메뉴 건너뛰기




Volumn 33, Issue 4, 2005, Pages 711-738

Determinants of credit spreads in commercial mortgages

Author keywords

[No Author keywords available]

Indexed keywords


EID: 30344485960     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6229.2005.00136.x     Document Type: Review
Times cited : (57)

References (19)
  • 1
    • 0033276195 scopus 로고    scopus 로고
    • The relationships between mortgage rates and capital-market rates under alternative market conditions
    • Allen, M.T., R.C. Rutherford and M.K. Wiley. 1999. The Relationships Between Mortgage Rates and Capital-Market Rates Under Alternative Market Conditions. The Journal of Real Estate Finance and Economics 19: 211-221.
    • (1999) The Journal of Real Estate Finance and Economics , vol.19 , pp. 211-221
    • Allen, M.T.1    Rutherford, R.C.2    Wiley, M.K.3
  • 5
    • 84933491229 scopus 로고
    • Some evidence on the empirical significance of credit rationing
    • Berger, A.N. and G.F. Udell. 1992. Some Evidence on the Empirical Significance of Credit Rationing. The Journal of Political Economy 100: 1047-1077.
    • (1992) The Journal of Political Economy , vol.100 , pp. 1047-1077
    • Berger, A.N.1    Udell, G.F.2
  • 8
    • 4344615968 scopus 로고    scopus 로고
    • Structural models of corporate bond pricing: An empirical analysis
    • Eom, Y.H., J. Helwege and J. Huang. 2004. Structural Models of Corporate Bond Pricing: An Empirical Analysis. Review of Financial Studies 17: 499-544.
    • (2004) Review of Financial Studies , vol.17 , pp. 499-544
    • Eom, Y.H.1    Helwege, J.2    Huang, J.3
  • 9
    • 3543009556 scopus 로고    scopus 로고
    • Commercial mortgage prepayments under heterogeneous prepayment penalty structures
    • Fu, Q., M. LaCour-Little and K.D. Vandell. 2003. Commercial Mortgage Prepayments under Heterogeneous Prepayment Penalty Structures. Journal of Real Estate Research 25: 245-476.
    • (2003) Journal of Real Estate Research , vol.25 , pp. 245-476
    • Fu, Q.1    LaCour-Little, M.2    Vandell, K.D.3
  • 12
    • 0031527382 scopus 로고    scopus 로고
    • Interactions between property and equity markets: An investigation of linkages in the united kingdom 1972-1992
    • Lizieri, C. and S. Satchell. 1997. Interactions Between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972-1992. The Journal of Real Estate Finance and Economics 15: 11-26.
    • (1997) The Journal of Real Estate Finance and Economics , vol.15 , pp. 11-26
    • Lizieri, C.1    Satchell, S.2
  • 13
    • 1642471447 scopus 로고    scopus 로고
    • Analysis of yield spreads on commercial mortgage-backed securities
    • Maris, B.A. and W. Segal. 2002. Analysis of Yield Spreads on Commercial Mortgage-Backed Securities. Journal of Real Estate Research 23: 235-252.
    • (2002) Journal of Real Estate Research , vol.23 , pp. 235-252
    • Maris, B.A.1    Segal, W.2
  • 14
    • 3543010747 scopus 로고    scopus 로고
    • The evolution of securitization in multifamily mortgage markets and its effect on lending rates
    • Nothaft, F.E. and J.L. Freund. 2003. The Evolution of Securitization in Multifamily Mortgage Markets and Its Effect on Lending Rates. Journal of Real Estate Research 25: 91-112.
    • (2003) Journal of Real Estate Research , vol.25 , pp. 91-112
    • Nothaft, F.E.1    Freund, J.L.2
  • 16
    • 30344474724 scopus 로고    scopus 로고
    • Commercial mortgage-backed securities: An exploration into innovation, product design and learning in financial markets
    • Massachussets Institute of Technology, Cambridge, MA
    • Riddiough, T.J. and C. Polleys. 1999. Commercial Mortgage-Backed Securities: An Exploration into Innovation, Product Design and Learning in Financial Markets. Working Paper. Massachussets Institute of Technology, Cambridge, MA.
    • (1999) Working Paper
    • Riddiough, T.J.1    Polleys, C.2
  • 17
    • 1642309199 scopus 로고    scopus 로고
    • Market imperfections, investment flexibility and default spreads
    • Titman, S., S. Tompaidis and S. Tsyplakov. 2004. Market Imperfections, Investment Flexibility and Default Spreads. The Journal of Finance 59: 165-206.
    • (2004) The Journal of Finance , vol.59 , pp. 165-206
    • Titman, S.1    Tompaidis, S.2    Tsyplakov, S.3
  • 18
    • 84977701086 scopus 로고
    • Valuing commercial mortgages: An empirical investigation of the contingent-claim approach to pricing risky debt
    • Titman, S. and W.N. Torous. 1989. Valuing Commercial Mortgages: An Empirical Investigation of the Contingent-Claim Approach to Pricing Risky Debt. The Journal of Finance 44: 345-373.
    • (1989) The Journal of Finance , vol.44 , pp. 345-373
    • Titman, S.1    Torous, W.N.2
  • 19
    • 0032338489 scopus 로고    scopus 로고
    • Step interventions and market integration: Tests in the U.S., U.K., and Australian property markets
    • Wilson, P.J., J. Okunev and J.J. Webb. 1998. Step Interventions and Market Integration: Tests in the U.S., U.K., and Australian Property Markets. The Journal of Real Estate Finance and Economics 16: 91-123.
    • (1998) The Journal of Real Estate Finance and Economics , vol.16 , pp. 91-123
    • Wilson, P.J.1    Okunev, J.2    Webb, J.J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.