This paper investigates the market pricing of subprime mortgage risk on the basis of data for the ABX.HE family of … introduction into ABX index mechanics and a discussion of historical pricing patterns, we use regression analysis to establish the … for the inappropriateness of pricing models that do not sufficiently account for factors such as risk appetite and …

Cryptocurrencies are often thought to operate out of the reach of national regulation, but in fact their valuations …

stablecoin issuers raises the challenge of how to apply technology-neutral regulation so that similar risks are subject to the …

Cryptocurrencies are often thought to operate out of the reach of national regulation, but in fact their valuations …

In this paper we examine the quantitative effects of margin regulation on volatility in asset markets. We consider a … of collateral constraints leads to strong excess volatility. Thus, a regulation of margin requirements may have … stabilizing effects. However, in line with the empirical evidence on margin regulation in U.S. stock markets, we show that changes …

stablecoin issuers raises the challenge of how to apply technology-neutral regulation so that similar risks are subject to the …