N°17-76: The Dynamics of Heterogeneity and Asset Prices, W. Farkas and C. Necula, 2017.
W. Farkas, C. Necula
Working Papers
17 mars 2017
N°17-75: The blockchain folk theorem, B. Biais, C. Bisière, M. Bouvard, C. Casamatta, 2017.
B. Biais, C. Bisière, M. Bouvard, C. Casamatta
Working Papers
16 mars 2017
N°17-74: Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches, S. Qi, R. de Haas, S. Ongena and S. Straetmans, 2017.
S. Ongena, S. Qi, R. de Haas, S. Straetmans, T. Vadasz
Working Papers
15 mars 2017
N°17-73: Principle or Opportunism? Discretion, Capital, and Incentives, J. Falkinger and M. A. Habib, 2017.
M. Habib, J. Falkinger
Working Papers
14 mars 2017
N°17-72: U.S. Metropolitan House Price Dynamics, E. Oikarinen, S. C. Bourassa, M. Hoesli and J. Engblom, 2017.
M. Hoesli, E. Oikarinen, S. C. Bourassa, J. Engblom
Working Papers
13 mars 2017
N°17-68: Corporate Bond Dealers' Inventory Risk and FOMC, A. Ruzza and W. Zurowski, 2017.
A.Ruzza and W. Zurowski
Working Papers
9 mars 2017
N°17-67: Credit Spreads, Daily Business Cycle, and Corporate Bond Returns Predictability, A. Ivashchenko, 2017.
A. Ivashchenko
Working Papers
8 mars 2017
N°17-66: Does Protectionist Anti-Takeover Legislation Lead to Managerial Entrenchment?
M. Frattaroli
Working Papers
7 mars 2017
N°17-65: Quantile-based risk sharing with heterogeneous beliefs, P. Embrechts, H. Liu, T. Mao and R. Wang, 2017.
P. Embrechts, H. Liu, T. Mao, R. Wang
Working Papers
6 mars 2017
N°17-64: Market Efficiency and Limits to Arbitrage: Evidence from the Volkswagen Short Squeeze
E. Nowak, F. Allen, M. Haas, A.Tengulov
Working Papers
5 mars 2017
N°17-63: Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk, E. Pröhl, 2017.
E. Pröhl
Working Papers
4 mars 2017
N°17-62: Arbitrage Crashes, Financial Accelerator, and Sudden Market Freezes, A. Q. Zhang, 2017.
A. Q. Zhang
Working Papers
3 mars 2017
N°17-60: Polynomial Jump-Diffusion Models, D. Filipovic and M. Larsson, 2017.
D. Filipović, M. Larsson
Working Papers
1 mars 2017
N°17-59: The Tortoise and the Snail: Reconciling the Evidence on Capital Structure Stability, F. Ippolito, S. Sacchetto and R. Steri, 2017.
R. Steri, F. Ippolito, S. Sacchetto
Working Papers
28 fév. 2017