N°16-47, Firm Response to Competitive Shocks: Evidence from China's Minimum Wage Policy, H. Hau, Y. Huang, and G. Wang, 2016.
H. Hau, Y. Huang, and G. Wang
Working Papers
26 July 2016
N°16-46: Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models, P. Gagliardini, E. Ghyseks, and M. Rubin, 2016.
P. Gagliardini, E. Ghyseks, and M. Rubin
Working Papers
24 July 2016
N°16-45: When and why do ripple effects of dishonesty occur?
A. Wagner, S. Behnk , A. E. Greenberg
Working Papers
20 July 2016
N°16-44: On the American Swaption in the Linear-Rational Framework, D. Filipovic and Y. Kitapbayev, 2016.
D. Filipović, Y. Kitapbayev
Working Papers
7 July 2016
N°16-43: A False Sense of Security: Why U.S. Banks Diversify and Does it Help?, P. Gandhi, P.C. Kiefer, and A. Plazzi, 2016.
A. Plazzi, P. Gandhi and P.C. Kiefer
Working Papers
6 July 2016
N°16-42: Aggregate Bank Capital and Credit Dynamics, G. De Nicolo, N. Klimenko, S. Pfeil, and J.-C. Rochet, 2016.
J. Rochet, G. De Nicolo, N. Klimenko and S. Pfeil
Working Papers
4 July 2016
N°16-41: Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy, L. Camponovo, O. Scaillet, and F. Trojani, 2016.
O. Scaillet, F. Trojani, L. Camponovo
Working Papers
1 July 2016
N°16-40: Real Estate Research in Europe, M. Hoesli, 2016.
M. Hoesli
Working Papers
25 June 2016
N°16-39: Quantification of the Evolution of Firm Size Distributions Due to Mergers and Acquisitions, S. C. Lera and D. Sornette, 2016.
D. Sornette, S. C. Lera
Working Papers
23 June 2016
N°16-38: Exact Smooth Term Structure Estimation, D. Filipovic and S. Willems, 2016.
D. Filipović, S. Willems
Working Papers
18 June 2016
N°16-37: Risk Factors of European Non-Listed Real Estate Fund Returns, J.-C. Delfim and M. Hoesli, 2016.
M. Hoesli, J.-C. Delfim
Working Papers
17 June 2016
N°16-36: The Choice of Valuation Techniques in Practice: Education versus Profession, L. Mukhlynina and G. Nyborg, 2016.
K. Nyborg, L. Mukhlynina
Working Papers
15 June 2016
N°16-35: The Jacobi Stochastic Volatility Model, D. Ackerer, D. Filipovic and S. Pulido, 2016.
D. Filipović, D. Ackerer, S. Pulido
Working Papers
10 June 2016
N°16-34: Linear Credit Risk Models, D. Ackerer and D. Filipovic, 2016.
D. Filipović, D. Ackerer
Working Papers
5 June 2016
N°16-33: The Impact of Merger Legislation on Bank Mergers, E. Carletti, S. Ongena, J.-P. Siedlarek, and G. Spagnolo, 2016.
S. Ongena, E. Carletti, J.-P. Siedlarek, and G. Spagnolo
Working Papers
1 June 2016