The Dynamics of Credit Spreads in Hotel Mortgages and Signaling Implications
Autor: | Crocker H. Liu, Andrey D. Ukhov, Jan A. deRoos, Daniel C. Quan |
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Rok vydání: | 2014 |
Předmět: | |
Zdroj: | Journal of Real Estate Research. 36:137-168 |
ISSN: | 2691-1175 0896-5803 |
Popis: | We use a vector autoregression framework to investigate loan pricing in a market with short-term leases (hotels) relative to longer-term leases (office properties), studying how news on the economy... |
Databáze: | OpenAIRE |
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