In this study, we attempted to fill a gap that literature has yet to investigate: the impact of global innovation network on corporate performance. Based on 347 valid questionnaire data, this paper uses regression analysis to explore which innovative network elements have an impact on the...

Interest rate modeling is an integral part of the mortgage backed security (MBS) pricing mechanism. The particular model choice can have a significant impact on both the MBS valuation and its risk metrics. The market implied interest rate volatility skew suggests that the interest rate...