Discussion paper DP13873 Correlation Risk, Strings and Asset Prices Antonio Mele Walter Distaso Grigory Vilkov 19 Jul 2019 Financial Economics G11 G12 G13 G17
Discussion paper DP13857 Sentiment and Speculation in a Market with Heterogeneous Beliefs Ian Martin 13 Jul 2019 Financial Economics Monetary Economics and Fluctuations G11 G12 G13 G02 E44
Discussion paper DP13708 Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences Stan Olijslagers Sweder van Wijnbergen 1 May 2019 Financial Economics Q51 Q54 G12 G13
Discussion paper DP12760 Expected Correlation and Future Market Returns Adrian Buss Grigory Vilkov Lorenzo Schönleber 19 Dec 2018 Financial Economics G11 G12 G13 G17
Discussion paper DP13371 What Option Prices tell us about the ECB's Unconventional Monetary Policies Stan Olijslagers Annelie Petersen Nander de Vette Sweder van Wijnbergen 6 Dec 2018 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E44 E52 E58 E65 G12 G13 G14
Discussion paper DP13192 Variation margins, fire sales, and information-constrained optimality Bruno Biais Florian Heider Marie Hoerova 19 Sep 2018 Financial Economics G18 D62 G13 D82
Discussion paper DP13182 An Intermediation-Based Model of Exchange Rates Semyon Malamud Andreas Schrimpf 16 Sep 2018 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E44 E52 F31 F33 G13 G15 G23
Discussion paper DP13029 Option Prices and Costly Short-Selling Suleyman Basak Adem Atmaz 2 Jul 2018 Financial Economics G12 G13 G23
Discussion paper DP12883 Options and the Gamma Knife Ian Martin 20 Apr 2018 Financial Economics G10 G12 G13
Discussion paper DP12869 Accounting Noise and the Pricing of Cocos Sweder van Wijnbergen 14 Apr 2018 Financial Economics G12 G13 G18 G21 G28 G32
Discussion paper DP12665 Generalized Recovery Lasse Heje Pedersen David Lando 29 Jan 2018 Financial Economics G00 G1 G12 G13 G17
Discussion paper DP12588 Optimal Short-Termism Dirk Hackbarth Alejandro Rivera Tak-Yuen Wong 13 Jan 2018 Financial Economics D86 G13 G32 G33 J33