Financial Economics Research Projects

Research projects in the Financial Economics Programme include:

The Over-the-Counter Derivatives Market

FE Research Affiliate Pierre-Olivier Weill and Andrea L. Eisfeldt are carrying out a study of "Liquidity and Fragility in over-the-Counter Derivatives Market",  funded by the Fondation Banque de France.

Sticky Prices

Research Fellow Francesco Lippi, Fernando Alvarez and Hervé Le Bihan are carrying out a study of "Micro Origins and Macro Effects of Sticky Prices", funded by the Fondation Banque de France

Interbank Liquidity

FE Research Affiliate Christian Julliard is carrying out a study of "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity", funded by  the Fondation Banque de France