A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias

Journal of Real Estate Finance and Economics

Volumn 27, Issue 1, 2003, Pages 5-23

  Ciochetti, Brian A ^a   Deng, Yongheng ^b   Lee, Gail ^c   Shilling, James D ^d   Yao, Rui ^e  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c Credit Suisse USA   (United States)

^d UNIVERSITY OF WISCONSIN MADISON   (United States)

^e CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Commercial mortgages; Competing risks; Default; Hazard model; Sampling bias

Indexed keywords

EID: 0037727581     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023694912018     Document Type: Article

References (14)

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