitiviy and compensation in asset-backed securitization
Fan, Gang-Zhi, (2006)
-
Pricing credit risk of asset-backed securitization bonds in Singapore
Sing, Tien-foo, (2005)
-
Analysis of credit risks in asset-backed securitization transactions in Singapore
Sing, Tien-foo, (2004)
- More ...