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Yildirim, Yildiray's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
3,046 |
Total
Citations
113 |
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1.
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Oxman, Jeffrey Syracuse University - Whitman School of Management Yildirim, Yildiray Syracuse University - Whitman School of Management
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446
(29,585)
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2
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Leveraged buyouts, corporate control
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2.
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Case, Bradford National Association of Real Estate Investment Trusts Yang, Yawei affiliation not provided to SSRN Yildirim, Yildiray Syracuse University - Whitman School of Management
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246
(60,160)
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5
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DCC-GARCH, REITs, Correlation, Volatility, Portfolio optimization, Asset allocation
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3.
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Oxman, Jeffrey Syracuse University - Whitman School of Management Yildirim, Yildiray Syracuse University - Whitman School of Management
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238
(62,328)
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LBOs, buyouts, governance, directors, compensation
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4.
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Government Policies, Residential Mortgage Defaults, and the Boom and Bust Cycle of Housing Prices
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Yildirim, Yildiray Syracuse University - Whitman School of Management Ascheberg, Marius Goethe University Frankfurt Jarrow, Robert A. Cornell University - Samuel Curtis Johnson Graduate School of Management Kraft, Holger Goethe University Frankfurt
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Posted:
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04 Dec 10
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Last Revised:
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07 Feb 13
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184
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Yildirim, Yildiray Syracuse University - Whitman School of Management Ascheberg, Marius Goethe University Frankfurt Jarrow, Robert A. Cornell University - Samuel Curtis Johnson Graduate School of Management Kraft, Holger Goethe University Frankfurt
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0
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subprime, home prices, mortgage defaults
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Ascheberg, Marius Goethe University Frankfurt Jarrow, Robert A. Cornell University - Samuel Curtis Johnson Graduate School of Management Kraft, Holger Goethe University Frankfurt Yildirim, Yildiray Syracuse University - Whitman School of Management
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04 Dec 10
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Last Revised:
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27 Mar 11
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184
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5.
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Agarwal, Sumit National University of Singapore Ambrose, Brent W. Pennsylvania State University Huang, Hongming National Central University at Taiwan Yildirim, Yildiray Syracuse University - Whitman School of Management
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181
(82,250)
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3
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leasing valuation, credit risk, endogenous default
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6.
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Case, Bradford National Association of Real Estate Investment Trusts Guidolin, Massimo Bocconi University - Department of Finance Yildirim, Yildiray Syracuse University - Whitman School of Management
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171
(86,839)
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REITs, Markov switching, Multivariate GARCH, Dynamic conditional correlations
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7.
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Bick, Björn Goethe University Frankfurt Hirsch, Christian W. Goethe University Frankfurt - House of Finance Kraft, Holger Goethe University Frankfurt Yildirim, Yildiray Syracuse University - Whitman School of Management
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168
(88,250)
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1
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Risk Premium, Default Risk, Fama-French Regressions, IVOL anomaly
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8.
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Jarrow, Robert A. Cornell University - Samuel Curtis Johnson Graduate School of Management Yildirim, Yildiray Syracuse University - Whitman School of Management
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06 Oct 04
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Last Revised:
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03 Feb 11
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155
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29
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9.
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Jarrow, Robert A. Cornell University - Samuel Curtis Johnson Graduate School of Management Oxman, Jeffrey University of St. Thomas (Minnesota) - University of St. Thomas, Minneapolis Yildirim, Yildiray Syracuse University - Whitman School of Management
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07 Feb 11
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Last Revised:
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27 Mar 11
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148
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1
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10.
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Ho, Hsiao-Wei affiliation not provided to SSRN Huang, Hongming National Central University at Taiwan Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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18 Oct 11
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Last Revised:
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12 Nov 12
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120
(117,937)
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inflation-indexed derivatives, inflation risk premium
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11.
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Shafer, Michael Syracuse University - Whitman School of Management Yildirim, Yildiray Syracuse University - Whitman School of Management
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21 Nov 11
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Last Revised:
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12 Nov 12
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113
(123,594)
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Operational risk, stock prices, stock returns
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12.
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Agarwal, Sumit National University of Singapore Ambrose, Brent W. Pennsylvania State University Yildirim, Yildiray Syracuse University - Whitman School of Management
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21 May 10
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Last Revised:
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03 Feb 11
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105
(130,496)
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1
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Subprime, Default, Portfolio Risk
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13.
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Inaltekin, Hazer University of Melbourne Jarrow, Robert A. Cornell University - Samuel Curtis Johnson Graduate School of Management Saglam, Mehmet Princeton University - Bendheim Center for Finance Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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13 Apr 11
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Last Revised:
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07 Jun 11
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89
(146,101)
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Real estate market, Price evolution, Optimal waiting time
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14.
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Oxman, Jeffrey University of St. Thomas (Minnesota) - University of St. Thomas, Minneapolis Yildirim, Yildiray Syracuse University - Whitman School of Management
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21 Feb 11
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Last Revised:
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02 Oct 11
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89
(146,101)
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Company finance, Corporate investment, Leveraged buyouts, Firm behavior
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15.
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Ascheberg, Marius Goethe University Frankfurt Kraft, Holger Goethe University Frankfurt Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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19 Sep 12
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Last Revised:
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24 Oct 12
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86
(149,294)
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cross-section of stock returns, idiosyncratic risk
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16.
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Chang, Chuang-Chang National Central University at Taiwan - Department of Finance Ho, Hsiao-Wei affiliation not provided to SSRN Huang, Hongming National Central University at Taiwan Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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21 Oct 11
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Last Revised:
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22 Oct 11
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75
(162,460)
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Lease Contracts, Embedded Options, Default Risk, Adjustable Rate
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17.
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Yildirim, Yildiray Syracuse University - Whitman School of Management
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58
(186,736)
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Credit risk, Structural model, Brownian area
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18.
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Sener, Emrah Ozyegin University Satiroglu, Sait Center For Computational Finance Yildirim, Yildiray Syracuse University - Whitman School of Management
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57
(188,369)
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Interest Rate Parity, Swap Markets, Financial Constraints, Law of One Price
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19.
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Chernobai, Anna Syracuse University - M. J. Whitman School of Management Yildirim, Yildiray Syracuse University - Whitman School of Management
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57
(188,369)
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1
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Operational risk, Basel II, shot noise, Cox process, aggregate los
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20.
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Kau, James B. University of Georgia - Department of Insurance, Legal Studies, Real Estate Keenan, Donald C. University of Georgia Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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27 Feb 09
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Last Revised:
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11 Feb 11
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52
(196,740)
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3
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CMBS, default, structural model
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21.
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Ambrose, Brent W. Pennsylvania State University Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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01 Oct 08
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Last Revised:
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03 Feb 11
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45
(209,506)
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2
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leasing valuation, credit risk, reduced form model
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22.
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Cetin, Umut Cornell University - Cornell Theory Center (CTC) Jarrow, Robert A. Cornell University - Samuel Curtis Johnson Graduate School of Management Protter, Philip Columbia University Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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14 Nov 12
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Last Revised:
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07 Feb 13
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43
(213,510)
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21
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Default risk, Azema martinglae, Brownian excursion
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23.
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Huang, Hongming National Central University at Taiwan Yildirim, Yildiray Syracuse University - Whitman School of Management
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41
(217,548)
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24.
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Yavas, Abdullah University of Wisconsin-Madison Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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29 Aug 10
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Last Revised:
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11 Feb 11
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33
(235,287)
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2
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price discovery, REIT returns, NAV returns
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25.
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Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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16 Nov 07
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Last Revised:
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03 Feb 11
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27
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multilevel mixture model, credit risk, CMBS
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26.
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Jarrow, Robert A. Cornell University - Samuel Curtis Johnson Graduate School of Management Janosi, Tibor Cornell University - Department of Computer Science Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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06 Oct 04
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Last Revised:
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12 Nov 12
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9
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30
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Credit Risk
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27.
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Christopoulos, Andreas D. affiliation not provided to SSRN Jarrow, Robert A. affiliation not provided to SSRN Yildirim, Yildiray Syracuse University - Whitman School of Management
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5
(324,853)
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3
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28.
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Jarrow, Robert A. Cornell University - Samuel Curtis Johnson Graduate School of Management Janosi, Tibor Cornell University - Department of Computer Science Yildirim, Yildiray Syracuse University - Whitman School of Management
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| Posted: |
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02 Apr 04
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Last Revised:
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12 Nov 12
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5
(324,853)
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9
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Credit risk
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29.
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Case, Bradford National Association of Real Estate Investment Trusts Guidolin, Massimo Bocconi University - Department of Finance Yildirim, Yildiray Syracuse University - Whitman School of Management
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REITs, Markov switching, Multivariate GARCH, Dynamic conditional correlations
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30.
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Case, Bradford National Association of Real Estate Investment Trusts Yang, Yawei affiliation not provided to SSRN Yildirim, Yildiray Syracuse University - Whitman School of Management
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DCC-GARCH, REITs, Volatility, Portfolio optimization, Asset allocation
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