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
Books
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