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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
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