Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
Georgy Chabakauri (London School of Economics, United Kingdom),
- TI Finance Research Seminars
Georgy Chabakauri (London School of Economics, United Kingdom),
Xiao Xiao (Erasmus University Rotterdam)
Michele Pellizzari (University of Geneva, Switserland)
Achim Voβ (University of Hamburg, Germany)
Enrique Sentana (Center for Monetary and Financial Studies (CEMFI), Spain)
Damon Clark (UC Irvine, United States)
Kristian Behrens (Université du Québec à Montréal, Canada)
Yang Liu (University of Amsterdam)
Petr Sedlacek (University of Bonn, Germany)
Gijs van der Kuilen (Tilburg University)
Zhiling Wang (VU University Amsterdam)
Jan van Ours (Tilburg University)
Ryo Okui (VU University Amsterdam and Kyoto University, Japan)
Susan Vroman and Jim Albrecht (Georgetown University, United States)
Yang Liu (University of Amsterdam)
Nicole Ciurila (University of Amsterdam)
Francois Gerard (Columbia University, United States)
Antonio Russo (ETH Zurich, Switzerland)
Laurent Callot (VU University Amsterdam)
Robin Döttling (University of Amsterdam)