- Full text PDF available (16)
- This year (0)
- Last 5 years (1)
- Last 10 years (12)
Journals and Conferences
Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Each copy of any part of a JSTOR transmission must contain the same copyright notice that… (More)
We estimate and compare a variety of continuous-time models of the short-term riskless rate using the generalised method of moments. We find that the most successful models in capturing the dynamics of the short-term interest rate are those that allow the volatility of interest rate changes to be highly sensitive to the level of the riskless rate. A number… (More)
well as the participants at the 2001 Cambridge/Maastrict Conference for their helpful comments and suggestions. We also thank Intex for use of the CMBS database and RERI for financial support.
The academic literature, the popular press, and policymakers have all debated securitization's contribution to the poor performance of mortgages originated in the run-up to the recent crisis. Theoretical arguments have been advanced on both sides, but the lack of suitable data has made it difficult to assess them empirically. We examine this issue by using… (More)
It is estimated that between 1.5 and 2 million older adults experience abuse or neglect each year in the United States. Elder mistreatment may be physical, psychological, or financial, and it may be perpetrated by family members or by other informal or formal caregivers. Physicians are encouraged to play an active role in assessment, intervention, and… (More)
We present data on the vulnerability of a variety of candidate spacecraft electronics to proton and heavy-ion induced single-event effects and proton-induced damage. We also present data on the susceptibility of parts to functional degradation resulting from total ionizing dose at low dose rates (0.003–4.52 rads(Si)/s).
We present the results of single event effects (SEE) testing and investigating the effects of space radiation on electronics. This paper is a summary of test results.
We present the results of single event effects testing and analysis investigating the effects of radiation on electronics. This paper is a summary of test results.
The global market for collateralized debt obligations (CDOs) witnessed explosive growth over the 1997-2006 period, as the stock of global issuance expanded from $300 billion to almost $2 trillion. CDO issuance importantly supported the market for subprime mortgage-backed debt, via the re-packaging of those assets into derivative CDO securities. The surge in… (More)
The Real Estate Investment Trust (REIT) industry has undergone three waves of Initial Public Offering (IPO) since 1980. In this paper we examine these waves within the context of the general IPO wave literature. We note that the unique nature of REITs may render them more transparent than other stocks, and that this may affect their IPO performance.… (More)