N°16-80: Comparing Ask and Transaction Prices in the Swiss Housing Market, A. Ahmed, D. Ardila, D. Sanadgol, and D. Sornette, 2016.
D. Sornette, A. Ahmed, D. Ardila, and D. Sanadgol
Working Papers
30 Dec. 2016
N°16-79: Markov Cubature Rules for Polynomial Processes, D. Filipovic, M. Larsson, and S. Pulido, 2016.
D. Filipović, M. Larsson, and S. Pulido
Working Papers
27 Dec. 2016
N°16-78: News About Zero-Leverage Firms, T. A. Geelen, 2016.
Thomas A. Geelen
Working Papers
21 Dec. 2016
N°16-77: On the Shape of Non-Monetary Measures for Risks, C. Courbage, H. Loubergé, and B. Rey, 2016.
H. Loubergé, C. Courbage, and B. Rey
Working Papers
20 Dec. 2016
N°16-76: Statistical Approximation of High-Dimensional Climate Models, K. Judd, T. Lontzek, A. Miftakhova, and K. Schmedders, 2016.
K. Schmedders, K. Judd, T. Lontzek, and A. Miftakhova
Working Papers
19 Dec. 2016
N°16-75: Intermediation Markups and Monetary Policy Passthrough, S. Malamud and A. Schrimpf, 2016.
S. Malamud, , and A. Schrimpf
Working Papers
18 Dec. 2016
N°16-74: A Primer on Portfolio Choice with Small Transaction Costs, J. Muhle-Karbe, M. Reppen, and M. Soner, 2016.
H. Soner, J. Muhle-Karbe, and M. Reppen
Working Papers
17 Dec. 2016
N°16-73: Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps, A. Cosma, S. Galluccio, P. Pederzoli, and O. Scaillet, 2016.
O. Scaillet, A. Cosma, S. Galluccio, and P. Pederzoli
Working Papers
16 Dec. 2016
N°16-72: Hedging with Temporary Price Impact, P. Bank, M. Soner, and M. Voss, 2016.
H. Soner, P. Bank, and M. Voss
Working Papers
15 Dec. 2016
N°16-71: Convex Duality with Transaction Costs, Y. Dolinsky and M. Soner, 2016.
H. Soner, and Y. Dolinsky
Working Papers
14 Dec. 2016
N°16-70: Bank Response To Higher Capital Requirements: Evidence From A Quasi-Natural Experiment, R. Gropp, T. Mosk, S. Ongena, and C. Wix, 2016.
S. Ongena, R. Gropp, T. Mosk and C. Wix
Working Papers
13 Dec. 2016
N°16-69: Wealth and income inequalities, Y. Malevergne and D. Sornette, 2016.
D. Sornette, and Y. Malevergne
Working Papers
12 Dec. 2016
N°16-68: Data Analytics for Non-Life Insurance Pricing, M. V. Wüthrich and C. Buser, 2016.
M. Wüthrich, and C. Buser
Working Papers
18 Nov. 2016
N°16-67: Machine Learning in Individual Claims Reserving, M. V. Wüthrich, 2016.
M. Wüthrich
Working Papers
17 Nov. 2016
N°16-66: Collateral, Central Bank Repos, and Systemic Arbitrage, F. Fecht, K. G. Nyborg, J. Rocholl and J. Woschitz, 2016.
K. Nyborg, F. Fecht, J. Rocholl and J. Woschitz
Working Papers
16 Nov. 2016