N° 19-31: On the Nature of (Jump) Skewness Risk Premia
P. Orlowski, P. Schneider, F. Trojani
Working Papers
14. Juni 2019
N° 19-30: The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motive
K. Nyborg, Z. Wang
Working Papers
4. Juni 2019
N° 19-29: Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model
D. Sornette, R. Westphal
Working Papers
3. Juni 2019
N° 19-28: Bank Capital Requirements, Loan Guarantees and Firm Performance
S. Ongena, S. Mayordomo, A. Moreno, M. Rodriguez-Moreno
Working Papers
31. Mai 2019
N° 19-27: A Flexible Regime Switching Model for Asset Returns
M. Paolella, P. Polak, P. S. Walker
Working Papers
17. Mai 2019
N° 19-26: Insurance: Models, Digitalization, and Data Science
H. Albrecher, D. Filipović, P. Koch-Medina, A. Bommier, S. Loisel, H. Schmeiser
Working Papers
7. Mai 2019
N° 19-25: The Fair Reward Problem: The Illusion of Success and How to Solve It
D. Sornette, S. Wheatley, P. Cauwels
Working Papers
26. Apr. 2019
N° 19-24: Crude Awakening: Oil Prices and Bond Returns
E. Jondeau, Y. Wang , Q. Zhang, X. Zhu
Working Papers
17. Apr. 2019
N° 19-23: Strategic Trading as a Response to Short Sellers
F. Franzoni, R. Tubaldi, M. Di Maggio, M. Massa
Working Papers
11. Apr. 2019
N° 19-22: Rapidly Evolving Technologies and Startup Exits
L. Frésard, D. Bowen, G. Hoberg
Working Papers
11. Apr. 2019
N° 19-21: Short-Term Debt and Incentives for Risk-Taking
E. Morellec, M. Della Seta, F. Zucchi
Working Papers
11. Apr. 2019
N° 19-20: Arbitrage Free Dispersion
F. Trojani, P. Orlowski, A. Sali
Working Papers
11. Apr. 2019
N° 19-19: Consumer Protection and the Design of the Default Option of a Pan-European Pension Product
F. Trojani, A. Berardi, C. Tebaldi
Working Papers
10. Apr. 2019
N° 19-18: Saddlepoint Approximations for Spatial Panel Data Models
O. Scaillet, C. Jiang, D. L. Vecchia, E. Ronchetti
Working Papers
24. März 2019
N° 19-17: Ross Recovery with Time Series Information and Economic Constraints
P. Schneider
Working Papers
23. März 2019