N°17-25: The Sovereign Money Initiative in Switzerland: An Assessment, P. Bacchetta, 2017.
P. Bacchetta
Working Papers
25. Jan. 2017
N°17-24: A Sovereign Wealth Fund for Switzerland, R. Senner and D. Sornette, 2017.
D. Sornette, R. Senner
Working Papers
24. Jan. 2017
N°17-23: Predicting Financial Market Crashes Using Ghost Singularities, D. Smug, P. Ashwin, and D. Sornette, 2017.
D. Sornette, D. Smug and P. Ashwin
Working Papers
23. Jan. 2017
N°17-22: The 'New Normal' of the Swiss Balance of Payments in a Global Perspective: Central Bank Intervention, Global Imbalances and the Rise of Sovereign Wealth Funds, R. Senner and D. Sornette, 2017.
D. Sornette, R. Senner
Working Papers
22. Jan. 2017
N°17-21: Uniform Integrability of a Single Jump Local Martingale With State-Dependent Characteristics, M. Schatz and D. Sornette, 2017.
D. Sornette, M. Schatz
Working Papers
21. Jan. 2017
N°17-20: Margin Requirements and Evolutionary Asset Pricing, A. Sokko and K. R. Schenk-Hoppé, 2017.
A. Sokko and K. R. Schenk-Hoppé
Working Papers
20. Jan. 2017
N°17-19: High-Frequency Jump Analysis of the Bitcoin Market, O. Scaillet, A. Treccani, and C. Trevisan, 2017.
O. Scaillet, A. Treccani , and C. Trevisan
Working Papers
19. Jan. 2017
N°17-18: Anticipating Critical Transitions of Chinese Housing Markets, Z. Qun, D. Sornette, and H. Zhang, 2017.
D. Sornette, E. Dautovic, and Y. Huang
Working Papers
18. Jan. 2017
N°17-17: Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets, S. Belkov, I. V. Evstigneev, T. Hens, and L. Xu, 2017.
T. Hens, S. Belkov, I. V. Evstigneev, and L. Xu
Working Papers
17. Jan. 2017
N°17-16: Unspanned Stochastic Volatility in the Multi-Factor CIR Model, D. Filipovic, M. Larsson, and F. Statti , 2017.
D. Filipović, E. Dautovic, and Y. Huang
Working Papers
16. Jan. 2017
N°17-15: Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns, P. Bacchetta and E. Van Wincoop, 2017.
P. Bacchetta, E. Van Wincoop
Working Papers
15. Jan. 2017
N°17-14: Democratic Development and Credit “Democracy Doesn`t Come Cheap” But At Least Credit to Its Corporations Will Be, M.D. Delis, H. Iftekhar, and S. Ongena, 2017.
S. Ongena, M. D. Delis, and I. Hasan
Working Papers
14. Jan. 2017
Why Does Fast Loan Growth Predict Poor Performance for Banks?
R. Fahlenbrach, R. Prilmeier, R. M. Stulz
Academic Publications
13. Jan. 2017