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Securitisation and the Commercial Property Cycle

In: Property Markets and Financial Stability

Author

Listed:
  • Frank Packer

    (Bank for International Settlements)

  • Timothy Riddiough

    (University of Wisconsin–Madison)

Abstract

No abstract is available for this item.

Suggested Citation

  • Frank Packer & Timothy Riddiough, 2012. "Securitisation and the Commercial Property Cycle," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
    • Handle: RePEc:rba:rbaacv:acv2012-10
    as

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    File URL: https://www.rba.gov.au/publications/confs/2012/pdf/packer-riddiough.pdf
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    References listed on IDEAS

    as
    1. Bernanke, B.S., 2011. "International capital flows and the returns to safe assets in the United States 2003-2007," Financial Stability Review, Banque de France, issue 15, pages 13-26, February.
    2. Jensen, Michael C, 1986. "Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers," American Economic Review, American Economic Association, vol. 76(2), pages 323-329, May.
    3. Steven H. Ott & Timothy J. Riddiough & Ha-Chin Yi & Jiro Yoshida, 2008. "On Demand: Cross-Country Evidence From Commercial Real Estate Asset Markets," International Real Estate Review, Global Social Science Institute, vol. 11(1), pages 1-37.
    4. Ricardo J. Caballero & Arvind Krishnamurthy, 2009. "Global Imbalances and Financial Fragility," American Economic Review, American Economic Association, vol. 99(2), pages 584-588, May.
    5. Frank Partnoy, 2009. "Overdependence on Credit Ratings was a Primary Cause of the Crisis," World Scientific Book Chapters, in: Douglas D Evanoff & Philipp Hartmann & George G Kaufman (ed.), The First Credit Market Turmoil Of The 21st Century Implications for Public Policy, chapter 12, pages 175-191, World Scientific Publishing Co. Pte. Ltd..
    6. Douglas W. Diamond & Raghuram G. Rajan, 2009. "The Credit Crisis: Conjectures about Causes and Remedies," American Economic Review, American Economic Association, vol. 99(2), pages 606-610, May.
    7. Bradford Case & Yawei Yang & Yildiray Yildirim, 2012. "Dynamic Correlations Among Asset Classes: REIT and Stock Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 298-318, April.
    8. Steven H. Ott & Timothy J. Riddiough & Ha-Chin Yi, 2005. "Finance, Investment and Investment Performance: Evidence from the REIT Sector," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(1), pages 203-235, March.
    9. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Financial Innovation and Financial Fragility," Working Papers 2010.114, Fondazione Eni Enrico Mattei.
    10. Luci Ellis & Chris Naughtin, 2010. "Commercial Property and Financial Stability - An International Perspective," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 25-30, June.
    11. Timothy J. Riddiough & Mark Moriarty & P.J. Yeatman, 2005. "Privately Versus Publicly Held Asset Investment Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(1), pages 121-146, March.
    12. Partnoy, Frank, 2009. "Overdependence on Credit Ratings Was a Primary Cause of the Crisis," Institutions and Markets Papers 50472, Fondazione Eni Enrico Mattei (FEEM).
    13. William C. Wheaton & Gleb Nechayev, 2008. "The 1998 ?2005 Housing "Bubble" and the Current "Correction": What’s Different This Time?," Journal of Real Estate Research, American Real Estate Society, vol. 30(1), pages 1-26.
    14. Jeffrey D. Fisher & Brent C Smith & Jerrold J. Stern & R. Brian Webb, 2005. "Analysis of Economic Depreciation for Multi-Family Property," Journal of Real Estate Research, American Real Estate Society, vol. 27(4), pages 355-370.
    15. An, Xudong & Deng, Yongheng & Gabriel, Stuart A., 2011. "Asymmetric information, adverse selection, and the pricing of CMBS," Journal of Financial Economics, Elsevier, vol. 100(2), pages 304-325, May.
    16. Haibin Zhu, 2006. "The structure of housing finance markets and house prices in Asia," BIS Quarterly Review, Bank for International Settlements, December.
    17. A. Steven Holland & Steven H. Ott & Timothy J. Riddiough, 2000. "The Role of Uncertainty in Investment: An Examination of Competing Investment Models Using Commercial Real Estate Data," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 28(1), pages 33-64.
    18. Luci Ellis, 2010. "The Housing Meltdown: Why Did It Happen in the United States?," International Real Estate Review, Global Social Science Institute, vol. 13(3), pages 351-394.
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