Purpose The study aims to investigate the role of green innovation subsidy policies (GISPs)
in reducing the systemic risk (SR) of green innovative enterprises (GIEs). Methodology This …

Purpose: The study aims to investigate the role of green innovation subsidy policies (GISPs)
in reducing the systemic risk (SR) of green innovative enterprises (GIEs). Methodology: This …

In this paper, we look at the determinants of foreclosure rates with particular attention to
measures such as household leverage, which is related to subprime credit population, and …

This paper explores the implications of a housing market bubble for three critical elements of
mortgage contract design: difference between term to maturity and amortization period; …

Security prices are informative about the probability of a subsequent downgrade, but this
informativeness is affected by two frictions taking place between the issuer and the investor …

Because diversification is the key tenet of securitization, default correlation is a key risk to
the holder of a security subject to default risk. Using loan performance data to infer beliefs …

This dissertation consists of two chapters. The first one deals with the information content of
bond prices in private label securitization markets. The performance of a security backed by …

This dissertation consists of two chapters. The first one deals with the information content of
bond prices in private label securitization markets. The performance of a security backed by …