Loss recoveries, realized excess returns, and credit rationing in the commercial mortgage market

Brian A. Ciochetti; James D. Shilling

doi:10.1007/s11146-007-9021-2

Loss recoveries, realized excess returns, and credit rationing in the commercial mortgage market

Brian A. Ciochetti
, James D. Shilling

Massachusetts Institute of Technology (MIT)

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	425-445
Number of pages	21
Journal	Journal of Real Estate Finance and Economics
Volume	34
Issue number	4
DOIs	https://doi.org/10.1007/s11146-007-9021-2
State	Published - May 2007

ASJC Scopus Subject Areas

Accounting
Finance
Economics and Econometrics
Urban Studies

Keywords

Asset pricing
Information and market efficiency
Mortgages

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10.1007/s11146-007-9021-2

Cite this

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AU - Shilling, James D.

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KW - Asset pricing

KW - Information and market efficiency

KW - Mortgages

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JO - Journal of Real Estate Finance and Economics

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IS - 4

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Loss recoveries, realized excess returns, and credit rationing in the commercial mortgage market

ASJC Scopus Subject Areas

Keywords

Access to Document

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