Risk Sharing, Finance, and Institutions in International Portfolios
M. Fratzscher and J. Imbs
Academic Publications
1. Jan. 2009
Upcoming
Information Percolation with Equilibrium Search Dynamics
S. Malamud, D. Duffie and G. Manso
Academic Publications
1. Jan. 2009
Upcoming
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
A. Beber, M. Brandt, and K. Kavajecz
Academic Publications
1. Jan. 2009
Upcoming
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
B. Dumas, A. Kurshev, and R. Uppal
Academic Publications
1. Jan. 2009
Upcoming
Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
P. St-Amour, D. Georges and D. Vencatachellum
Academic Publications
1. Jan. 2009
Upcoming
Ambiguity Aversion and the Term Structure of Interest Rates
F. Trojani, P. Gagliardini, P. Porchia
Academic Publications
1. Jan. 2009
Upcoming
Stock Returns in Mergers and Acquisitions
E. Morellec, D. Hackbarth
Academic Publications
1. Jan. 2008
Upcoming
How Common are Common Return Factors Across Nyse and Nasdaq?
A. Goyal, C. Pérignon, C. Villa
Academic Publications
1. Jan. 2008
Upcoming
A GARCH Option Pricing Model with Filtered Historical Simulation
G. Barone-Adesi, L. Mancini, R. Engle
Academic Publications
1. Jan. 2008
Upcoming
Why Does Implied Risk Aversion Smile?
A. Ziegler
Academic Publications
1. Jan. 2007
Upcoming
Random Walk Expectations and the Forward Discount Puzzle
P. Bacchetta, E. van Wincoop
Academic Publications
1. Jan. 2007
Upcoming
Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, and Experiments
P. Bossaerts, C. Plott, and W. Zame
Academic Publications
1. Jan. 2007
Upcoming
Heterogeneous Preferences and Equilibrium Trading Volume
T. Berrada, J. Hugonnier, M. Rindisbacher
Academic Publications
1. Jan. 2007
Upcoming
Financial Intermediation and the Costs of Trading in an Opaque Market
N. Schürhoff, R. Green, B. Hollifield
Academic Publications
1. Jan. 2007
Upcoming