[PDF] Top 20 Essays in information and asset pricing
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Essays in information and asset pricing
... how asset prices form and evolve when agents participating in financial markets are asymmetrically informed has been a concern to financial economists for a long ...the information that is ... See full document
103
Essays on Empirical Asset Pricing
... conditioning information reduces the pricing errors by allowing the prices of risks to vary with the business ...freedom in the minimization problem and is better able to fit the ...specified ... See full document
121
Asset Pricing using a Network Approach
... statistics, and algebra, is used frequently in finance to illustrate different ...them). In this research, a network’s incidence function is defined as the cross-correlation of assets inside a stock ... See full document
17
Essays in Banking
... parts. In the first, we place the incentive problem facing banks in a theoretical framework, both when selling loans and also when monitoring duties are shared amongst banks We then take up an ... See full document
126
Essays on learning, information, and expectations in macroeconomics and finance
... 1987 and 2011 in the Dealscan dataset from the Loan Pricing ...this information to borrower balance sheet and stock market performance characteristics from the Com- pustat and ... See full document
140
Commodity and asset pricing models : an integration
... used in the related literature to estimate this kind of models is the Kalman filter [for example: Schwartz (1997), Schwartz and Smith (2000) and Cortazar and Naranjo ...variables and ... See full document
71
Essays in inflation expectations, monetary economics, and asset pricing
... consumption and arbitrarily set production by fixing γ = ...moment in the model matches qualitatively the OLS slope coefficient estimated from the data, though it does not clearly get into data 95% bands ... See full document
69
Essays in immigration economics and political economy
... children in an immigrant’s household as control, but did not take any particular characteristics or circumstances of these children into ...2003; and Djajic, ...differences in children’s ... See full document
130
Informe d'Autors UOC a ISI Web of Knowledge Maig 2012
... Advances in Information Security and its Application; Communications in Computer and Information Science; 3rd International Conference on Information Security and ... See full document
5
Essays in monetary and fiscal policy
... 4 In doing so, I follow the tradition of the literature on optimal fiscal policy built upon Lucas and Stokey ...variation in the time preference of ...rate and, at moderate inflation rates, ... See full document
100
TítuloInversión en renta fija y renta variable Creación de un fondo de inversión
... Asset Backed Securities Asociación de Intermediarios de Activos Financieros Arbitrage Pricing Theory Bono Americano Bono Cupón Cero Buonis del Tesoro poliennali Bonos por Reducción de No[r] ... See full document
76
Essays in International Macroeconomics and Trade
... Gabaix and Landier (2008) present a model of superstars in which the most talented managers are matched to the largest firms and small differ- ences in CEO skills translate into large ... See full document
106
Centralizing information improves market efficiency more than increasing information: Results from experimental asset markets
... of information sharing among basic informed agents does not significantly change when quasi-insider agents are introduced in the market, as can be seen in the comparison between T1 - agents provided ... See full document
64
Essays in development and applied economics
... sport in Europe, and the UEFA Champions League is the major continental competition for European soccer ...divided in 8 groups of 4 teams each and offers to these teams the opportunity to be ... See full document
218
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... intuitive. In general, since the banks are protected by limited liability in case the gamble fails, a high insurance induces them to ...gamble. In this case, as the banks do not have to pay back ... See full document
38
Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts
... velocities and with jumps occurring when the velocity ...are in the certain correspondence with the velocity directions of the underlying random motion with respect to the interest rate, the model is free ... See full document
21
Essays in Macroeconomics
... instability and higher income risk. Only suciently poor agents are in favor of extreme policy ...voters in favor of extreme ...redistribution and it also aects the eect of changes in ... See full document
114
On the relationship between market power and bank risk taking
... power and bank risk taking when banks compete in a monopolistically competitive deposit market, and then exploit such association to study the effects of bank mergers and deposit insurance on ... See full document
30
Quasi-rents and pricing gas in Mexico
... increase in the demand for gas has resulted in various bottlenecks in the supply of natural ...gas in the United States now reflects the quasi rents to these ...gas in the present, ... See full document
24
Option pricing in market models driven by telegraph processes with jumps
... follows. In Chapter 1 we introduce the general definition and basic properties of the telegraph process on the real line performed by a stochastic motion at finite speed driven by an inhomogeneous Poisson ... See full document
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