Default Clustering Risks in Commercial Mortgage-Backed Securities

Default Clustering Risks in Commercial Mortgage-Backed Securities

10.1007/s11146-011-9315-2

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Bibliographic Details
Main Authors: Fan, G.-Z., Sing, T.F., Ong, S.E.
Other Authors: REAL ESTATE
Format: Article
Published: 2013
Subjects:
Counterparty risk
Default cluster
Intensity model
Subordination structure
Online Access:http://scholarbank.nus.edu.sg/handle/10635/46114
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Institution: National University of Singapore
id sg-nus-scholar.10635-46114
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spelling sg-nus-scholar.10635-461142024-11-10T12:24:57Z Default Clustering Risks in Commercial Mortgage-Backed Securities Fan, G.-Z. Sing, T.F. Ong, S.E. REAL ESTATE Counterparty risk Default cluster Intensity model Subordination structure 10.1007/s11146-011-9315-2 Journal of Real Estate Finance and Economics 45 1 110-127 2013-10-14T05:08:13Z 2013-10-14T05:08:13Z 2012 Article Fan, G.-Z., Sing, T.F., Ong, S.E. (2012). Default Clustering Risks in Commercial Mortgage-Backed Securities. Journal of Real Estate Finance and Economics 45 (1) : 110-127. ScholarBank@NUS Repository. https://doi.org/10.1007/s11146-011-9315-2 08955638 http://scholarbank.nus.edu.sg/handle/10635/46114 000305403000007 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Counterparty risk
Default cluster
Intensity model
Subordination structure
spellingShingle Counterparty risk
Default cluster
Intensity model
Subordination structure
Fan, G.-Z.
Sing, T.F.
Ong, S.E.
Default Clustering Risks in Commercial Mortgage-Backed Securities
description 10.1007/s11146-011-9315-2
author2 REAL ESTATE
author_facet REAL ESTATE
Fan, G.-Z.
Sing, T.F.
Ong, S.E.
format Article
author Fan, G.-Z.
Sing, T.F.
Ong, S.E.
author_sort Fan, G.-Z.
title Default Clustering Risks in Commercial Mortgage-Backed Securities
title_short Default Clustering Risks in Commercial Mortgage-Backed Securities
title_full Default Clustering Risks in Commercial Mortgage-Backed Securities
title_fullStr Default Clustering Risks in Commercial Mortgage-Backed Securities
title_full_unstemmed Default Clustering Risks in Commercial Mortgage-Backed Securities
title_sort default clustering risks in commercial mortgage-backed securities
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/46114
_version_ 1821195609776848896

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