Detecting Abnormal Trading Activities in Option Markets
L. Mancini, M. Chesney, R. Crameri
Academic Publications
1 jan. 2015
Dealer Intermediation Between Markets
H. Hau, P. Dunne and M. Moore
Academic Publications
1 jan. 2015
Credit Market Frictions and Capital Structure Dynamics
S. Malamud, E. Morellec, J. Hugonnier
Academic Publications
1 jan. 2015
Contagion Channels between Real Estate and Financial Markets
M. Hoesli, K. Reka
Academic Publications
1 jan. 2015
Commonality in Liquidity and Real Estate Securities
M. Hoesli, A. Kadilli, and K. Reka
Academic Publications
1 jan. 2015
COMFORT: A Common Market Factor Non-Gaussian Returns Model
M. Paolella, P. Polak
Academic Publications
1 jan. 2015
Collateral Requirements and Asset Prices
F. Kübler, K. Schmedders, J. Brumm, M. Grill
Academic Publications
1 jan. 2015
Capital Supply Uncertainty, Cash Holdings and Investment
S. Malamud, E. Morellec, J. Hugonnier
Academic Publications
1 jan. 2015
Buyers Versus Sellers: Who Initiates Trades And When?
A. Goyal, T. Chordia and N. Jegadeesh
Academic Publications
1 jan. 2015
Beta Arbitrage Strategies: When do They Work, and Why?
T. Berrada, G. Oderda, R. J. Messikh and O. Pictet
Academic Publications
1 jan. 2015
Best-Estimates in Bond Markets with Reinvestment Risks
M. Wüthrich, A. MacKay
Academic Publications
1 jan. 2015
Best-Estimate Claims Reserves in Incomplete Markets
M. Wüthrich, S. Happ, M. Merz
Academic Publications
1 jan. 2015
Bernoulli and Tail-Dependence Compatibility
P. Embrechts, M. Hofert and R. Wang
Academic Publications
1 jan. 2015
Bank-Firm Relationships: A Review of the Implications for Firms and Banks in Normal and Crisis Times, in The Economics of Inter-firm Networks in Advances in Japanese Business and Economics Series
S. Ongena, H. Degryse, V. Ioannidou, ed. T. Watanabe, I. Uesugi, and A. Ono
Academic Publications
1 jan. 2015