Variance After-Effects Distort Risk Perception in Humans
T. Berrada, E.Payzan-LeNestour, B. W. Balleine, and J. Pearson
Academic Publications
6 June 2016
Parameter Learning in General Equilibrium: The Asset Pricing Implications
P. Collin-Dufresne, M. Johannes and L. A. Lochstoer
Academic Publications
1 March 2016
Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets
L. Barras and A. Malkhozov
Academic Publications
5 Feb. 2016
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry
A. Plazzi, E. Ghysels and R. Valkanov
Academic Publications
1 Jan. 2016
Why Don’t All Banks Practice Regulatory Arbitrage? Evidence From Usage of Trust-Preferred Securities
R. Fahlenbrach, N. M. Boyson and R. M. Stulz
Academic Publications
1 Jan. 2016
Valuations of options on discretely sampled variance
W. Farkas, G. Drimus and E. Gourier
Academic Publications
1 Jan. 2016
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
D. Filipović, H. Amini and A. Minca
Academic Publications
1 Jan. 2016
Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets
P. Gagliardini, O. Scaillet, E. Ossola
Academic Publications
1 Jan. 2016
The Quality-Assuring Role of Mutual Fund Advisory Fees
M. Habib, D. B. Johnsen
Academic Publications
1 Jan. 2016
The Great Recession: A Self-Fulfilling Global Panic
P. Bacchetta, E. van Wincoop
Academic Publications
1 Jan. 2016
The General Structure of Optimal Investment and Consumption with Small Transaction Costs
J. Kallsen and J. Muhle-Karbe
Academic Publications
1 Jan. 2016
The Euro Interbank Repo Market
L. Mancini, A. Ranaldo, and J. Wrampelmeyer
Academic Publications
1 Jan. 2016
The Dynamics of Insurance Prices
J. Rochet, D. Henriet, N. Klimenko
Academic Publications
1 Jan. 2016
The (Ir)relevance of Disclosure of Compliance with Corporate Governance Codes
E. Nowak, T. Mahr and R. Rott
Academic Publications
1 Jan. 2016
Symmetric Thermal Optimal Path and Time-dependent Lead-lag Relationship: Novel Statistical Tests and Application to UK and US Real-estate and Monetary Policies
D. Sornette, H. Meng, W-Z. Zhou
Academic Publications
1 Jan. 2016