N°15-64: The Pricing Kernel Density: The Case of the Information that Did Not Bark, G. Barone-Adesi and C. Sala, 2015.
G. Barone-Adesi, C. Sala
Working Papers
12. Sept. 2015
N°15-68: Costs and Benefits of Financial Conglomerate Affiliation: Evidence from Hedge Funds, F. Franzoni and M. Giannetti, 2015.
F. Franzoni, M. Giannetti
Working Papers
10. Sept. 2015
N°15-63: Countercyclical Foreign Currency Borrowing: Eurozone Firms in 2007-2009, P. Bacchetta and O. Merrouche, 2015.
P. Bacchetta, O. Merrouche
Working Papers
10. Sept. 2015
N°15-67: The Granular Nature of Large Institutional Investors
F. Franzoni, I. Ben-David, R. Moussawi, J. Sedunov
Working Papers
9. Sept. 2015
N°15-66: Option Market Trading Activity and the Estimation of the Pricing Kernel A Bayesian Approach
G. Barone-Adesi, N. Fusari, C. Sala, A. Mira
Working Papers
8. Sept. 2015
N°15-62: Secular Bipolar Growth Rate of the Real US GDP per Capita: Implications for Understanding Past and Future Economic Growth, S. C. Lera and D. Sornette, 2015.
D. Sornette, S. C. Lera
Working Papers
7. Sept. 2015
N°15-61: An Anatomy of the Market Return, P. Schneider, 2015.
P. Schneider
Working Papers
5. Sept. 2015
Secondary Buyouts—Creating or Destroying Value for Investors?
F. Degeorge, J. Martin, L. Phalippou
Roundups
1. Sept. 2015
N°15-60: Divergence and the Price of Uncertainty, P. Schneider and F. Trojani, 2015.
P. Schneider, F. Trojani
Working Papers
1. Sept. 2015
Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments.
S. Ongena, G. Jiménez, J.-L. Peydro, and J. S. Salas
Academic Publications
8. Aug. 2015
Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments.
S. Ongena, G. Jiménez, J.-L. Peydró, and J. Saurina
Academic Publications
8. Aug. 2015
Have Pre-Crisis Levels of Risk Returned in US Structured Products?
Ch. L. Culp, J. P. Forrester
Roundups
1. Aug. 2015
How Scenario Aggregation Can Improve Risk Management
D. Filipović, M. Cambou
Roundups
1. Juli 2015
N°15-59: Herding and Stochastic Volatility, W. Farkas, C. Necula, and B. Waelchli, 2015.
W. Farkas, C. Necula, and B. Waelchli
Working Papers
25. Juni 2015
N°15-58: Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Onto a Smaller Filtration Set, G. Barone-Adesi, and C. Sala, 2015.
G. Barone-Adesi, C. Sala
Working Papers
21. Juni 2015