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Swiss Finance Institute Swiss Finance Institute Research Paper Series Contact information of
Swiss Finance Institute: http://www.SwissFinanceInstitute.ch More information through EDIRC
For technical questions regarding this series, please contact
(Marilyn Barja) Series handle: repec:chf:rpseri
2008 2007 9602 A Specification Test For Nonparametric Instrumental Variable Regression by Patrick Gagliardini & Olivier Scaillet [Downloadable!]
08-24 A standard repurchase agreement between two counterparties is considered to examine the endogenous choice of collateral, the feasibility of secured lending, and welfare implications of the central bank’s collateral framework. As an innovation, we allow for two-sided counterparty risk. In line with empirical observations, it is shown that the most liquid and least risky assets are used as collateral in market transactions first. An endogenous opportunity cost arises from using liquid collateral with the central bank. Conditions are identified such that expected utility increases for all market participants when the central bank accepts a broader range by Christian Ewerhart & Jens Tapking [Downloadable!]
08-05 Technical Trading Revisited: Persistence Tests, Transaction Costs, and False Discoveries by Pierre Bajgrowicz & Olivier Scaillet [Downloadable!]
07-34 Dynamic Option-Based Strategies under Downside Loss Averse Preferences by Amine Jalal [Downloadable!]
07-33 Executive Compensation: The View from General Equilibrium by Jean-Pierre Danthine & John B. Donaldson [Downloadable!]
07-30 Prospect Theory for Continuous Distributions Games and Prospects by Marc Oliver Rieger & Mei Wang [Downloadable!]
07-29 Co-monotonicity of optimal investments and the design of structured financial products by Marc Oliver Rieger [Downloadable!]
07-28 Co-monotonicity of optimal investments and the design of structured financial products by Marc Oliver Rieger [Downloadable!]
07-26 Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns by Gregory Connor & Matthias Hagmann & Oliver Linton [Downloadable!]
07-23 Asset Pricing, Habit Memory, and the Labor Market by Ivan Jaccard [Downloadable!]
07-22 Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations by Christian Ewerhart & Nuno Cassola & Natacha Valla [Downloadable!]
07-21 Financial Market Equilibria With Cumulative Prospect Therory by Enrico De Giorgi & Thorsten Hens & Marc Oliver Rieger [Downloadable!]
07-20 Do Stylised Facts of Order Book Markets Need Strategic Behaviour? by Dan Ladley & Klaus Reiner Schenk-Hoppe [Downloadable!]
07-19 Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle by Ivan Jaccard [Downloadable!]
07-18 Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets by Alena Audzeyeva & Klaus Reiner Schenk-Hoppe [Downloadable!]
07-17 Director Independence as Strategic Behavior by Alexander F. WAGNER [Downloadable!]
07-16 Why Firms Purchase Property Insurance? by Daniel Aunon-Nerin & Paul Ehling [Downloadable!]
07-15 Conspicuous Conservatism In Risk Choice by Boaz Moselle & François Degeorge & Richard Zeckhauser [Downloadable!]
07-14 Stochastic Reference Points And The Dependence Structure by Enrico De Giorgi & Thierry Post [Downloadable!]
07-12 Anomalies In Intertemporal Choice? by Anke Gerber & Kirsten I.M. Rohde [Downloadable!]
07-10 Stochastic Volatility: Risk Minimization and Model Risk by Christian-Olivier Ewald & Rolf Poulsen & Klaus Reiner Schenk-Hoppe [Downloadable!]
07-06 Aggregating Phillips Curves by Jean Imbs & Eric Jondeau & Florian Pelgrin [Downloadable!]
07-01 An Objective Function for Simulation Based Inference on Exchange Rate Data by Peter Winker & Manfred Gilli & Vahidin Jeleskovic [Downloadable!]
07-26 Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns by Gregory Connor & Matthias Hagmann & Oliver Linton [Downloadable!]
2006 2005 2004 2003 Undated Access
and download statistics Did you know? Citation analysis on IDEAS includes online papers that are freely accessible and whose text could be automatically analyzed, currently about 150000 papers.
This page was last updated on 2008-11-25.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .