MIT Golub Center for Finance and Policy

Research Papers and Publications

Research and Publications by Affiliated Sloan Faculty

"A Dynamic Theory of Lending Standards."

Fishman, Michael J., Jonathan A. Parker, and Ludwig Straub. The Review of Financial Studies Vol. 37, No. 8 (2024): 2355-2402. Preprint. Appendix.

"Credit Risk Transfer and the Pricing of Mortgage Default Risk."

Golding, Edward, and Deborah J. Lucas, MIT Sloan Working Paper 6380-20. Cambridge, MA: MIT Sloan School of Management, October 2022.

Faculty: Deborah J. Lucas
"​Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?"

​Ahnert, Toni, Kristin J. Forbes, Christian Friedrich, and Dennis Reinhardt. Journal of Financial Economics Vol. 140, No. 1 (2021): 145-174. ​Highlighted in NBER Digest, Dec 2018. SSRN. Dataset. Data and code.

"​How Much Can Collective Defined Contribution Plans Improve Risk-Sharing?"

Lucas, Deborah J., and Daniel Smith. ​Journal of Investment Management Vol. 18, No. 4 (2020): 1-27.

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