Analysis of Yield Spreads on Commercial Mortgage-Backed Securities
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- Rothberg, James P & Nothaft, Frank E & Gabriel, Stuart A, 1989. "On the Determinants of Yield Spreads between Mortgage Pass-Through and Treasury Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 2(4), pages 301-315, December.
- Duca, John V. & Rosenthal, Stuart S., 1991. "An empirical test of credit rationing in the mortgage market," Journal of Urban Economics, Elsevier, vol. 29(2), pages 218-234, March.
- Titman, Sheridan D & Torous, Walter N, 1989. " Valuing Commercial Mortgages: An Empirical Investigation of the Contingent-Claims Approach to Pricing Risky Debt," Journal of Finance, American Finance Association, vol. 44(2), pages 345-373, June.
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- Qiang Fu & Michael LaCour-Little & Kerry D. Vandell, 2003. "Commercial Mortgage Prepayments Under Heterogeneous Prepayment Penalty Structures," Journal of Real Estate Research, American Real Estate Society, vol. 25(3), pages 245-476.
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- 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.
- Grovenstein, Robert A. & Harding, John P. & Sirmans, C.F. & Thebpanya, Sansanee & Turnbull, Geoffrey K., 2005. "Commercial mortgage underwriting: How well do lenders manage the risks?," Journal of Housing Economics, Elsevier, vol. 14(4), pages 355-383, December.
- William N. Goetzmann & Frank Newman, 2010. "Securitization in the 1920's," NBER Working Papers 15650, National Bureau of Economic Research, Inc.
- João M. Pinto & Mafalda C. Correia, 2017. "Are Covered Bonds Different from Asset Securitization Bonds?," Working Papers de Gestão (Management Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
- 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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- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
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