N°16-80: Comparing Ask and Transaction Prices in the Swiss Housing Market, A. Ahmed, D. Ardila, D. Sanadgol, and D. Sornette, 2016.
D. Sornette, A. Ahmed, D. Ardila, and D. Sanadgol
Working Papers
30. Dez. 2016
N°16-79: Markov Cubature Rules for Polynomial Processes, D. Filipovic, M. Larsson, and S. Pulido, 2016.
D. Filipović, M. Larsson, and S. Pulido
Working Papers
27. Dez. 2016
N°16-78: News About Zero-Leverage Firms, T. A. Geelen, 2016.
Thomas A. Geelen
Working Papers
21. Dez. 2016
N°16-77: On the Shape of Non-Monetary Measures for Risks, C. Courbage, H. Loubergé, and B. Rey, 2016.
H. Loubergé, C. Courbage, and B. Rey
Working Papers
20. Dez. 2016
N°16-76: Statistical Approximation of High-Dimensional Climate Models, K. Judd, T. Lontzek, A. Miftakhova, and K. Schmedders, 2016.
K. Schmedders, K. Judd, T. Lontzek, and A. Miftakhova
Working Papers
19. Dez. 2016
N°16-75: Intermediation Markups and Monetary Policy Passthrough, S. Malamud and A. Schrimpf, 2016.
S. Malamud, , and A. Schrimpf
Working Papers
18. Dez. 2016
N°16-74: A Primer on Portfolio Choice with Small Transaction Costs, J. Muhle-Karbe, M. Reppen, and M. Soner, 2016.
H. Soner, J. Muhle-Karbe, and M. Reppen
Working Papers
17. Dez. 2016
N°16-73: Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps, A. Cosma, S. Galluccio, P. Pederzoli, and O. Scaillet, 2016.
O. Scaillet, A. Cosma, S. Galluccio, and P. Pederzoli
Working Papers
16. Dez. 2016
N°16-72: Hedging with Temporary Price Impact, P. Bank, M. Soner, and M. Voss, 2016.
H. Soner, P. Bank, and M. Voss
Working Papers
15. Dez. 2016
N°16-71: Convex Duality with Transaction Costs, Y. Dolinsky and M. Soner, 2016.
H. Soner, and Y. Dolinsky
Working Papers
14. Dez. 2016
N°16-70: Bank Response To Higher Capital Requirements: Evidence From A Quasi-Natural Experiment, R. Gropp, T. Mosk, S. Ongena, and C. Wix, 2016.
S. Ongena, R. Gropp, T. Mosk and C. Wix
Working Papers
13. Dez. 2016
N°16-69: Wealth and income inequalities, Y. Malevergne and D. Sornette, 2016.
D. Sornette, and Y. Malevergne
Working Papers
12. Dez. 2016