Organisation : Département Finance

  • Events

    Hope and Anger: an experiment on inequality and antisocial behavior

    En savoir plus
  • Events

    Partisan Professionals: Evidence from Credit Rating Analysts

    En savoir plus
  • Events

    Dynamic Information Acquisition and Entry into New Markets

    We model dynamic information acquisition and entry by a strategic trader into a new trading opportunity. Instead of restricting the trader to make her choices before the market opens, we allow her to optimally choose when to enter in response to public news. We show that there exists a unique equilibrium in which optimal entry…

    En savoir plus
  • Events

    Affordable Housing and City Welfare

    Housing affordability has become the main policy challenge for most large citiesin the world. Key policy levers are zoning, rent control, housing vouchers, and taxcredits. We build a new dynamic stochastic spatial equilibrium model to evaluate theeffect of these policies on house prices, rents, residential construction, labor supply,output, income and wealth inequality, as well as…

    En savoir plus
  • Events

    Risk-Adjusted Capital Allocation and Misallocation

    En savoir plus
  • Events

    The Time Variation in Risk Appetite and Uncertainty

    Abstract We develop new measures of time-varying risk aversion and economic uncertainty that can be calculated from observable financial information at high frequencies. Our approach has four important elements. First, we formulate a dynamic no-arbitrage asset pricing model that consistently prices all assets under assumptions regarding the joint dynamics among asset-specific cash ow dynamics, macroeconomic fundamentals…

    En savoir plus
  • Events

    Financial Restructuring and Resolution of Banks

    En savoir plus
  • Events

    CANCELLED – Forest Behind the Trees

    This event has been cancelled and should be rescheduled in 2019. 

    En savoir plus
  • Events

    Household Debt Revaluation and the Real Economy: Evidence from a Foreign Currency Debt Crisis

    En savoir plus
  • Events

    Identifying Price Infomativeness

    AbstractWe show that outcomes (parameter estimates and R-squareds) of regressions of prices on fundamentals allow usto recover exact measures of the ability of asset prices to aggregate dispersed information. Formally, we show how torecover absolute and relative price informativeness in dynamic environments with rich heterogeneity across investors(regarding signals, private trading needs, or preferences), minimal distributional…

    En savoir plus