N°18-56: Dealer Heterogeneity and Exchange Rates
S. Malamud, F. Gallien, S. Glebkin, S. Kassibrakis, A. Teguia,
Working Papers
25 fév. 2018
N°18-55: Dominant Currency Debt, E. Eren and S. Malamud, 2018.
S. Malamud, E. Eren
Working Papers
24 fév. 2018
N°18-54: Strategic Interaction between Hedge Funds and Prime Brokers, N. Gerasimova and E. Jondeau, 2018.4
E. Jondeau, N. Gerasimova
Working Papers
23 fév. 2018
Les réformes de Bâle III seront-elles efficaces?
S. Ongena, C. Capuano
Roundups
23 fév. 2018
N°18-53: Information Intermediaries: How Commercial Bankers Facilitate Inter-Firm Alliances, M. Frattaroli and C. Herpfer, 2018.
M. Frattaroli and C. Herpfer
Working Papers
22 fév. 2018
N°18-52: Leverage effect puzzle: a rational explanation, A. Pankratov, 2018.
A. Pankratov
Working Papers
21 fév. 2018
N°18-51: Corporate Strategy, Conformism, and the Stock Market, T. Foucault and L. Frésard, 2018.
L. Frésard, T. Foucault
Working Papers
20 fév. 2018
N°18-50: Cascading Logistic Regression Onto Gradient Boosted Decision Trees to Predict Stock Market Changes Using Technical Analysis, F. Zhou, Qun Zhang, D. Sornette, and L. Jiang, 2018.
D. Sornette, F. Zhou, Qun Zhang, L. Jiang,
Working Papers
19 fév. 2018
N°18-49: Inefficient Bubbles and Efficient Drawdowns in Financial Markets, M. Schatz, and D. Sornette, 2018.
D. Sornette, M. Schatz
Working Papers
18 fév. 2018
N°18-48: Risk Measures Based on Benchmark Loss Distributions, V. Bignozzi, M. Burzoni, and C. Munari, 2018.
C. Munari, V. Bignozzi, and M. Burzoni
Working Papers
17 fév. 2018
N°18-47: Optimal fund menus, J. Cvitanic and J. Hugonnier, 2018.
J. Hugonnier, J. Cvitanic
Working Papers
16 fév. 2018
N°18-46: A Corporate Financing-Based Asset Pricing Model, R. Steri, 2018.
R. Steri
Working Papers
15 fév. 2018
N°18-45: Greed and Fear: The Nature of Sentiment, G. Barone-Adesi, M. M. Pisati, and C. Sala, 2018.
G. Barone-Adesi, M. M. Pisati, C. Sala
Working Papers
14 fév. 2018
N°18-44: Valuing Supply-Chain Responsiveness under Demand Jumps, I. Bicer, V. Hagspiel and S. de Treville, 2018.
S. de Treville , I. Bicer, V. Hagspiel
Working Papers
13 fév. 2018
N°18-43: Liquidity Regimes and Optimal Dynamic Asset Allocation, P. Collin-Dufresne, K. Daniel, and M. Saglam, 2018.
P. Collin-Dufresne, K. Daniel, and M. Saglam
Working Papers
12 fév. 2018