Risk Sharing, Finance, and Institutions in International Portfolios
M. Fratzscher and J. Imbs
Academic Publications
1 jan. 2009
Upcoming
Information Percolation with Equilibrium Search Dynamics
S. Malamud, D. Duffie and G. Manso
Academic Publications
1 jan. 2009
Upcoming
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
A. Beber, M. Brandt, and K. Kavajecz
Academic Publications
1 jan. 2009
Upcoming
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
B. Dumas, A. Kurshev, and R. Uppal
Academic Publications
1 jan. 2009
Upcoming
Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
P. St-Amour, D. Georges and D. Vencatachellum
Academic Publications
1 jan. 2009
Upcoming
Ambiguity Aversion and the Term Structure of Interest Rates
F. Trojani, P. Gagliardini, P. Porchia
Academic Publications
1 jan. 2009
Upcoming
Stock Returns in Mergers and Acquisitions
E. Morellec, D. Hackbarth
Academic Publications
1 jan. 2008
Upcoming
How Common are Common Return Factors Across Nyse and Nasdaq?
A. Goyal, C. Pérignon, C. Villa
Academic Publications
1 jan. 2008
Upcoming
A GARCH Option Pricing Model with Filtered Historical Simulation
G. Barone-Adesi, L. Mancini, R. Engle
Academic Publications
1 jan. 2008
Upcoming
Why Does Implied Risk Aversion Smile?
A. Ziegler
Academic Publications
1 jan. 2007
Upcoming
Random Walk Expectations and the Forward Discount Puzzle
P. Bacchetta, E. van Wincoop
Academic Publications
1 jan. 2007
Upcoming
Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, and Experiments
P. Bossaerts, C. Plott, and W. Zame
Academic Publications
1 jan. 2007
Upcoming
Heterogeneous Preferences and Equilibrium Trading Volume
T. Berrada, J. Hugonnier, M. Rindisbacher
Academic Publications
1 jan. 2007
Upcoming
Financial Intermediation and the Costs of Trading in an Opaque Market
N. Schürhoff, R. Green, B. Hollifield
Academic Publications
1 jan. 2007
Upcoming