Contagion Channels between Real Estate and Financial Markets
M. Hoesli, K. Reka
Academic Publications
1. Jan. 2015
Commonality in Liquidity and Real Estate Securities
M. Hoesli, A. Kadilli, and K. Reka
Academic Publications
1. Jan. 2015
COMFORT: A Common Market Factor Non-Gaussian Returns Model
M. Paolella, P. Polak
Academic Publications
1. Jan. 2015
Collateral Requirements and Asset Prices
F. Kübler, K. Schmedders, J. Brumm, M. Grill
Academic Publications
1. Jan. 2015
Capital Supply Uncertainty, Cash Holdings and Investment
S. Malamud, E. Morellec, J. Hugonnier
Academic Publications
1. Jan. 2015
Buyers Versus Sellers: Who Initiates Trades And When?
A. Goyal, T. Chordia and N. Jegadeesh
Academic Publications
1. Jan. 2015
Beta Arbitrage Strategies: When do They Work, and Why?
T. Berrada, G. Oderda, R. J. Messikh and O. Pictet
Academic Publications
1. Jan. 2015
Best-Estimates in Bond Markets with Reinvestment Risks
M. Wüthrich, A. MacKay
Academic Publications
1. Jan. 2015
Best-Estimate Claims Reserves in Incomplete Markets
M. Wüthrich, S. Happ, M. Merz
Academic Publications
1. Jan. 2015
Bernoulli and Tail-Dependence Compatibility
P. Embrechts, M. Hofert and R. Wang
Academic Publications
1. Jan. 2015
Bank-Firm Relationships: A Review of the Implications for Firms and Banks in Normal and Crisis Times, in The Economics of Inter-firm Networks in Advances in Japanese Business and Economics Series
S. Ongena, H. Degryse, V. Ioannidou, ed. T. Watanabe, I. Uesugi, and A. Ono
Academic Publications
1. Jan. 2015
Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis
S. Ongena, L. Chunshuo
Academic Publications
1. Jan. 2015
Asymptotics for Fixed Transaction Costs
H. Soner, A. Altarovici, J. Muhle-Karbe
Academic Publications
1. Jan. 2015
Asset Pricing with Arbitrage Activity
J. Hugonnier, R. Prieto
Academic Publications
1. Jan. 2015