N°16-19: Rollover Traps, E. Morellec, M. D. Seta, and F. Zucchi, 2016.
E. Morellec, M. D. Seta and F. Zucchi
Working Papers
29 mars 2016
N°16-18: Corporate Policies with Permanent and Transitory Shocks, J.-P. Decamps, S. Gryglewicz, E. Morellec, and S. Villeneuve, 2016.
E. Morellec, S. Gryglewicz and S. Villeneuve
Working Papers
27 mars 2016
N°16-17: Empty Creditors and Strong Shareholders: The Real Effects of Credit Risk Trading, S. Colonnello, M. Efing, and F. Zucchi, 2016.
S. Colonnello, M. Efing, and F. Zucchi
Working Papers
25 mars 2016
N°16-16: The Quality-Assuring Role of Mutual Fund Advisory Fees, M. A. Habib and D. B. Johnsen, 2016.
M. Habib, D. B. Johnsen
Working Papers
23 mars 2016
N°16-15: Discrete-Time Option Pricing with Stochastic Liquidity, M. Leippold and S. Schärer, 2016.
M. Leippold, S. Schärer
Working Papers
21 mars 2016
N°16-14: A Bayesian Estimate of the Pricing Kernel, G. Barone-Adesi, C. Legnazzi, and A. Mira, 2016.
G. Barone-Adesi, C. Legnazzi, and A. Mira
Working Papers
19 mars 2016
N°16-13: Forecasting Financial Returns with a Structural Macroeconomic Model, E. Jondeau and M. Rockinger, 2016.
E. Jondeau, M. Rockinger
Working Papers
15 mars 2016
N°16-12: Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles, G. Demos, V. Filimonov, and D. Sornette, 2016.
D. Sornette, G. Demos, V. Filimonov
Working Papers
12 mars 2016
N°16-11: Inference in Group Factor Models with an Application to Mixed Frequency Data, E. Andreou, P. Gagliardini, E. Ghysels, and M. Rubin, 2016.
P. Gagliardini, E. Andreou, E. Ghysels, and M. Rubin
Working Papers
5 mars 2016
Parameter Learning in General Equilibrium: The Asset Pricing Implications
P. Collin-Dufresne, M. Johannes and L. A. Lochstoer
Academic Publications
1 mars 2016
N°16-10: Birds of a Feather—Do Hedge Fund Managers Flock Together?
A. Plazzi, J. C. Ackwerth, M. Gerritzen
Working Papers
1 mars 2016
How Do ETFs Influence Financial Markets?
S. Malamud
Roundups
1 mars 2016
N°16-09: Quantum Decision Theory in Simple Risky Choices, M. Favre, H. Rudolf, D. Sornette, A. Wittwer, and, V. I. Yukalov, 2016.
D. Sornette, M. Favre, H. Rudolf, A. Wittwer, and V. I. Yukalov
Working Papers
29 fév. 2016