Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)
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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.
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KeywordsCMBS; Default; Structural model;
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