N°14-43: Estimating Aggregate Autoregressive Processes When Only Macro Data are Available, E. Jondeau and F. Pelgrin, 2014.
E. Jondeau, F. Pelgrin
Working Papers
N°14-42: A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry, A. Andrikogiannopoulou and F. Papakonstantinou, 2014.
A. Andrikogiannopoulou and F. Papakonstantinou
Working Papers
N°14-41: Asset Prices with Temporary Shocks to Consumption, W. Pohl, K. Schmedders, and O. Wilms, 2014.
K. Schmedders, W. Pohl and O. Wilms
Working Papers
N°14-40: A Fast, Accurate Method for Value at Risk and Expected Shortfall, J. Krause and M. S. Paolella, 2014.
M. Paolella, J. Krause
Working Papers
N°14-39: Competition and Financial Structure: Evidence from Airlines, G. Parise, 2014.
N°14-38: Model Uncertainty and Scenario Aggregation, M. Cambou and D. Filipovic, 2014.
D. Filipović, M. Cambou
Working Papers
N°14-37: Concavity of the Consumption Function with Recursive Preferences, S. Malamud, 2014.
S. Malamud
Working Papers
N° 13-36: Sudden Spikes in Global Risk
P. Bacchetta, E. van Wincoop
Working Papers