N°17-23: Predicting Financial Market Crashes Using Ghost Singularities, D. Smug, P. Ashwin, and D. Sornette, 2017.
D. Sornette, D. Smug and P. Ashwin
Working Papers
23 jan. 2017
N°17-22: The 'New Normal' of the Swiss Balance of Payments in a Global Perspective: Central Bank Intervention, Global Imbalances and the Rise of Sovereign Wealth Funds, R. Senner and D. Sornette, 2017.
D. Sornette, R. Senner
Working Papers
22 jan. 2017
N°17-21: Uniform Integrability of a Single Jump Local Martingale With State-Dependent Characteristics, M. Schatz and D. Sornette, 2017.
D. Sornette, M. Schatz
Working Papers
21 jan. 2017
N°17-20: Margin Requirements and Evolutionary Asset Pricing, A. Sokko and K. R. Schenk-Hoppé, 2017.
A. Sokko and K. R. Schenk-Hoppé
Working Papers
20 jan. 2017
N°17-19: High-Frequency Jump Analysis of the Bitcoin Market, O. Scaillet, A. Treccani, and C. Trevisan, 2017.
O. Scaillet, A. Treccani , and C. Trevisan
Working Papers
19 jan. 2017
N°17-18: Anticipating Critical Transitions of Chinese Housing Markets, Z. Qun, D. Sornette, and H. Zhang, 2017.
D. Sornette, E. Dautovic, and Y. Huang
Working Papers
18 jan. 2017
N°17-17: Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets, S. Belkov, I. V. Evstigneev, T. Hens, and L. Xu, 2017.
T. Hens, S. Belkov, I. V. Evstigneev, and L. Xu
Working Papers
17 jan. 2017
N°17-16: Unspanned Stochastic Volatility in the Multi-Factor CIR Model, D. Filipovic, M. Larsson, and F. Statti , 2017.
D. Filipović, E. Dautovic, and Y. Huang
Working Papers
16 jan. 2017
N°17-15: Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns, P. Bacchetta and E. Van Wincoop, 2017.
P. Bacchetta, E. Van Wincoop
Working Papers
15 jan. 2017
N°17-14: Democratic Development and Credit “Democracy Doesn`t Come Cheap” But At Least Credit to Its Corporations Will Be, M.D. Delis, H. Iftekhar, and S. Ongena, 2017.
S. Ongena, M. D. Delis, and I. Hasan
Working Papers
14 jan. 2017
N°17-12: The British Pound on Brexit Night: a Natural Experiment of Market Efficiency and Real-Time Predictability, K. Wu, S. Wheatley, and D. Sornette, 2017.
D. Sornette, K. Wu, and S. Wheatley
Working Papers
12 jan. 2017
N°17-11: Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life, J. Hugonnier, F. Pelgrin, and P. St-Amour, 2017.
J. Hugonnier, F. Pelgrin, and P. St-Amour
Working Papers
11 jan. 2017
N°17-10: Front-running and Market Quality: An Evolutionary Perspective on High Frequency Trading, T. Hens, T. Lensberg, and K. R. Schenk-Hoppé, 2017.
T. Hens, T. Lensberg, and K. R. Schenk-Hoppé
Working Papers
10 jan. 2017
N°17-09: Market Discipline Through Credit Ratings and Too-Big-To-Fail in Banking, S. Kolaric, F. Kiesel, and S. Ongena, 2017.
S. Ongena, S. Kolaric, and F. Kiesel
Working Papers
9 jan. 2017