The Dynamics of Credit Spreads in Hotel Mortgages and Signaling Implications

Autor:	Crocker H. Liu, Andrey D. Ukhov, Jan A. deRoos, Daniel C. Quan
Rok vydání:	2014
Předmět:	Loan Economics Econometrics and Finance (miscellaneous) Economics Financial system Non-conforming loan Vector autoregression
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
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::15fa5900f77500bce2d259e16e9da544 https://doi.org/10.1080/10835547.2014.12091391 Zobrazit plný text záznamu