Discussion paper DP17119 A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers Pierre-Olivier Gourinchas Walker Ray Dimitri Vayanos 18 Mar 2022 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E43 F41 G15
Discussion paper DP15563 Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing Hao Jiang Dimitri Vayanos Lu Zheng 16 Dec 2020 Financial Economics G10 G11 G12 G23
Discussion paper DP14419 Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities Leonardo Gambacorta Sergio Mayordomo Jose-Maria Serena Garralda 18 Feb 2020 Financial Economics E44 F3 F55 G12 G15 G23 G28 G32
Discussion paper DP13689 Market Frictions, Arbitrage, and the Capitalization of Amenities Amine Ouazad Romain Rancière 23 Apr 2019 Financial Economics International Trade and Regional Economics G12 G21 R21 R3 R31
Discussion paper DP13645 What Constrains Liquidity Provision? Evidence From Hedge Fund Trades Francesco Franzoni Alberto Plazzi Efe Cotelioglu 2 Apr 2019 Financial Economics G20 G23
Discussion paper DP9842 International Liquidity and Exchange Rate Dynamics Xavier Gabaix Matteo Maggiori 16 Feb 2014 Financial Economics International Macroeconomics E42 E44 F31 F32 F41 F42 G11 G15 G20
VoxEU Column The “limits of arbitrage” agenda Dimitri Vayanos Denis Gromb 10 Apr 2010 Financial Markets International Finance
Discussion paper DP7738 Limits of Arbitrage: The State of the Theory Denis Gromb Dimitri Vayanos 14 Mar 2010 Financial Economics D6 D8 G1 G2
Discussion paper DP6117 Slow Moving Capital Lasse Heje Pedersen Mark Mitchell Todd Pulvino 14 Feb 2007 Financial Economics G1 G12 G14
Discussion paper DP4829 Limits of Arbitrage and Corporate Financial Policy Massimo Massa Urs Peyer Zhenxu Tong 23 Jan 2005 Financial Economics G30 G31 G32
Discussion paper DP4862 Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change Massimo Massa Harald Hau Joel PERESS 23 Jan 2005 International Macroeconomics F31 G12 G24
