N°14-72: High-Resilience Limits of Block-Shaped Order Books, J. Kallsen and J. Muhle-Karbe, 2014.
J. Kallsen and J. Muhle-Karbe
Working Papers
1 Jan. 2014
N°14-71: Risk Adjusted Time Series Momentum, M. Dudler, B. Gmuer, and S. Malamud, 2014.
S. Malamud, M. Dudler, B. Gmuer
Working Papers
1 Jan. 2014
N°14-36: Price Discovery through Options, S. Malamud, 2014.
S. Malamud
Working Papers
1 Jan. 2014
N°14-35: Corporate Saving in Global Rebalancing, P. Bacchetta and K. Benhima, 2014.
P. Bacchetta, K. Benhima
Working Papers
1 Jan. 2014
N°14-34: Optimal Exchange Rate Policy in a Growing Semi-Open Economy, P. Bacchetta and K. Benhima, and Y. Kalantzis, 2014.
P. Bacchetta, K. Benhima, and Y. Kalantzis
Working Papers
1 Jan. 2014
N°14-33: The Perennial Challenge to Abolish Too-Big-To-Fail in Banking: Empirical Evidence from the New International Regulation Dealing with Global Systemically Important Banks, S. C. Moenninghoff, S. Ongena, and A. Wieandt, 2014.
S. Ongena, S. C. Moenninghoff and A. Wieandt
Working Papers
1 Jan. 2014
Upcoming
N°14-32: Multifamily Residential Asset and Space Markets and Linkages with the Economy, A. Chaney and M. Hoesli, 2014.
M. Hoesli, A. Chaney
Working Papers
1 Jan. 2014
Upcoming
N°14-31: Life Cycle Responses to Health Insurance Status, F. Pelgrin and P. St-Amour, 2014.
P. St-Amour, F. Pelgrin
Working Papers
1 Jan. 2014
Upcoming
N°14-30: Commonality in Liquidity and Real Estate Securities, M. Hoesli, A. Kadilli, and K. Reka, 2014.
M. Hoesli, A. Kadilli, and K. Reka
Working Papers
1 Jan. 2014
Upcoming
N°14-29: Generalized Risk Premia, P. Schneider, 2014.
P. Schneider
Working Papers
1 Jan. 2014
Upcoming
N°14-28: Financial Bubbles: Mechanisms and Diagnostics, P. Cauwels and D. Sornette, 2014.
D. Sornette, P. Cauwels
Working Papers
1 Jan. 2014
Upcoming
N°14-27: Household Inequality, Corporate Capital Structure and Entrepreneurial Dynamism, F. Braggion, M. Dwarkasing, and S. Ongena, 2014.
S. Ongena, F. Braggion, M. Dwarkasing
Working Papers
1 Jan. 2014
Upcoming
N°14-26: Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis, C. Li and S. Ongena, 2014.
S. Ongena, C. Li
Working Papers
1 Jan. 2014
Upcoming
N°14-25: Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models, D. Sornette, 2014.
D. Sornette
Working Papers
1 Jan. 2014
Upcoming
N°14-24: Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure, M. Arnold, D. R. Schuette, and A. F. Wagner, 2014.
A. Wagner, M. Arnold, D. R. Schuette
Working Papers
1 Jan. 2014
Upcoming