N°15-66: Option Market Trading Activity and the Estimation of the Pricing Kernel A Bayesian Approach
G. Barone-Adesi, N. Fusari, C. Sala, A. Mira
Working Papers
8 sept. 2015
N°15-62: Secular Bipolar Growth Rate of the Real US GDP per Capita: Implications for Understanding Past and Future Economic Growth, S. C. Lera and D. Sornette, 2015.
D. Sornette, S. C. Lera
Working Papers
7 sept. 2015
N°15-61: An Anatomy of the Market Return, P. Schneider, 2015.
P. Schneider
Working Papers
5 sept. 2015
Secondary Buyouts—Creating or Destroying Value for Investors?
F. Degeorge, J. Martin, L. Phalippou
Roundups
1 sept. 2015
N°15-60: Divergence and the Price of Uncertainty, P. Schneider and F. Trojani, 2015.
P. Schneider, F. Trojani
Working Papers
1 sept. 2015
Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments.
S. Ongena, G. Jiménez, J.-L. Peydro, and J. S. Salas
Academic Publications
8 août 2015
Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments.
S. Ongena, G. Jiménez, J.-L. Peydró, and J. Saurina
Academic Publications
8 août 2015
Have Pre-Crisis Levels of Risk Returned in US Structured Products?
Ch. L. Culp, J. P. Forrester
Roundups
1 août 2015
How Scenario Aggregation Can Improve Risk Management
D. Filipović, M. Cambou
Roundups
1 juil 2015
N°15-59: Herding and Stochastic Volatility, W. Farkas, C. Necula, and B. Waelchli, 2015.
W. Farkas, C. Necula, and B. Waelchli
Working Papers
25 juin 2015
N°15-58: Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Onto a Smaller Filtration Set, G. Barone-Adesi, and C. Sala, 2015.
G. Barone-Adesi, C. Sala
Working Papers
21 juin 2015
N°15-57: Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?, G. Demos, D. Sornette, and Q. Zhang, 2015.
D. Sornette, G. Demos and Q. Zhang
Working Papers
17 juin 2015
N°15-56: Statistical Testing of DeMark Technical Indicators on Commodity Futures, D. Daly, M. Lissandrin, and D. Sornette, 2015.
D. Sornette, D. Daly, M. Lissandrin
Working Papers
15 juin 2015
N°15-58: Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Onto a Smaller Filtration Set, C. Sala, G. Barone-Adesi, 2015.
G. Barone-Adesi, C. Sala
Working Papers
13 juin 2015