<p dir="ltr">This dataset and scripts correspond to the empirical analysis in the paper "The Dynamic Relationship between Delinquency Rates, Funding and Market Liquidity and Asset Prices in Private Commercial Real Estate Markets" (Chapter 4 of my PhD dissertation "<i>Three Essays on Real Estate Prices and Liquidity</i>"). Note: The files associated with this dataset are currently under embargo due to confidentiality and permission considerations. They will remain inaccessible until all necessary authorizations have been confirmed.</p><p dir="ltr"><b>Co-authors:</b> <b>Dorinth van Dijk</b> (ORCID: 0000-0002-8623-6633), <b>Marc Francke</b> (ORCID: <a href="https://orcid.org/0000-0002-7239-4868" target="_blank">0000-0002-7239-4868</a>).</p>