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 juil 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 juil 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 juil 2016
N°16-40: Real Estate Research in Europe, M. Hoesli, 2016.
M. Hoesli
Working Papers
25 juin 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 juin 2016
N°16-38: Exact Smooth Term Structure Estimation, D. Filipovic and S. Willems, 2016.
D. Filipović, S. Willems
Working Papers
18 juin 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 juin 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 juin 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 juin 2016
N°16-34: Linear Credit Risk Models, D. Ackerer and D. Filipovic, 2016.
D. Filipović, D. Ackerer
Working Papers
5 juin 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 juin 2016
N°16-32: New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration', V. Kummer, M. Meuseli, P. Renner, and K. Schmedders, 2016.
K. Schmedders, V. Kummer, M. Meuseli and P. Renner
Working Papers
29 mai 2016
N°16-31: Calibration of Quantum Decision Theory, Aversion to Large Losses and Predictability of Probabilistic Choices, T. Kovalenko, D. Sornette, S. Vincent, and V. I. Yukalov, 2016.
D. Sornette, T. Kovalenko, S. Vincent, and V. I. Yukalov
Working Papers
27 mai 2016
N°16-30: Risk and Resilience Management in Social-Economic Systems, T. Kovalenko and D. Sornette, 2016.
D. Sornette, T. Kovalenko
Working Papers
5 mai 2016
N°16-29: Dating the Financial Cycle: A Wavelet Proposition, D. Ardila and D. Sornette, 2016.
D. Sornette, D. Ardila
Working Papers
29 avr. 2016