A Proportional Hazards Model of Commercial Mortgage Default With Originator Bias. SSRN Electronic Journal (2003)
Brian A. CiochettiRui YaoYongheng DengGail LeeJames D. Shilling
social science researchoriginator biasproportional hazards modelsocial sciencescommercial mortgage defaultfinancerisk management
The Termination of Lending Relationships Through Prepayment and Default in the Commercial Mortgage Markets: A Proportional Hazard Approach With Competing Risks. Real Estate Economics (2002)