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The Pricing of Multiclass Commercial Mortgage-Backed Securities

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Author Info

  • Childs, Paul D.
  • Ott, Steven H.
  • Riddiough, Timothy J.
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    File URL: http://journals.cambridge.org/abstract_S0022109000023814
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    Bibliographic Info

    Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

    Volume (Year): 31 (1996)
    Issue (Month): 04 (December)
    Pages: 581-603

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    Handle: RePEc:cup:jfinqa:v:31:y:1996:i:04:p:581-603_02

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    Cited by:
    1. Vink, Dennis, 2007. "ABS, MBS and CDO compared: an empirical analysis," MPRA Paper 10381, University Library of Munich, Germany, revised 09 Sep 2008.
    2. Vink, Dennis, 2007. "An Empirical Analysis of Asset-Backed Securitization," MPRA Paper 10382, University Library of Munich, Germany, revised 25 Aug 2008.
    3. Gianluca Marcato & Giovanni Alberto Tira, 2009. "Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics," Real Estate & Planning Working Papers rep-wp2009-04, Henley Business School, Reading University.
    4. J. Sa-Aadu & James Shilling & George Wang, 2000. "A Test of Integration and Cointegration of Commercial Mortgage Rates," Journal of Financial Services Research, Springer, vol. 18(1), pages 45-61, October.
    5. Andreas Gintschel & Andreas Hackethal, 2004. "Multi-bank loan pool contracts: enhancing the profitability of small commercial banks," Applied Financial Economics, Taylor & Francis Journals, vol. 14(17), pages 1239-1252.
    6. Driessen, Joost & Van Hemert, Otto, 2012. "Pricing of commercial real estate securities during the 2007–2009 financial crisis," Journal of Financial Economics, Elsevier, vol. 105(1), pages 37-61.

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