Amine Ouazad’s work focuses on the impact of climate risk on cities, household finance, and financial assets such as mortgages, Mortgage-Backed Securities, and derivatives.
Publications:
Ouazad, A. and Kahn, M.E., 2022. Mortgage finance and climate change: Securitization dynamics in the aftermath of natural disasters. The Review of Financial Studies, 35(8), pp.3617-3665.
Ouazad, A., 2021. Resilient Urban Housing Markets: Shocks Versus Fundamentals. In COVID-19: Systemic Risk and Resilience (pp. 299-331). Springer.
Ouazad, A., 2020. Coastal Flood Risk in the Mortgage Market: Storm Surge Models' Predictions vs. Flood Insurance Maps. arXiv preprint arXiv:2006.02977.
Chang, W.J., Monahan, S.J., Ouazad, A. and Vasvari, F.P., 2021. The higher moments of future earnings. The Accounting Review, 96(1), pp.91-116.
Ouazad, Amine, Do Investors Hedge Against Green Swans? Option-Implied Risk Aversion to Wildfires (August 12, 2022). SSRN Working Paper, 4188871.
