Estimating default probabilities implicit in commercial mortgage backed securities (CMBS)
James B. Kau; Donald C. Keenan; Yildiray Yildirim
| Year of publication: |
2009
|
|---|---|
| Authors: | Kau, James B. ; Keenan, Donald C. ; Yildirim, Yildiray |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 39.2009, 2, p. 107-117
|
| Subject: | Hypothek | Mortgage | Gewerbeimmobilien | Commercial real estate | Asset-Backed Securities | Asset-backed securities | Kreditrisiko | Credit risk | Statistische Verteilung | Statistical distribution | 1998-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003873974