N°16-45: When and why do ripple effects of dishonesty occur?
A. Wagner, S. Behnk , A. E. Greenberg
Working Papers
20 July 2016
N°16-44: On the American Swaption in the Linear-Rational Framework, D. Filipovic and Y. Kitapbayev, 2016.
D. Filipović, Y. Kitapbayev
Working Papers
7 July 2016
N°16-43: A False Sense of Security: Why U.S. Banks Diversify and Does it Help?, P. Gandhi, P.C. Kiefer, and A. Plazzi, 2016.
A. Plazzi, P. Gandhi and P.C. Kiefer
Working Papers
6 July 2016
N°16-42: Aggregate Bank Capital and Credit Dynamics, G. De Nicolo, N. Klimenko, S. Pfeil, and J.-C. Rochet, 2016.
J. Rochet, G. De Nicolo, N. Klimenko and S. Pfeil
Working Papers
4 July 2016
‘Too Interconnected to Fail’? Regulating Crucial Utilities
J. Rochet, G. Roger
Roundups
1 July 2016
N°16-41: Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy, L. Camponovo, O. Scaillet, and F. Trojani, 2016.
O. Scaillet, F. Trojani, L. Camponovo
Working Papers
1 July 2016
SFI Practitioner Roundups Magazine Summer 2016
D. Filipović, M. Habib, T. Hens, S. Malamud, L. Mancini, A. Plazzi, K. Schmedders
Roundups
30 June 2016
N°16-40: Real Estate Research in Europe, M. Hoesli, 2016.
M. Hoesli
Working Papers
25 June 2016
N°16-39: Quantification of the Evolution of Firm Size Distributions Due to Mergers and Acquisitions, S. C. Lera and D. Sornette, 2016.
D. Sornette, S. C. Lera
Working Papers
23 June 2016
N°16-38: Exact Smooth Term Structure Estimation, D. Filipovic and S. Willems, 2016.
D. Filipović, S. Willems
Working Papers
18 June 2016
N°16-37: Risk Factors of European Non-Listed Real Estate Fund Returns, J.-C. Delfim and M. Hoesli, 2016.
M. Hoesli, J.-C. Delfim
Working Papers
17 June 2016
N°16-36: The Choice of Valuation Techniques in Practice: Education versus Profession, L. Mukhlynina and G. Nyborg, 2016.
K. Nyborg, L. Mukhlynina
Working Papers
15 June 2016