Joseph B. Nichols

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Current techniques for mimicking the Blood-Brain Barrier (BBB) largely use incubation chambers (Transwell) separated with a filter and matrix coating to represent and to study barrier permeability. These devices have several critical shortcomings: (a) they do not reproduce critical microenvironmental parameters, primarily anatomical size or hemodynamic(More)
Tumor drug delivery is a complex phenomenon affected by several elements in addition to drug or delivery vehicle's physico-chemical properties. A key factor is tumor microvasculature with complex effects including convective transport, high interstitial pressure and enhanced vascular permeability due to the presence of "leaky vessels". Current in vitro(More)
We expand on the standard commercial mortgage default model and create a new model by looking beyond the usual factors of option value, insolvency, property type, region, originator type, state foreclosure laws and macroeconomic measures. The new model incorporates measures of local economic conditions, specifically MSA-level commercial property market(More)
Subordination is designed to provide credit risk protection for senior CMBS tranches by allocating the initial credit losses to the more junior tranches. Subordination level should in theory reflect the underlying credit risk of the CMBS pool. In this paper, we test the hypothesis that subordination is purely about credit risk as intended. We find a very(More)
Title of dissertation: MORTGAGE CONTRACTS AND THE DEFINITION OF AND DEMAND FOR HOUSING WEALTH Joseph B. Nichols, Doctor of Philosophy, 2005 Dissertation directed by: Professors John Rust and John Shea Department of Economics Owner-occupied housing plays a central role in the portfolios of many households. Recent work has explored the connection between a(More)
This paper analyzes the dynamics of health insurance coverage, health expenditures, and health status in the decade expanding from 1992 to 2002, for a cohort of older Americans. We follow 13,594 individuals interviewed in Waves 1 to 6 of the Health and Retirement Study, most of whom were born between 1930 and 1940, as they transition from work into(More)
This is a very nice paper, well motivated and based on a unique dataset. Using loan-level data from community banks entering Federal Deposit Insurance Corporation (FDIC) receivership, the paper estimates the probability of default (PD) and loss-given default (LGD) of two distinct types of commercial real estate (CRE) loans. The authors also compare(More)
This paper analyzes the dynamics of health insurance coverage, health expenditures, and health status in the decade expanding from 1992 to 2002, for a cohort of older Americans. We follow 13,594 individuals interviewed in Waves 1 to 6 of the Health and Retirement Study, most of whom were born between 1930 and 1940, as they transition from work into(More)
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