N°17-52: A Term-Structure Model for Dividends and Interest Rates, D. Filipovic and S. Willems, 2017.
D. Filipović, S. Willems
Working Papers
21 fév. 2017
N°17-51: Which Measures Predict Risk Taking in a Multi-Stage Controlled Decision Process?, K. Bachmann, T. Hens and R. Stössel, 2017.
T. Hens, K. Bachmann, R. Stössel
Working Papers
20 fév. 2017
N°17-50: Fundamental Risk and Capital Structure, J. Hajda, 2017.
J. Hajda
Working Papers
19 fév. 2017
N°17-49: Short Selling and the Subsequent Performance of Initial Public Offerings, B. Seistrajkova, 2017.
B. Seistrajkova
Working Papers
18 fév. 2017
N°17-48: Viability and Arbitrage under Knightian Uncertainty, M. Burzon, F. Riedel and H. M. Soner, 2017.
H. Soner, M. Burzon, F. Riedel
Working Papers
17 fév. 2017
N°17-47: Does Monetary Policy Impact International Market Co-Movements?
A. Plazzi, M. Caporin, L. Pelizzon
Working Papers
16 fév. 2017
N°17-46: Optimal dividend policies with random profitability, M. Reppen, J.-C. Rochet and H. M. Soner, 2017.
J. Rochet, H. Soner, M. Reppen
Working Papers
15 fév. 2017
N°17-45: CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation? M. Tywoniuk, 2017.
M. Tywoniuk
Working Papers
14 fév. 2017
N°17-44: Hawkes Graphs, P. Embrechts and M. Kirchner, 2017.
P. Embrechts, M. Kirchner
Working Papers
13 fév. 2017
N°17-43: How Persistent are the Effects of Experience Sampling on Investor Behavior?, M. A. S. Bradbury, T. Hens and S. Zeisberger, 2017.
T. Hens, M. A. S. Bradbury, S. Zeisberger
Working Papers
12 fév. 2017
N°17-42: Monetary Policy and Bond Risk Premia in the US and the UK, W. Zurowski, 2017.
D. Filipović, D. Ackerer
Working Papers
11 fév. 2017
N°17-41: Option Pricing with Orthogonal Polynomial Expansions, D. Ackerer and D. Filipovic, 2017.
D. Filipović, D. Ackerer
Working Papers
10 fév. 2017
N°17-40: The Rise of NGO Activism, J. Daubanes and J.-C. Rochet, 2017.
J. Rochet, J.Daubanes
Working Papers
9 fév. 2017
The Beneficial Ties between Hedge Funds and Financial Conglomerates
F. Franzoni, M. Giannetti
Roundups
8 fév. 2017
N°17-39: The Reluctant Defaulter: A Tale of High Government Debt
M. Habib, J. Rochet, F. Collard
Working Papers
8 fév. 2017