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°17-71: Periodic or Generational Actuarial Tables: Which One to Choose?, S. Arnold (-Gaille), A. Jijiie, E. Jondeau and M. Rockinger, 2017.
E. Jondeau, M. Rockinger, S. Arnold (-Gaille), A. Jijiie
N°17-70: Discriminatory Pricing of Over-The-Counter Derivatives
H. Hau, P. Hoffmann, S. Langfield, Y. Timmer
N°17-69: Asset-Liability Management for Long-Term Insurance Business
H. Albrecher, P. Embrechts, D. Filipović, P. Koch-Medina, J. Wagner, D. Bauer, R. Korn, S. Loisel, A. Pelsser, F. Schiller, H. Schmeis
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
The Stock Market and the Implications of Trump’s Election
A. Wagner, R. J. Zeckhauser, A. Ziegler
Roundups
7 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
Brokers and Order Flow Leakage: Evidence from Fire Sales
F. Franzoni, A. Barbon, M. Di Maggio, A. Landier
Academic Publications
2 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