Mean-Reversion in REITs Discount to NAV & Risk Premium
Kanak Patel,
Ricardo Pereira,
Kirill Zavodov
Journal Of Real Estate Finance And Economics,
vol. 39, 2009, p. 229-247.
Pricing Property Index Linked Swaps with Counterparty Default Risk
Kanak Patel,
Ricardo Pereira
Journal Of Real Estate Finance And Economics,
vol. 36, 2008, p. 5-21.
Expected Default Probabilities in Structural Models: Empirical Evidence
Kanak Patel,
Ricardo Pereira
Journal Of Real Estate Finance And Economics,
vol. 34, 2007, p. 107-133.