N°16-48: Managing Inventory with Proportional Transaction Costs, F. Gallien, S. Kassibrakis, S. Malamud, and F. Passerini, 2016.
S. Malamud, F. Gallien, S. Kassibrakis and F. Passerini
Working Papers
29 juil 2016
N°16-47, Firm Response to Competitive Shocks: Evidence from China's Minimum Wage Policy, H. Hau, Y. Huang, and G. Wang, 2016.
H. Hau, Y. Huang, and G. Wang
Working Papers
26 juil 2016
N°16-46: Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models, P. Gagliardini, E. Ghyseks, and M. Rubin, 2016.
P. Gagliardini, E. Ghyseks, and M. Rubin
Working Papers
24 juil 2016
N°16-45: When and why do ripple effects of dishonesty occur?
A. Wagner, S. Behnk , A. E. Greenberg
Working Papers
20 juil 2016
N°16-44: On the American Swaption in the Linear-Rational Framework, D. Filipovic and Y. Kitapbayev, 2016.
D. Filipović, Y. Kitapbayev
Working Papers
7 juil 2016
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
‘Too Interconnected to Fail’? Regulating Crucial Utilities
J. Rochet, G. Roger
Roundups
1 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
SFI Practitioner Roundups Magazine Summer 2016
D. Filipović, M. Habib, T. Hens, S. Malamud, L. Mancini, A. Plazzi, K. Schmedders
Roundups
30 juin 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