Determinants of Credit Spreads in Commercial Mortgages
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- Gang-Zhi Fan & Tien Sing & Seow Ong, 2012. "Default Clustering Risks in Commercial Mortgage-Backed Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 110-127, June.
- McCollum, Meagan N. & Lee, Hong & Pace, R. Kelley, 2015. "Deleveraging and mortgage curtailment," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 60-75.
- Tang, Dragon Yongjun & Yan, Hong, 2010.
"Market conditions, default risk and credit spreads,"
Journal of Banking & Finance,
Elsevier, vol. 34(4), pages 743-753, April.
- Tang, Dragon Yongjun & Yan, Hong, 2008. "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies 2008,08, Deutsche Bundesbank.
- Andreas Dietrich, 2016. "What Drives the Gross Margins of Mortgage Loans? Evidence from Switzerland," Journal of Financial Services Research, Springer;Western Finance Association, vol. 50(3), pages 341-362, December.
- repec:kap:jrefec:v:56:y:2018:i:1:d:10.1007_s11146-016-9579-7 is not listed on IDEAS
- 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.
- repec:eee:finsta:v:36:y:2018:i:c:p:159-186 is not listed on IDEAS
- Christopoulos, Andreas D., 2017. "The composition of CMBS risk," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 215-239.
- Black, Lamont K. & Krainer, John & Nichols, Joseph B., 2017. "Safe Collateral, Arm’s-Length Credit: Evidence from the Commercial Real Estate Market," Working Paper Series 2017-19, Federal Reserve Bank of San Francisco.
- Annelies Hoebeeck & Koen Inghelbrecht, 2017. "The impact of the mortgage interest and capital deduction scheme on the Belgian mortgage market," Working Paper Research 327, National Bank of Belgium.
- Brent Ambrose & Michael Shafer & Yildiray Yildirim, 2018.
"The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties,"
The Journal of Real Estate Finance and Economics,
Springer, vol. 56(1), pages 1-32, January.
- Brent Ambrose & Michael Shafer & Yildiray Yildirim, 2015. "The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties," ERES eres2015_299, European Real Estate Society (ERES).
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