N°15-05: Strong Bubbles and Strict Local Martingales, M. Herdegen and M. Schweizer, 2015.
M. Schweizer, M. Herdegen
Working Papers
11. Jan. 2015
N°15-04: Short Term Debt and Bank Liability Structure, N. Klimenko and S. Moreno-Bromberg, 2015.
N. Klimenko and S. Moreno-Bromberg
Working Papers
10. Jan. 2015
N°15-03: Innovation, Delegation, and Asset Price Swings, Y. Sato, 2015.
Y. Sato
Working Papers
8. Jan. 2015
N°15-02: When Managers Change Their Tone, Analysts and Investors Change Their Tune
A. Wagner, M. Druz, I. Petzev, R. J. Zeckhauser
Working Papers
5. Jan. 2015
What's Beneath the Surface? Option Pricing with Multifrequency Latent States
M. Leippold, L. Calvet, M. Fearnly, A. Fisher
Academic Publications
1. Jan. 2015
Using Trading Strategies to Detect phase Transitions in Financial Markets
D. Sornette, Z. Forro and R. Woodard
Academic Publications
1. Jan. 2015
Uncertainty, Information Acquisition and Price Swings in Asset Markets
A. Mele, F. Sangiorgi
Academic Publications
1. Jan. 2015
Transaction-Based and Appraisal-Based Capitalization Rate Determinants
M. Hoesli, A. Chaney
Academic Publications
1. Jan. 2015
Trading with Small Price Impact
H. Soner, L. Moreau, J. Muhle-Karbe
Academic Publications
1. Jan. 2015
The War Puzzle: Contradictory Effects of International Conflicts on Stock Markets
T. Hens, A. Brune, M.O. Rieger, and M. Wang
Academic Publications
1. Jan. 2015
The Price of Fixed Income Market Volatility
Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproport...
A. Mele, Y. Obayashi
Bücher
1. Jan. 2015
The Perennial Challenge to Counter Too-Big-To-Fail in Banking: Empirical Evidence From the New International Regulation Dealing with Global Systemically Important Banks
S. Ongena, S. C. Moenninghoff and A. Wieandt
Academic Publications
1. Jan. 2015
The International Diversification of Banks and the Value of their Cross-border M&A Advice
S. Ongena, A. De Jong, A. Rajamani, and M. Van der Poel
Academic Publications
1. Jan. 2015
The Impact of Foreign Bank Presence on Foreign Direct Investment in China
S. Ongena, S. Qi and F. Qin
Academic Publications
1. Jan. 2015
The Impact of Cointegration on Commodity Spread Options