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 …

Recently, banking literature has had a quest for appropriate pricing of bank loans under the new Basel II rules and has …

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 …

We examine whether the uncertainty related to environmental, social, and governance (ESG) regulation developments is … reflected in asset prices. We proxy the sensitivity of firms to ESG regulation uncertainty by the disparity across the …

in favor of, but against (c) erecting market barriers by regulation. Against this background, the public alarm, which …