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Publications

Do Vertical Mergers Facilitate Upstream Collusion?

V. Nocke and L. White
Academic Publications
1 jan. 2007
Upcoming

Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues

N. Schürhoff, R. Green, B. Hollifield
Academic Publications
1 jan. 2007
Upcoming

Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility

O. Scaillet, A. Medvedev
Academic Publications
1 jan. 2007
Upcoming

Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding

F. Degeorge, F. Derrien, and K. L. Womack
Academic Publications
1 jan. 2007
Upcoming

Capital Structure, Credit Risk, and Macroeconomic Conditions

E. Morellec, D. Hackbarth, J. Miao
Academic Publications
1 jan. 2006
Upcoming

Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

P. Bacchetta, E. Van Wincoop
Academic Publications
1 jan. 2006
Upcoming

Property Investment - Principles and Practice of Portfolio Management

This book takes a different approach from that used in the past to consider the management of proper...
M. Hoesli
Livres
1 mai 2000

Modelling Extremal Events - for Insurance and Finance

A comprehensive development of extreme value methodology for random walk models, time series, certai...
P. Embrechts
Livres
1 jan. 1997

N°14-74: Liquidation with Self-Exciting Price Impact, T. Cayé and J. Muhle-Karbe, 2014.

T. Cayé and J. Muhle-Karbe
Working Papers

N°14-73: Strategic Technology Adoption and Hedging under Incomplete Markets, M. Leippold and J. Stromberg, 2014.

M. Leippold, J. Stromberg
Working Papers

N°14-70: Bank Capital, Liquid Reserves, and Insolvency Risk, J. Hugonnier and E. Morellec, 2014.

E. Morellec, J. Hugonnier
Working Papers

N°14-69: Claims Run-Off Uncertainty: The Full Picture, M. Merz and M. V. Wüthrich, 2014.

M. Wüthrich, M. Merz
Working Papers

N°14-68: Higher-Order Effects in Asset-Pricing Models with Long-Run Risks, W. Pohl, K. Schmedders, and O. Wilms, 2014.

K. Schmedders, W. Pohl, O. Wilms
Working Papers

N°14-67: Heterogeneity in Decentralized Asset Markets, J. Hugonnier, B. Lester, and P.-O. Weill, 2014.

J. Hugonnier, B. Lester, and P.-O. Weill
Working Papers

N°14-66: Fed Funds Futures Variance Futures, D. Filipovic and A. B. Trolle, 2014.

D. Filipović, A. Trolle
Working Papers

Dr. Cyril Pasche

Senior Director Publications and Topic Development

Sarah Frigg

Program Manager Knowledge Exchange and Education

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