Discussion paper DP9524 The Dynamic Properties of Financial-Market Equilibrium with Trading Fees Bernard Dumas Adrian Buss 23 Jun 2013 Financial Economics G10 G12
Discussion paper DP9472 Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective Lucio Sarno Maik Schmeling 12 May 2013 International Macroeconomics F31 G10
Discussion paper DP9465 Structured Debt Ratings: Evidence on Conflicts of Interest Harald Hau Matthias Efing 5 May 2013 Financial Economics G01 G10 G24
Discussion paper DP9283 The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World Roger Farmer Carine Nourry Alain Venditti 13 Jan 2013 Financial Economics International Macroeconomics E32 E44 G10 G12 G14
Discussion paper DP9022 The Wealth-Consumption Ratio Adrien Verdelhan Stijn Van Nieuwerburgh Hanno Lustig 24 Jun 2012 Financial Economics E21 G10 G12
Discussion paper DP8812 The Scapegoat Theory of Exchange Rates: The First Tests Lucio Sarno Marcel Fratzscher Gabriele Zinna 1 Feb 2012 International Macroeconomics F31 G10
Discussion paper DP8765 Internalization, Clearing and Settlement, and Liquidity Hans Degryse 1 Jan 2012 Financial Economics G10 G15
Discussion paper DP8630 The impact of dark trading and visible fragmentation on market quality Frank de Jong Hans Degryse Vincent van Kervel 1 Nov 2011 Financial Economics G10 G14 G15
Discussion paper DP8503 Properties of Foreign Exchange Risk Premiums Lucio Sarno Paul Schneider Christian Wagner 1 Aug 2011 Financial Economics International Macroeconomics E43 F31 G10
Discussion paper DP8456 CDS Auctions Igor Makarov Mikhail Chernov Alexander Gorbenko 1 Jun 2011 Financial Economics D44 G10 G13
Discussion paper DP8332 Systemic Risk and Network Formation in the Interbank Market Yves Zenou Eleonora Patacchini Ethan Cohen-Cole 1 Apr 2011 Financial Economics C21 G10
Discussion paper DP8350 Learning from Prices, Liquidity Spillovers, and Market Segmentation Thierry Foucault Giovanni Cespa 1 Apr 2011 Financial Economics G10 G12 G14