Publications

N° 17-03: Earnings Management and the Role of Moral Values in Investing

A. Wagner, R. Gibson, M. Sohn, C. Tanner
Working Papers
3 jan. 2017

N°17-02: Best Friend or Worst Enemy? - Dynamics and Multiple Equilibria with Arbitrage, Production and Collateral Constraints, A.Q. Zhang, 2017.

A.Q.Zhang
Working Papers
2 jan. 2017

N°17-01: The Consumption Response to Minimum Wages: Evidence from Chinese Households

H. Hau, E. Dautovic, Y. Huang
Working Papers
1 jan. 2017

N°16-80: Comparing Ask and Transaction Prices in the Swiss Housing Market, A. Ahmed, D. Ardila, D. Sanadgol, and D. Sornette, 2016.

D. Sornette, A. Ahmed, D. Ardila, and D. Sanadgol
Working Papers
30 déc. 2016

N°16-79: Markov Cubature Rules for Polynomial Processes, D. Filipovic, M. Larsson, and S. Pulido, 2016.

D. Filipović, M. Larsson, and S. Pulido
Working Papers
27 déc. 2016

N°16-78: News About Zero-Leverage Firms, T. A. Geelen, 2016.

Thomas A. Geelen
Working Papers
21 déc. 2016

N°16-77: On the Shape of Non-Monetary Measures for Risks, C. Courbage, H. Loubergé, and B. Rey, 2016.

H. Loubergé, C. Courbage, and B. Rey
Working Papers
20 déc. 2016

N°16-76: Statistical Approximation of High-Dimensional Climate Models, K. Judd, T. Lontzek, A. Miftakhova, and K. Schmedders, 2016.

K. Schmedders, K. Judd, T. Lontzek, and A. Miftakhova
Working Papers
19 déc. 2016

N°16-75: Intermediation Markups and Monetary Policy Passthrough, S. Malamud and A. Schrimpf, 2016.

S. Malamud, , and A. Schrimpf
Working Papers
18 déc. 2016

N°16-74: A Primer on Portfolio Choice with Small Transaction Costs, J. Muhle-Karbe, M. Reppen, and M. Soner, 2016.

H. Soner, J. Muhle-Karbe, and M. Reppen
Working Papers
17 déc. 2016

N°16-73: Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps, A. Cosma, S. Galluccio, P. Pederzoli, and O. Scaillet, 2016.

O. Scaillet, A. Cosma, S. Galluccio, and P. Pederzoli
Working Papers
16 déc. 2016

N°16-72: Hedging with Temporary Price Impact, P. Bank, M. Soner, and M. Voss, 2016.

H. Soner, P. Bank, and M. Voss
Working Papers
15 déc. 2016

N°16-71: Convex Duality with Transaction Costs, Y. Dolinsky and M. Soner, 2016.

H. Soner, and Y. Dolinsky
Working Papers
14 déc. 2016

N°16-70: Bank Response To Higher Capital Requirements: Evidence From A Quasi-Natural Experiment, R. Gropp, T. Mosk, S. Ongena, and C. Wix, 2016.

S. Ongena, R. Gropp, T. Mosk and C. Wix
Working Papers
13 déc. 2016

N°16-69: Wealth and income inequalities, Y. Malevergne and D. Sornette, 2016.

D. Sornette, and Y. Malevergne
Working Papers
12 déc. 2016
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