Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)

James Kau (), Donald Keenan () and Yildiray Yildirim ()

The Journal of Real Estate Finance and Economics, 2009, vol. 39, issue 2, pages 107-117

Keywords: CMBS; Default; Structural model (search for similar items in EconPapers)
Date: 2009
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