N°17-72: U.S. Metropolitan House Price Dynamics, E. Oikarinen, S. C. Bourassa, M. Hoesli and J. Engblom, 2017.
M. Hoesli, E. Oikarinen, S. C. Bourassa, J. Engblom
Working Papers
13. März 2017
N°17-68: Corporate Bond Dealers' Inventory Risk and FOMC, A. Ruzza and W. Zurowski, 2017.
A.Ruzza and W. Zurowski
Working Papers
9. März 2017
N°17-67: Credit Spreads, Daily Business Cycle, and Corporate Bond Returns Predictability, A. Ivashchenko, 2017.
A. Ivashchenko
Working Papers
8. März 2017
N°17-66: Does Protectionist Anti-Takeover Legislation Lead to Managerial Entrenchment?
M. Frattaroli
Working Papers
7. März 2017
N°17-65: Quantile-based risk sharing with heterogeneous beliefs, P. Embrechts, H. Liu, T. Mao and R. Wang, 2017.
P. Embrechts, H. Liu, T. Mao, R. Wang
Working Papers
6. März 2017
N°17-64: Market Efficiency and Limits to Arbitrage: Evidence from the Volkswagen Short Squeeze
E. Nowak, F. Allen, M. Haas, A.Tengulov
Working Papers
5. März 2017
N°17-63: Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk, E. Pröhl, 2017.
E. Pröhl
Working Papers
4. März 2017
N°17-62: Arbitrage Crashes, Financial Accelerator, and Sudden Market Freezes, A. Q. Zhang, 2017.
A. Q. Zhang
Working Papers
3. März 2017
N°17-60: Polynomial Jump-Diffusion Models, D. Filipovic and M. Larsson, 2017.
D. Filipović, M. Larsson
Working Papers
1. März 2017
N°17-59: The Tortoise and the Snail: Reconciling the Evidence on Capital Structure Stability, F. Ippolito, S. Sacchetto and R. Steri, 2017.
R. Steri, F. Ippolito, S. Sacchetto
Working Papers
28. Feb. 2017
N°17-57: Asset Pricing with Large Investors, S. Malamud and A.Teguia, 2017.
S. Malamud, A.Teguia
Working Papers
26. Feb. 2017
N°17-56: Risky Arbitrage and Collateral Policies, A.Q. Zhang, 2017.
A. Q. Zhang
Working Papers
25. Feb. 2017
N°17-55: Risk–Reward Optimisation for Long-Run Investors (Revisited), M. Gilli and E. Schumann, 2017.
M. Gilli, E. Schumann
Working Papers
24. Feb. 2017
N°17-54: Quantile-based risk sharing, P. Embrechts, H. Liu and R. Wang, 2017.
P. Embrechts, H. Liu, R. Wang
Working Papers
23. Feb. 2017