IDEAS home Printed from https://ideas.repec.org/e/peh20.html
   My authors  Follow this author

Paul Ehling

Personal Details

First Name:Paul
Middle Name:
Last Name:Ehling
Suffix:
RePEc Short-ID:peh20
[This author has chosen not to make the email address public]

Affiliation

Institutt for finans
BI Handelshøyskolen

Oslo, Norway
http://www.bi.edu/research/research-departments/Finance/

+47 6755 7100
47 6755 7675
Nydalsveien 37, N-0442 Oslo
RePEc:edi:dfebino (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Paul Ehling & Michael Gallmeyer & Christian Heyerdahl-Larsen & Philipp Illeditsch, 2015. "Disagreement about inflation and the yield curve," Working Papers 1532, Banco de España;Working Papers Homepage.
  2. Paul Ehling & David Haushalter, 2014. "When does cash matter? Evidence for private firms," Working Papers 1412, Banco de España;Working Papers Homepage.
  3. Paul Ehling & Christian Heyerdahl-Larsen, 2014. "Correlations," Working Papers 1413, Banco de España;Working Papers Homepage.
  4. Philipp Illeditsch & Michael Gallmeyer & Christian Heyerdahl-Larsen & Paul Ehling, 2009. "Beliefs about Inflation and the Term Structure of Interest Rates," 2009 Meeting Papers 1223, Society for Economic Dynamics.
  5. Stathis Tompaidis & Sanjay Srivastava & Michael Gallmeyer & Paul Ehling, 2008. "Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses," 2008 Meeting Papers 769, Society for Economic Dynamics.
  6. Daniel Aunon-Nerin & Paul Ehling, 2007. "Why Firms Purchase Property Insurance?," Swiss Finance Institute Research Paper Series 07-16, Swiss Finance Institute.
  7. De Santis, Roberto A. & Ehling, Paul, 2007. "Do international portfolio investors follow firms' foreign investment decisions?," Working Paper Series 815, European Central Bank.
  8. Paul Ehling, 2004. "Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership," Econometric Society 2004 North American Winter Meetings 311, Econometric Society.
  9. Paul EHLING & Sofia B. RAMOS, 2004. "Geographic Versus Industry Diversification: Contraints Matter," FAME Research Paper Series rp113, International Center for Financial Asset Management and Engineering.
  10. Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.

Articles

  1. Paul Ehling & Michael Gallmeyer & Sanjay Srivastava & Stathis Tompaidis & Chunyu Yang, 2018. "Portfolio Tax Trading with Carryover Losses," Management Science, INFORMS, vol. 64(9), pages 4156-4176, September.
  2. Paul Ehling & Alessandro Graniero & Christian Heyerdahl-Larsen, 2018. "Asset Prices and Portfolio Choice with Learning from Experience," Review of Economic Studies, Oxford University Press, vol. 85(3), pages 1752-1780.
  3. Ehling, Paul & Gallmeyer, Michael & Heyerdahl-Larsen, Christian & Illeditsch, Philipp, 2018. "Disagreement about inflation and the yield curve," Journal of Financial Economics, Elsevier, vol. 127(3), pages 459-484.
  4. Paul Ehling & Christian Heyerdahl-Larsen, 2017. "Correlations," Management Science, INFORMS, vol. 63(6), pages 1919-1937, June.
  5. Ehling, Paul & Heyerdahl-Larsen, Christian, 2015. "Complete and incomplete financial markets in multi-good economies," Journal of Economic Theory, Elsevier, vol. 160(C), pages 438-462.
  6. Aunon-Nerin, Daniel & Ehling, Paul, 2008. "Why firms purchase property insurance," Journal of Financial Economics, Elsevier, vol. 90(3), pages 298-312, December.
  7. Ehling, Paul & Ramos, Sofia B., 2006. "Geographic versus industry diversification: Constraints matter," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 396-416, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Paul Ehling & Michael Gallmeyer & Christian Heyerdahl-Larsen & Philipp Illeditsch, 2015. "Disagreement about inflation and the yield curve," Working Papers 1532, Banco de España;Working Papers Homepage.

    Cited by:

    1. Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020. "The term structure and inflation uncertainty," Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
    2. Thien Nguyen, 2019. "Public Debt and the Slope of the Term Structure," 2019 Meeting Papers 957, Society for Economic Dynamics.
    3. Daniel Andrei & Bruce Carlin & Michael Hasler, 2019. "Asset Pricing with Disagreement and Uncertainty About the Length of Business Cycles," Management Science, INFORMS, vol. 67(6), pages 2900-2923, June.
    4. Herwartz, Helmut & Rohloff, Hannes, 2018. "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," Center for European, Governance and Economic Development Research Discussion Papers 358, University of Goettingen, Department of Economics.
    5. Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," Staff Reports 934, Federal Reserve Bank of New York.
    6. Felipe S. Iachan & Plamen T. Nenov & Alp Simsek, 2015. "The Choice Channel of Financial Innovation," NBER Working Papers 21686, National Bureau of Economic Research, Inc.
    7. Dergunov, Ilya & Meinerding, Christoph & Schlag, Christian, 2019. "Extreme inflation and time-varying consumption growth," Discussion Papers 16/2019, Deutsche Bundesbank.
    8. Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2013. "Mortgage Hedging in Fixed Income Markets," FMG Discussion Papers dp722, Financial Markets Group.
    9. Swinkels, Laurens, 2018. "Simulating historical inflation-linked bond returns," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 374-389.
    10. Christian Heyerdahl-Larsen & Philipp Illeditsch, 2018. "Demand Disagreement," 2018 Meeting Papers 607, Society for Economic Dynamics.
    11. Johan Walden & Christian Heyerdahl-Larsen, 2015. "Efficiency and Distortions in a Production Economy with Heterogeneous Beliefs," 2015 Meeting Papers 124, Society for Economic Dynamics.
    12. Olivier Armantier & Gizem Koşar & Rachel Pomerantz & Daphne Skandalis & Kyle Smith & Giorgio Topa & Wilbert Van der Klaauw, 2020. "How Economic Crises Affect Inflation Beliefs: Evidence from the COVID-19 Pandemic," Staff Reports 949, Federal Reserve Bank of New York.
    13. Gao, George P. & Lu, Xiaomeng & Song, Zhaogang & Yan, Hongjun, 2019. "Disagreement beta," Journal of Monetary Economics, Elsevier, vol. 107(C), pages 96-113.
    14. Burjack, Rafael & Qu, Ritong & Timmermann, Allan, 2019. "Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil," CEPR Discussion Papers 14097, C.E.P.R. Discussion Papers.

  2. Paul Ehling & Christian Heyerdahl-Larsen, 2014. "Correlations," Working Papers 1413, Banco de España;Working Papers Homepage.

    Cited by:

    1. Georgy Chabakauri, 2012. "Asset Pricing with Heterogeneous Investors and Portfolio Constraints," FMG Discussion Papers dp707, Financial Markets Group.
    2. Chabakauri, Georgy & Rytchkov, Oleg, 2014. "Asset pricing with index investing," LSE Research Online Documents on Economics 60739, London School of Economics and Political Science, LSE Library.
    3. Micha³ Wilczewski, 2014. "Communications Audit in Measuring the Effectiveness of Communication Strategies in Companies (Audyt komunikacyjny w badaniu efektywnosci procesu komunikacji wewnetrznej przedsiebiorstw)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(17), pages 98-110.

  3. Philipp Illeditsch & Michael Gallmeyer & Christian Heyerdahl-Larsen & Paul Ehling, 2009. "Beliefs about Inflation and the Term Structure of Interest Rates," 2009 Meeting Papers 1223, Society for Economic Dynamics.

    Cited by:

    1. Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014. "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 693-712, August.
    2. Urban Jermann, 2013. "A Production-Based Model for the Term Structure," NBER Working Papers 18774, National Bureau of Economic Research, Inc.
    3. Jerry Tsai, 2013. "Rare Disasters and the Term Structure of Interest Rates," Economics Series Working Papers 665, University of Oxford, Department of Economics.
    4. Kenneth J. Singleton, 2014. "Investor Flows and the 2008 Boom/Bust in Oil Prices," Management Science, INFORMS, vol. 60(2), pages 300-318, February.

  4. Stathis Tompaidis & Sanjay Srivastava & Michael Gallmeyer & Paul Ehling, 2008. "Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses," 2008 Meeting Papers 769, Society for Economic Dynamics.

    Cited by:

    1. Lorenz, Daniela, 2009. "Portfolioauswahl bei Besteuerung realisierter Kursänderungen," Discussion Papers 2009/17, Free University Berlin, School of Business & Economics.
    2. Martin Haugh & Garud Iyengar & Chun Wang, 2016. "Tax-Aware Dynamic Asset Allocation," Operations Research, INFORMS, vol. 64(4), pages 849-866, August.

  5. Daniel Aunon-Nerin & Paul Ehling, 2007. "Why Firms Purchase Property Insurance?," Swiss Finance Institute Research Paper Series 07-16, Swiss Finance Institute.

    Cited by:

    1. Noriyoshi Yanase & Piman Limpaphayom, 2017. "Organization Structure And Corporate Demand For Reinsurance: The Case Of The Japanese Keiretsu," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(2), pages 599-629, June.
    2. Upreti, Vineet & Adams, Mike, 2015. "The strategic role of reinsurance in the United Kingdom’s (UK) non-life insurance market," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 206-219.
    3. ADACHI Daisuke & NAKATA Hiroyuki & SAWADA Yasusyuki & SEKIGUCHI Kunio, 2016. "Adverse Selection and Moral Hazard in the Corporate Insurance Market: Evidence from the 2011 Thailand floods," Discussion papers 16025, Research Institute of Economy, Trade and Industry (RIETI).
    4. Muhammed Altuntas & James Garven & Jannes Rauch, 2018. "On the Corporate Demand for Insurance: Evidence From the Global Reinsurance Market," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 21(2), pages 211-242, September.
    5. J. François Outreville, 2011. "The relationship between insurance growth and economic development - 80 empirical papers for a review of the literature," ICER Working Papers 12-2011, ICER - International Centre for Economic Research.
    6. Selim Mankaï & Aymen Belgacem, 2016. "Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 1007-1043, December.
    7. Lin, Chen & Lin, Ping & Zou, Hong, 2012. "Does property rights protection affect corporate risk management strategy? Intra- and cross-country evidence," Journal of Corporate Finance, Elsevier, vol. 18(2), pages 311-330.
    8. Guglielmo Maria Caporale & Mario Cerrato & Xuan Zhang, 2016. "Analysing the Determinants of Credit Risk for General Insurance Firms in the UK," CESifo Working Paper Series 5971, CESifo.
    9. Erwann Michel-Kerjan & Paul A. Raschky & Howard C. Kunreuther, 2009. "Corporate Demand for Insurance: An Empirical Analysis of the U.S. Market for Catastrophe and Non-Catastrophe Risks," Working Papers hal-00372420, HAL.
    10. Sana Sheikh & Ali Murad Syed & Syed Sikander Ali Shah, 2018. "Corporate Reinsurance Utilisation and Capital Structure: Evidence from Pakistan Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(2), pages 300-334, April.
    11. Marc A. Ragin & Martin Halek, 2016. "Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 849-876, December.
    12. Caporale, Guglielmo Maria & Cerrato, Mario & Zhang, Xuan, 2017. "Analysing the determinants of insolvency risk for general insurance firms in the UK," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 107-122.
    13. Jiang, Wei & Adams, Mike & Jia-Upreti, Joy, 2012. "Does managerial entrenchment motivate the insurance decision?," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 117-128.
    14. Limpaphayom, Piman & Rogers, Daniel A. & Yanase, Noriyoshi, 2019. "Bank equity ownership and corporate hedging: Evidence from Japan," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 765-783.
    15. Hong Zou, 2010. "Hedging Affecting Firm Value via Financing and Investment: Evidence from Property Insurance Use," Financial Management, Financial Management Association International, vol. 39(3), pages 965-996, September.
    16. Erwann Michel-Kerjan & Paul Raschky & Howard Kunreuther, 2013. "Corporate Demand for Insurance: New Evidence from the U.S. Terrorism and Property Markets," NBER Working Papers 19532, National Bureau of Economic Research, Inc.
    17. Mario Cerrato & Paolo Coccorese & Xuan Zhang, 2020. "The Informational Content of Default Risk in UK Insurance Firms," Working Papers 2020_06, Business School - Economics, University of Glasgow.
    18. Dalton, Christina Marsh & Holland, Sara B., 2015. "Why Do Firms Use Insurance to Fund Worker Health Benefits? The Role of Corporate Finance," MPRA Paper 61952, University Library of Munich, Germany.
    19. J. François Outreville, 2013. "The Relationship Between Insurance and Economic Development: 85 Empirical Papers for a Review of the Literature," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(1), pages 71-122, March.
    20. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
    21. Joy Jia & Mike Adams & Mike Buckle, 2012. "Insurance and ownership structure in India’s corporate sector," Asia Pacific Journal of Management, Springer, vol. 29(1), pages 129-149, March.
    22. Grzegorz Strupczewski & Michal Thlon & Kamil Fijorek, 2016. "Corporate Insurance Versus Risk Retention: An Empirical Analysis of Medium and Large Companies in Poland," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 41(4), pages 626-649, October.
    23. Simone Krummaker, 2019. "Firm's demand for insurance: An explorative approach," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(3), pages 279-301, September.

  6. De Santis, Roberto A. & Ehling, Paul, 2007. "Do international portfolio investors follow firms' foreign investment decisions?," Working Paper Series 815, European Central Bank.

    Cited by:

    1. De Santis, Roberto A. & Coeurdacier, Nicolas & Aviat, Antonin, 2009. "Cross-Border Mergers and acquisitions: Financial and institutional forces," Working Paper Series 1018, European Central Bank.
    2. Nicolas Coeurdacier & Roberto A. de Santis & Antonin Aviat, 2009. "Cross-border mergers and acquisitions and European integration," Post-Print hal-01022660, HAL.
    3. Yavas, Burhan F. & Malladi, Rama K., 2020. "Foreign direct investment and financial markets influences: Results from the United States," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    4. Michael, Bryane, 2015. "Foreign Under-Investment in US Securities and the Role of Relational Capital," EconStor Preprints 109961, ZBW - Leibniz Information Centre for Economics.

  7. Paul EHLING & Sofia B. RAMOS, 2004. "Geographic Versus Industry Diversification: Contraints Matter," FAME Research Paper Series rp113, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," Working Papers CEB 09-014.RS, ULB -- Universite Libre de Bruxelles.
    2. Fletcher, Jonathan, 2018. "An empirical examination of the diversification benefits of U.K. international equity closed-end funds," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 23-34.
    3. Lieven de Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," ULB Institutional Repository 2013/191025, ULB -- Universite Libre de Bruxelles.
    4. Faias, José A. & Ferreira, Miguel A., 2017. "Does institutional ownership matter for international stock return comovement?," Journal of International Money and Finance, Elsevier, vol. 78(C), pages 64-83.
    5. Fedenia, Mark & Shafer, Sherrill & Skiba, Hilla, 2013. "Information immobility, industry concentration, and institutional investors’ performance," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2140-2159.
    6. Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2004. "Equity Returns and Integration: Is Europe Changing?," FAME Research Paper Series rp117, International Center for Financial Asset Management and Engineering.
    7. De Moor, Lieven & Sercu, Piet, 2011. "Country versus sector factors in equity returns: The roles of non-unit exposures," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 64-77, January.
    8. Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB 12-003, ULB -- Universite Libre de Bruxelles.
    9. Larsen, Ryan A. & Mjelde, James W. & Klinefelter, Danny A. & Wolfley, Jared L., 2009. "Geographical Diversification in Agriculture: An Applied Case to Western U.S. Wheat Growers," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46819, Southern Agricultural Economics Association.
    10. Łukasz Dopierała & Magdalena Mosionek-Schweda & Daria Ilczuk, 2020. "Does the Asset Allocation Policy Affect the Performance of Climate-Themed Funds? Empirical Evidence from the Scandinavian Mutual Funds Market," Sustainability, MDPI, Open Access Journal, vol. 12(2), pages 1-23, January.
    11. Marie Briere & Ariane Szafarz, 2018. "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB 18-016, ULB -- Universite Libre de Bruxelles.
    12. Eiling, Esther & Gerard, Bruno & Hillion, Pierre & de Roon, Frans A., 2012. "International portfolio diversification: Currency, industry and country effects revisited," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1249-1278.
    13. José G. Dias & Sofia B. Ramos, 2015. "An Analysis of Industry Regimes Synchronization in the Eurozone," Journal of Common Market Studies, Wiley Blackwell, vol. 53(2), pages 255-273, March.
    14. Hakim, Idwan & Masih, Mansur, 2014. "Portfolio diversification strategy for Malaysia: International and sectoral perspectives," MPRA Paper 58909, University Library of Munich, Germany.
    15. Larsen, Ryan A. & Vedenov, Dmitry V. & Leatham, David J., 2009. "Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46763, Southern Agricultural Economics Association.
    16. Mark Fedenia & Sherrill Shaffer & Hilla Skiba, 2012. "Information immobility, industry concentration, and institutional investors' performance," CAMA Working Papers 2012-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    17. Larsen, Ryan A. & Leatham, David J. & Mjelde, James W. & Wolfley, Jared L., 2008. "Geographical Diversification: An Application of Copula Based CVaR," 2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri 119533, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.

  8. Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Moerman, Gerard A., 2008. "Diversification in euro area stock markets: Country versus industry," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1122-1134, November.

Articles

  1. Paul Ehling & Michael Gallmeyer & Sanjay Srivastava & Stathis Tompaidis & Chunyu Yang, 2018. "Portfolio Tax Trading with Carryover Losses," Management Science, INFORMS, vol. 64(9), pages 4156-4176, September.

    Cited by:

    1. D. Th. Vezeris & C. J. Schinas & Th. S. Kyrgos & V. A. Bizergianidou & I. P. Karkanis, 2020. "Optimization of Backtesting Techniques in Automated High Frequency Trading Systems Using the d-Backtest PS Method," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 975-1054, December.

  2. Paul Ehling & Alessandro Graniero & Christian Heyerdahl-Larsen, 2018. "Asset Prices and Portfolio Choice with Learning from Experience," Review of Economic Studies, Oxford University Press, vol. 85(3), pages 1752-1780.

    Cited by:

    1. Buss, Adrian & Uppal, Raman, 2017. "Financial Innovation and Asset Prices," CEPR Discussion Papers 12416, C.E.P.R. Discussion Papers.
    2. Stefan Nagel & Zhengyang Xu, 2019. "Asset Pricing with Fading Memory," NBER Working Papers 26255, National Bureau of Economic Research, Inc.
    3. Stavros Panageas, 2020. "The Implications of Heterogeneity and Inequality for Asset Pricing," NBER Working Papers 26974, National Bureau of Economic Research, Inc.
    4. Ulrike Malmendier & Leslie Sheng Shen, 2019. "Scarred Consumption," International Finance Discussion Papers 1259, Board of Governors of the Federal Reserve System (U.S.).
    5. Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2015. "Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets," CEPR Discussion Papers 10437, C.E.P.R. Discussion Papers.
    6. Nicolae B. Gârleanu & Stavros Panageas, 2020. "Heterogeneity and Asset Prices: A Different Approach," NBER Working Papers 26607, National Bureau of Economic Research, Inc.
    7. Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2016. "Investor Experiences and Financial Market Dynamics," Papers 1612.09553, arXiv.org, revised Feb 2019.
    8. Wang, Hailong & Hu, Duni, 2020. "Disagreement with procyclical beliefs and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    9. Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2018. "The Implications of Financial Innovation for Capital Markets and Household Welfare," CEPR Discussion Papers 13137, C.E.P.R. Discussion Papers.
    10. Christian Heyerdahl-Larsen & Philipp Illeditsch, 2018. "Demand Disagreement," 2018 Meeting Papers 607, Society for Economic Dynamics.
    11. Pei Kuang & Renbin Zhang & Tongbin Zhang, 2019. "New Tests of Expectation Formation with Applications to Asset Pricing Models," Discussion Papers 19-05, Department of Economics, University of Birmingham.
    12. Klishchuk, Bogdan, 2019. "Speculative Trade and Market Newcomers," Rationality and Competition Discussion Paper Series 175, CRC TRR 190 Rationality and Competition.
    13. Stefanie Schraeder, 2016. "Information Processing and Non-Bayesian Learning in Financial Markets," Review of Finance, European Finance Association, vol. 20(2), pages 823-853.

  3. Ehling, Paul & Gallmeyer, Michael & Heyerdahl-Larsen, Christian & Illeditsch, Philipp, 2018. "Disagreement about inflation and the yield curve," Journal of Financial Economics, Elsevier, vol. 127(3), pages 459-484.
    See citations under working paper version above.
  4. Paul Ehling & Christian Heyerdahl-Larsen, 2017. "Correlations," Management Science, INFORMS, vol. 63(6), pages 1919-1937, June.
    See citations under working paper version above.
  5. Ehling, Paul & Heyerdahl-Larsen, Christian, 2015. "Complete and incomplete financial markets in multi-good economies," Journal of Economic Theory, Elsevier, vol. 160(C), pages 438-462.

    Cited by:

    1. Paul Ehling & Christian Heyerdahl-Larsen, 2017. "Correlations," Management Science, INFORMS, vol. 63(6), pages 1919-1937, June.
    2. Patrick Beissner & Frank Riedel, 2018. "Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty," Finance and Stochastics, Springer, vol. 22(3), pages 603-620, July.
    3. Curatola, Giuliano & Dergunov, Ilya, 2017. "International capital markets with time-varying preferences," SAFE Working Paper Series 176, Leibniz Institute for Financial Research SAFE.

  6. Aunon-Nerin, Daniel & Ehling, Paul, 2008. "Why firms purchase property insurance," Journal of Financial Economics, Elsevier, vol. 90(3), pages 298-312, December.
    See citations under working paper version above.
  7. Ehling, Paul & Ramos, Sofia B., 2006. "Geographic versus industry diversification: Constraints matter," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 396-416, October.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2005-04-16 2014-07-21
  2. NEP-BEC: Business Economics (1) 2014-07-21
  3. NEP-CFN: Corporate Finance (1) 2014-07-21
  4. NEP-GEO: Economic Geography (1) 2005-04-16
  5. NEP-MAC: Macroeconomics (1) 2015-12-01
  6. NEP-SBM: Small Business Management (1) 2014-07-21
  7. NEP-URE: Urban & Real Estate Economics (1) 2005-04-16

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Paul Ehling should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.