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, 107-117

Keywords: CMBS; Default; Structural model (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (9)

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DOI: 10.1007/s11146-008-9112-8

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The Journal of Real Estate Finance and Economics is currently edited by Steven R. Grenadier, James B. Kau and C.F. Sirmans

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