SSRNTrading, Microstructure & Execution
High Frequency Risk Pricing for Real Estate Securities
A paper has found that the pricing of default interest rate, liquidity, and excess liquidity risks for securitized commercial real estate securities can yield significant returns, with the first estimates made at intraday frequencies.
Featured in No. 44 on 10 Apr 2024 · 58 days after release
- Released
- 12 Feb 2024
- First featured
- No. 44 · 10 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4786792
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