Commercial Mortgage Delinquency, Foreclosure and Reinstatement

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The result is that θ 1 = 0.5207 (p
Figure 1Commercial Mortgage Returns and BAA Corporate BondsQuarterly 1980 Q2 to 2000 Q40.150.1Excess Ln Return0.050-0.05-0.1-0.15BAA Corp BondsComm Mtg
Page 1 and 2: Commercial Mortgage Delinquency, Fo
Page 3 and 4: Perhaps the most compelling reason
Page 5 and 6: contemporaneous loan-to-value ratio
Page 7 and 8: national lenders, of which the data
Page 9 and 10: Whenever a property appraisal is pe
Page 11 and 12: loans and the highest value for for
Page 13 and 14: atio, debt coverage ratio and guara
Page 15 and 16: ReferencesAmbrose, Brent W., Buttim
Page 17 and 18: Titman, Sheridan D.; Torous, Walter
Page 19 and 20: Table 3Independent Variable: Ever D
Page 21 and 22: Table 4b - Loan OutcomeNever Delinq
Page 23 and 24: 1 IntroductionCommercial mortgages
Page 25 and 26: Based on the results from the first
Page 27 and 28: An early paper about the empirical
Page 29 and 30: 4 DataIn order to test the multiple
Page 31 and 32: To derive the excess returns, the r
Page 33 and 34: examining bond returns. Second, sin
Page 35 and 36: significant for 3 series. The growt
Page 37 and 38: ReferencesBlack, Fischer; Jenson, M
Page 39 and 40: Ibbotson, R. G.; Siegel, L. B.; Rea
Page 41: Appendix 1 - Unsmoothing Real Estat
Page 45 and 46: Table 1 - List of FactorsVariable D
Page 47 and 48: Table 3 - CorrelationsReturn Series
Page 49 and 50: Table 5 - Test for Equality of Coef
Page 51 and 52: Table 6b - Estimation results for S
Page 53 and 54: Table 7 - Estimation results for Bo

Commercial Mortgage Delinquency, Foreclosure and Reinstatement

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