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
Are Institutions Informed About News?
N. Schürhoff, T. Hendershott, D. Livdan
Academic Publications
1. Jan. 2015
Apparent Criticality and Calibration Issues in the Hawkes Self-Excited Point Process Model: Application to High-Frequency Financial Data
D. Sornette, V. Filimonov
Academic Publications
1. Jan. 2015
Analysis of Log-Periodic power Law Singularity Patterns in Time Series Related to Credit Risk
D. Sornette, J. H. Wosnitza
Academic Publications
1. Jan. 2015
ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails
M. Paolella, P. Polak
Academic Publications
1. Jan. 2015
Akkurate Messung der Portfoliorisiken im Pensionskassengeschäft
W. Farkas, S. Schmid
Academic Publications
1. Jan. 2015
Aggregation-robustness and Model Uncertainty of Regulatory Risk Measures
P. Embrechts, B. Wang and R. Wang
Academic Publications
1. Jan. 2015
A Theory of the Stakeholder Corporation
J. Rochet, M. Magill, M. Quinzii
Academic Publications
1. Jan. 2015
A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector
S. Ongena, S. Jakovljevic, H. Degryse
Academic Publications
1. Jan. 2015
A Remark on Gatheral’s ‘Most-Likely Path Approximation’ of Implied Volatility, in Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics and Statistics Series
J. Teichmann, M. Keller-Ressel, eds. P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier, J. Teichmann
Academic Publications
1. Jan. 2015
A Polynomial Optimization Approach to Principal-Agent Problems
K. Schmedders, P. Renner
Academic Publications
1. Jan. 2015
A Generic Model of Dyadic Social Relationships
D. Sornette, M. Favre
Academic Publications
1. Jan. 2015
A Convergence Result for the Emery Topology and a Variant of the Proof of the Fundamental Theorem of Asset Pricing
J. Teichmann, C. Cuchiero
Academic Publications
1. Jan. 2015