Reference health
Default Clustering and Credit Risks in Commercial Mortgage-Backed Securities
27/27 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
16 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 27 checked references that resolve
resolves10.1111/1540-6229.00792
The Role of Uncertainty in Investment: An Examination of Competing Investment Models Using Commercial Real Estate Data
resolves10.1111/j.1540-6261.1995.tb05167.x
Pricing Derivatives on Financial Securities Subject to Credit Risk
resolves10.2307/3665932
Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model
resolves10.1007/s11146-008-9112-8
Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)
resolves10.1007/s11146-008-9156-9
Extreme Events and the Copula Pricing of Commercial Mortgage-Backed Securities
resolves10.1108/09588689710190333
A heterogeneous panel cointegration‐error correction approach to modelling commercial mortgage‐backed security prices
resolves10.1111/j.1540-6261.1989.tb05061.x
Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt
resolves10.1007/s11146-007-9046-6
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring
The 16 references without a DOI — listed, not checked
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no DOI — not checked2003 CMBS conduit loan default study
no DOI — not checkedref28
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no DOI — not checkedref36
no DOI — not checkedref37
no DOI — not checkedHow ruthless is mortgage default? A review and synthesis of the evidence
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