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Securitisation and the Commercial Property Cycle

In: Property Markets and Financial Stability

Contents:

Author Info

  • Frank Packer

    (Bank for International Settlements)

  • Timothy Riddiough

    (University of Wisconsin–Madison)

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    Abstract

    No abstract is available for this item.

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    File URL: http://www.rba.gov.au/publications/confs/2012/pdf/packer-riddiough.pdf
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    Bibliographic Info

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    This chapter was published in: Alexandra Heath & Frank Packer & Callan Windsor (ed.) Property Markets and Financial Stability, Reserve Bank of Australia, pages , 2012.

    This item is provided by Reserve Bank of Australia in its series RBA Annual Conference Volume with number acv2012-10.

    Handle: RePEc:rba:rbaacv:acv2012-10

    Contact details of provider:
    Postal: GPO Box 3947, Sydney NSW 2001
    Phone: 61-2-9551-8111
    Fax: 61-2-9551-8000
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    Web page: http://www.rba.gov.au/
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    Related research

    Keywords: financial institutions; REIT; property cycles;

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Luci Ellis, 2008. "The housing meltdown: Why did it happen in the United States?," BIS Working Papers 259, Bank for International Settlements.
    2. Ricardo J. Caballero & Arvind Krishnamurthy, 2009. "Global Imbalances and Financial Fragility," NBER Working Papers 14688, National Bureau of Economic Research, Inc.
    3. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Financial Innovation and Financial Fragility," Working Papers 2010.114, Fondazione Eni Enrico Mattei.
    4. An, Xudong & Deng, Yongheng & Gabriel, Stuart A., 2011. "Asymmetric information, adverse selection, and the pricing of CMBS," Journal of Financial Economics, Elsevier, vol. 100(2), pages 304-325, May.
    5. A. Steven Holland & Steven H. Ott & Timothy J. Riddiough, 2000. "The Role of Uncertainty in Investment: An Examination of Competing Investment Models Using Commercial Real Estate Data," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 28(1), pages 33-64.
    6. Jensen, Michael C, 1986. "Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers," American Economic Review, American Economic Association, vol. 76(2), pages 323-29, May.
    7. William C. Wheaton & Gleb Nechayev, 2008. "The 1998 ?2005 Housing "Bubble" and the Current "Correction": What’s Different This Time?," Journal of Real Estate Research, American Real Estate Society, vol. 30(1), pages 1-26.
    8. Luci Ellis & Chris Naughtin, 2010. "Commercial Property and Financial Stability - An International Perspective," RBA Bulletin, Reserve Bank of Australia, pages 25-30, June.
    9. Jeffrey D. Fisher & Brent C Smith & Jerrold J. Stern & R. Brian Webb, 2005. "Analysis of Economic Depreciation for Multi-Family Property," Journal of Real Estate Research, American Real Estate Society, vol. 27(4), pages 355-370.
    10. Douglas W. Diamond & Raghuram Rajan, 2009. "The Credit Crisis: Conjectures about Causes and Remedies," NBER Working Papers 14739, National Bureau of Economic Research, Inc.
    11. Bradford Case & Yawei Yang & Yildiray Yildirim, 2012. "Dynamic Correlations Among Asset Classes: REIT and Stock Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 298-318, April.
    12. Timothy J. Riddiough & Mark Moriarty & P.J. Yeatman, 2005. "Privately Versus Publicly Held Asset Investment Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(1), pages 121-146, 03.
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