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Financial Market Projects
The aim of this project is to analyze the interactions between excessive leverage, liquidity dry-ups, and asymmetric information. It will also examine their feedback effects on the real side of the economy.
The objective of this project is to study the effects of nonlinearities such as transaction costs and price uncertainty and how they can be dealt with in several areas: e.g. asset management, risk management, and hedging.
In view of recent regulatory initiatives regarding over-the-counter markets in Europe and the US, this project studies the interrelation between financial market structure, liquidity, and asset price formation.
Using worldwide data on microfinance markets, this project intends to analyze differences in the development of microfinance across countries and to construct an index of both the financial and social performance of microfinance investments.
The goal of this project is to investigate whether hedge funds’ liquidity provision is affected by moments of market stress and to explore how different hedge fund characteristics affect hedge fund exposure in those times.