| Pricing treasury inflation protected securities and related derivatives using an HJM model R Jarrow, Y Yildirim Journal of Financial and Quantitative Analysis 38 (2), 337-358, 2003 | 296 | 2003 |
| Modeling credit risk with partial information U Cetin, R Jarrow, P Protter, Y Yıldırım | 240 | 2004 |
| Dynamic correlations among asset classes: REIT and stock returns B Case, Y Yang, Y Yildirim The Journal of Real Estate Finance and Economics 44, 298-318, 2012 | 174 | 2012 |
| Estimating expected losses and liquidity discounts implicit in debt prices RA Jarrow, T Janosi, Y Yildirim Journal of Risk 5 (1), 2002 | 120 | 2002 |
| Valuing Default Swaps Under Market and Credit Risk Correlation. RA Jarrow, Y Yildirim Journal of Fixed Income 11 (4), 7-19, 2002 | 87 | 2002 |
| Price discovery in real estate markets: A dynamic analysis A Yavas, Y Yildirim The Journal of Real Estate Finance and Economics 42, 1-29, 2011 | 57 | 2011 |
| Estimating default probabilities of CMBS loans with clustering and heavy censoring Y Yildirim The Journal of Real Estate Finance and Economics 37, 93-111, 2008 | 49 | 2008 |
| The dynamics of operational loss clustering A Chernobai, Y Yildirim Journal of Banking & Finance 32 (12), 2655-2666, 2008 | 42 | 2008 |
| The term structure of lease rates with endogenous default triggers and tenant capital structure: theory and evidence S Agarwal, BW Ambrose, H Huang, Y Yildirim Journal of Financial and Quantitative Analysis 46 (2), 553-584, 2011 | 40 | 2011 |
| Estimating default probabilities implicit in equity prices T Janosi, R Jarrow, Y Yildirim The Credit Market Handbook: Advanced Modeling Issues, 1-38, 2012 | 36 | 2012 |
| Estimating default probabilities implicit in commercial mortgage backed securities (CMBS) JB Kau, DC Keenan, Y Yildirim The Journal of Real Estate Finance and Economics 39, 107-117, 2009 | 36 | 2009 |
| To Accept or Not to Accept: Optimal Strategy for Sellers in Real Estate T Emmerling, A Yavas Real Estate Economics, Accepted 2020, 0 | 36* | |
| Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information AD Christopoulos, RA Jarrow, Y Yildirim Real Estate Economics 36 (3), 441-498, 2008 | 35 | 2008 |
| Credit risk and the term structure of lease rates: a reduced form approach BW Ambrose, Y Yildirim The Journal of Real Estate Finance and Economics 37, 281-298, 2008 | 34 | 2008 |
| Markov switching dynamics in REIT returns: Univariate and multivariate evidence on forecasting performance B Case, M Guidolin, Y Yildirim Real Estate Economics 42 (2), 279-342, 2014 | 30 | 2014 |
| The subprime virus S Agarwal, BW Ambrose, Y Yildirim Real Estate Economics 43 (4), 891-915, 2015 | 24 | 2015 |
| The cost of operational risk loss insurance RA Jarrow, J Oxman, Y Yildirim Review of Derivatives Research 13, 273-295, 2010 | 24 | 2010 |
| Modeling default risk: A new structural approach Y Yıldırım Finance Research Letters 3 (3), 165-172, 2006 | 24 | 2006 |
| The impact of tenant diversification on spreads and default rates for mortgages on retail properties B Ambrose, M Shafer, Y Yildirim The Journal of Real Estate Finance and Economics 56, 1-32, 2018 | 22 | 2018 |
| Distance to headquarter and real estate equity performance S Milcheva, Y Yildirim, B Zhu The Journal of Real Estate Finance and Economics 63 (3), 327-353, 2021 | 21 | 2021 |
Umut CetinProfessor in Statistics, LSE在 lse.ac.uk 的电子邮件经过验证
Umut CetinProfessor in Statistics, LSE在 lse.ac.uk 的电子邮件经过验证