15-002/IV - Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets
Date: January 06, 2015
122 Discussion Papers
filtered by:
-
-
14-137/IV - Capital Structure Arbitrage revisited
Date: October 20, 2014
-
14-117/IV - Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts
Date: August 29, 2014
-
14-097/IV - Need for Speed? Exchange Latency and Liquidity
Date: July 28, 2014
-
14-092/IV - Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
Date: July 22, 2014
-
14-079/IV - Mutual Funds and Information Diffusion: The Role of Country-Level Governance
Date: July 01, 2014
-
14-073/IV - New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
Date: June 19, 2014
-
14-070/IV - Common Risk Factors in Equity Markets
Date: June 17, 2014
-
14-065/IV - Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties
Date: June 02, 2014
-
14-059/IV - Does Competition make Banks more Risk-seeking?
Date: May 12, 2014
-
14-032/IV - The Dynamic Skellam Model with Applications
Date: March 10, 2014
-
14-018/IV - The Effects of Liquidity Regulation on Bank Assets and Liabilities
Date: February 06, 2014
-
14-010/IV - Testing for Parameter Instability in Competing Modeling Frameworks
Date: January 14, 2014
-
13-210/IV - Bank Deregulation, Competition and Economic Growth: The US Free Banking Experience
Date: December 20, 2013
-
13-186/IV - Short-Selling, Leverage and Systemic Risk
Date: November 15, 2013
-
13-181/IV - Central Clearing and Asset Prices
Date: November 08, 2013
-
13-180/IV - The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns
Date: November 07, 2013
-
13-156/IV - Economic Valuation of Liquidity Timing
Date: October 08, 2013
-
13-154/IV - Identifying Cross-Sided Liquidity Externalities
Date: October 03, 2013
-
13-153/IV - Hole in the Wall: Informed Short Selling ahead of Private Placements
Date: October 03, 2013