2 citations · 6 across the 4 of their papers we have counts for
4 papers
Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply
Amine Ouazad, Matthew E. Kahn
Climate change poses new risks for real estate assets. Given that the majority of home buyers use a loan to pay for their homes and the majority of these loans are purchased by the…
Do Investors Hedge Against Green Swans? Option-Implied Risk Aversion to Wildfires
Amine Ouazad
Measuring beliefs about natural disasters is challenging. Deep out-of-the-money options allow investors to hedge at a range of strikes and time horizons, thus the 3-dimensional sur…
Resilient Urban Housing Markets: Shocks vs. Fundamentals
Amine Ouazad
In the face of a pandemic, urban protests, and an affordability crisis, is the desirability of dense urban settings at a turning point? Assessing cities' long term trends remains c…
Coastal Flood Risk in the Mortgage Market: Storm Surge Models' Predictions vs. Flood Insurance Maps
Amine Ouazad
Prior literature has argued that flood insurance maps may not capture the extent of flood risk. This paper performs a granular assessment of coastal flood risk in the mortgage mark…