Publications
 

  1. Adam J. Levitin, Susan M. Wachter, "Information Failure and the U.S. Mortgage Crisis", In The American Mortgage System: Rethink and Reform, Susan Wachter and Marty Smith, eds., Unviersity of Pennsylvania Press, Forthcoming, Spring 2011

  2. Andrey Pavlov, Susan M. Wachter, "Subprime Lending and Real Estate Prices", Real Estate Economics, Vol.39, 2010

  3. Green, R., R.S. Mariano, A. Pavlov, S. Wachter, "Misaligned Incentives and Mortgage Lending in Asia", Chapter 3 in Financial Sector Development in the Pacific Rim – NBER-EASE Vol 18, pp. 95 -111 (T. Ito and A. K. Rose, eds) – University of Chicago Press, 2009

  4. Kim Kyung-Hwan, Man Cho, “Three Pillars of Mortgage Credit Risk Management: A Framework and the Korean Case'', Housing Finance International, December, 2009

  5. Susan M. Wachter, Adam J. Levitin, Andrey D. Pavlov, “Bad and Good Securitization”, Wharton Real Estate Review, Volume XIII, 2009

  6. Roberto S. Mariano and Murasawa, Y., “A Coincident Index, Common Factors, and Monthly Real GDP”, Oxford Bulletin of Economics and Statistics, forthcoming

  7. Kyung-Hwan Kim, “Housing Finance and Urban Finance”, in Global Urbanization in the 21 st Century, edited by Eugene Birch and Susan Wachter, The University of Pennsylvania Press, forthcoming

  8. Kim Kyung-Hwan, Man Cho, “Mortgage Market in Korea: Current State and Challenges Ahead", International Encyclopedia of Housing and Home, Elsevier, forthcoming 2010

  9. Melvyn Teo, "The Liquidity Risk of Liquid Hedge Funds,” Journal of Financial Economics Vol 100, pp. 24–44, 2011.

  10. Doron Avramov, Robert Kosowski, Narayan Naik, and Melvyn Teo, “Hedge Funds, Managerial Skill, and Macroeconomic Variables,” Journal of Financial Economics Vol 99, pp. 672–692, 2011. 

 

 

 


Major Upcoming Events

June 8-9, 2012
SMU-ESSEC Symposium on Empirical Finance & Financial Econometrics
May 10-11, 2012
Princeton/QUT/SMU Tripartite Conference on Financial Econometrics
May 7-8, 2012
SKBI Annual Conference


News

23 Novmeber 2011
Experience vs education in fund management
20 October 2011
Inflation and its impact on your investment portfolio
8-9 October 2011
Insight into successful investing

26 July 2011
Chief execs more concerned about external factors, study finds

26 April 2011
Warning signs of future asset bubbles
New SMU research institute raises S$17m
The Institute has met the targeted $17 million endowment in less than six months since it was launched in July 2008.

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Last updated on 24 August, 2011 by Sim Kee Boon Institute for Financial Economics.