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Pricing property index linked swaps with counterparty default risk
Patel, Kanak; Pereira, Ricardo - In: The journal of real estate finance and economics 36 (2008) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10003622042
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Analysis of credit risks in asset-backed securitization transactions in Singapore
Sing, Tien-foo; Ong, Seow-eng; Fan, Gang-Zhi; Sirmans, … - In: The journal of real estate finance and economics 28 (2004) 2/3, pp. 235-253
Persistent link: https://www.econbiz.de/10001955356
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Price discovery limits in the credit default swap market in the financial crisis
Pavlov, Andrey D.; Schwartz, Eduardo; Wachter, Susan M. - In: The journal of real estate finance and economics 62 (2021) 2, pp. 165-186
Persistent link: https://www.econbiz.de/10012428390
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Determinants of mortgage interest rates : treasuries versus swaps
Sirmans, C. Stace; Smith, Stanley D.; Sirmans, G. Stacy - In: The journal of real estate finance and economics 50 (2015) 1, pp. 34-51
Persistent link: https://www.econbiz.de/10010486912
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Heterogeneous agents and the indifference pricing of property index linked swaps
Pu, Ming; Fan, Gang-zhi; Ong, Seow-eng - In: The journal of real estate finance and economics 44 (2012) 4, pp. 543-569
Persistent link: https://www.econbiz.de/10009581815
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Pricing inefficiencies in private real estate markets using total return swaps
Lizieri, Colin; Marcato, Gianluca; Ogden, Paul; Baum, Andrew - In: The journal of real estate finance and economics 45 (2012) 3, pp. 774-803
Persistent link: https://www.econbiz.de/10009685389
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Risk management of real estate : the case of real estate swaps
Park, Tae H. - In: The journal of real estate finance and economics 11 (1995) 3, pp. 219-233
Persistent link: https://www.econbiz.de/10001201915
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Credit risk and the term structure of lease rates : a reduced form approach
Ambrose, Brent William; Yildirim, Yildiray - In: The journal of real estate finance and economics 37 (2008) 3, pp. 281-298
Persistent link: https://www.econbiz.de/10003766787
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An empirical estimation of default risk of the UK real estate companies
Patel, Kanaklata; Vlamis, Prodromos - In: The journal of real estate finance and economics 32 (2006) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10003278868
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Mortage prepayment and default behavior with embedded forward contract risks in China's housing market
Deng, Yongheng; Liu, Peng - In: The journal of real estate finance and economics 38 (2009) 3, pp. 214-240
Persistent link: https://www.econbiz.de/10003848890