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Tenants' Search and Vacancy in Retail Leasing Market
Patel, Kanak; Pochin, Shuie - European Real Estate Society - ERES - 2003
ERES:conference
Persistent link: https://www.econbiz.de/10010834296
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The Nature of Cycles in Residential Housing Prices
Chan, Ming Chi; Patel, Kanak; Kawaguichi, Yuichiro; … - European Real Estate Society - ERES - 1998
ERES:conference
Persistent link: https://www.econbiz.de/10010834408
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Empirical Analysis of Irreversibility in Property Investment in UK Markets
Patel, Kanak; Sing, T.F. - European Real Estate Society - ERES - 1998
ERES:conference
Persistent link: https://www.econbiz.de/10010799514
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Implied Property Price Volatilily: Empirical Evidence based on UK Property Transaction Prices
Patel, Kanak; Sing, T.F. - European Real Estate Society - ERES - 1998
ERES:conference
Persistent link: https://www.econbiz.de/10010799801
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The valuation of index-linked mortgages using a contingent claims approach: the explicite finite difference method for pricing wage-indexed mortgages
Erol, Isil; Patel, Kanak - European Real Estate Society - ERES - 2004
[abstract missing - contribution appeared in the programme]
Persistent link: https://www.econbiz.de/10010799917
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Optimal mortgage contract design in less developed capital market: wage indexed payment mortgages (WIPMs) in Turkey
Erol, Isil; Patel, Kanak - European Real Estate Society - ERES - 2004
[abstract missing - contribution appeared in the programme]
Persistent link: https://www.econbiz.de/10010800441
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ON OPTIMAL CREDIT EXPANSION
Patel, Kanak; Zavodov, Kirill - European Real Estate Society - ERES - 2010
We derive a model of lending under imperfect information for investments with embedded real and financial flexibility. Risk-shifting is shown to be not inherent in loan agreements. Under certain assumptions, there exists an optimal credit expansion policy that fulfils the dual objective of...
Persistent link: https://www.econbiz.de/10010800491
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Tail Dependence in REIT Returns
Patel, Kanak; Nimmanunta, Kridsda - European Real Estate Society - ERES - 2009
This study investigates the dependence structure of returns of different types of equity REIT. Copulas, which provide a tractable way of modelling non-linear dependency among random variables, are employed under financial time series framework. The model consists of two parts: the marginal part,...
Persistent link: https://www.econbiz.de/10011153509
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Pricing assets with higher moments : evidence from the Australian and us stock markets
Doan, Phuong; Lin, Chien-ting; Zurbruegg, Ralf - In: Journal of international financial markets, … 20 (2010) 1, pp. 51-67
Persistent link: https://www.econbiz.de/10003942469
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Financial firm bankruptcy and systemic risk
Doan, Phuong; Lin, Chien-Ting; Zurbruegg, Ralf - In: Journal of international financial markets, … 20 (2010) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10008347681