Narrow search
Showing 1 - 10 of 3,748
Cover Image
Commercial Real Estate, Distress and Financial Resolution : Portfolio Lending versus Securitization
Downs, David H. - 2015
This paper examines the contrasting influence of portfolio lending and securitization in the resolution of distressed commercial real estate. The empirical analysis utilizes a large and unique data set of distressed commercial mortgages. The data set is constructed based on the recent financial...
Persistent link: https://www.econbiz.de/10013016408
Cover Image
The pricing of European non-performing real estate loan portfolios
Manz, Florian; Müller, Birgit Charlotte; Schiereck, Dirk - In: Non-performing loans : determinants - default - divestiture, (pp. 69-99). 2019
Persistent link: https://www.econbiz.de/10012613719
Cover Image
The pricing of European non-performing real estate loan portfolios : evidence on stock market evaluation of complex asset sales
Manz, Florian; Müller, Birgit Charlotte; Schiereck, Dirk - In: Journal of business economics : JBE 90 (2020) 7, pp. 1087-1120
Persistent link: https://www.econbiz.de/10012293582
Cover Image
Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size … to establish the long/short-run impact of financial distress and liquidity crisis on these premiums during recessionary … liquidity crisis. On the other hand, size, value and investment premiums rise with financial distress/liquidity crisis, only …
Persistent link: https://www.econbiz.de/10013545890
Cover Image
Does default risk matter for investors in REITs
Sha, Yezhou; Wang, Zilong; Bu, Ziwen; Mansley, Nick - In: International journal of strategic property management 24 (2020) 5, pp. 365-378
Persistent link: https://www.econbiz.de/10013414979
Cover Image
Default, mortgage standards and housing liquidity
Head, Allen Charles; Sun, Hongfei; Zhou, Chenggang - 2016
-to-sell increase with the relative size of their outstanding mortgages. In turn, the liquidity of the housing market associated with …
Persistent link: https://www.econbiz.de/10011487312
Cover Image
Determinants of the incidence of US Mortgage Loan Modifications
Been, Vicki; Weselcouch, Mary; Voicu, Ioan; Murff, Scott - In: Journal of banking & finance 37 (2013) 10, pp. 3951-3973
Persistent link: https://www.econbiz.de/10010127417
Cover Image
Loss given default of residential mortgages in a low LTV regime : role of foreclosure auction process and housing market cycles
Park, Yun W.; Bang, Doo Won - In: Journal of banking & finance 39 (2014), pp. 192-210
Persistent link: https://www.econbiz.de/10010340742
Cover Image
Pathways after default : what happens to distressed mortgage borrowers and their homes?
Chan, Sewin; Sharygin, Claudia; Been, Vicki; Haughwout, … - In: The journal of real estate finance and economics 48 (2014) 2, pp. 342-379
Persistent link: https://www.econbiz.de/10010396111
Cover Image
A neurological explanation of strategic mortgage default
Seiler, Michael J.; Walden, Eric - In: The journal of real estate finance and economics 51 (2015) 2, pp. 215-230
Persistent link: https://www.econbiz.de/10011475082