N°17-53: Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation, P. Gandhi, B. Golez, J. C. Jackwerth and A. Plazzi, 2017.
A. Plazzi, P. Gandhi, B.Golez, J. C. Jackwerth
Working Papers
22. Feb. 2017
N°17-52: A Term-Structure Model for Dividends and Interest Rates, D. Filipovic and S. Willems, 2017.
D. Filipović, S. Willems
Working Papers
21. Feb. 2017
N°17-51: Which Measures Predict Risk Taking in a Multi-Stage Controlled Decision Process?, K. Bachmann, T. Hens and R. Stössel, 2017.
T. Hens, K. Bachmann, R. Stössel
Working Papers
20. Feb. 2017
N°17-50: Fundamental Risk and Capital Structure, J. Hajda, 2017.
J. Hajda
Working Papers
19. Feb. 2017
N°17-49: Short Selling and the Subsequent Performance of Initial Public Offerings, B. Seistrajkova, 2017.
B. Seistrajkova
Working Papers
18. Feb. 2017
N°17-48: Viability and Arbitrage under Knightian Uncertainty, M. Burzon, F. Riedel and H. M. Soner, 2017.
H. Soner, M. Burzon, F. Riedel
Working Papers
17. Feb. 2017
N°17-47: Does Monetary Policy Impact International Market Co-Movements?
A. Plazzi, M. Caporin, L. Pelizzon
Working Papers
16. Feb. 2017
N°17-46: Optimal dividend policies with random profitability, M. Reppen, J.-C. Rochet and H. M. Soner, 2017.
J. Rochet, H. Soner, M. Reppen
Working Papers
15. Feb. 2017
N°17-45: CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation? M. Tywoniuk, 2017.
M. Tywoniuk
Working Papers
14. Feb. 2017
N°17-44: Hawkes Graphs, P. Embrechts and M. Kirchner, 2017.
P. Embrechts, M. Kirchner
Working Papers
13. Feb. 2017
N°17-43: How Persistent are the Effects of Experience Sampling on Investor Behavior?, M. A. S. Bradbury, T. Hens and S. Zeisberger, 2017.
T. Hens, M. A. S. Bradbury, S. Zeisberger
Working Papers
12. Feb. 2017
N°17-42: Monetary Policy and Bond Risk Premia in the US and the UK, W. Zurowski, 2017.
D. Filipović, D. Ackerer
Working Papers
11. Feb. 2017
N°17-41: Option Pricing with Orthogonal Polynomial Expansions, D. Ackerer and D. Filipovic, 2017.
D. Filipović, D. Ackerer
Working Papers
10. Feb. 2017
N°17-40: The Rise of NGO Activism, J. Daubanes and J.-C. Rochet, 2017.
J. Rochet, J.Daubanes
Working Papers
9. Feb. 2017
N°17-39: The Reluctant Defaulter: A Tale of High Government Debt
M. Habib, J. Rochet, F. Collard
Working Papers
8. Feb. 2017