Discussion paper DP9349 Skewness Risk Premium: Theory and Empirical Evidence Christian Wolff Thorsten Lehnert 17 Feb 2013 Financial Economics C15 G12
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 DP9120 Asset Prices and Institutional Investors Suleyman Basak Anna Pavlova 2 Sep 2012 Financial Economics G12 G18 G29
Discussion paper DP8651 Sovereign CDS and Bond Pricing Dynamics in the Euro-area Richard Portes Giorgia Palladini 1 Nov 2011 International Macroeconomics F34 G12 G15
Discussion paper DP8514 Asset Pricing under Rational Learning about Rare Disasters Volker Wieland Christos Koulovatianos 1 Aug 2011 International Macroeconomics C11 C61 D81 D83 D91 E21 G11
Discussion paper DP8268 Variance risk, financial intermediation, and the cross-section of expected option returns Alexandre Ziegler Norman Schürhoff 21 Feb 2011 Financial Economics G12 G13 G24
Discussion paper DP8218 International Macro-Finance Roberto Rigobon Anna Pavlova 24 Jan 2011 Financial Economics International Macroeconomics F31 F36 G12 G15
Discussion paper DP8201 Credit Risk and Disaster Risk Francois Gourio 17 Jan 2011 Financial Economics International Macroeconomics E32 E44 G12
Discussion paper DP8000 Two Monetary Tools: Interest Rates and Haircuts Lasse Heje Pedersen Adam Ashcraft Nicolae Bogdan Garleanu 23 Sep 2010 Financial Economics International Macroeconomics E32 E44 E5 G01 G12
Discussion paper DP7842 Spatial Asset Pricing: A First Step François Ortalo-Magné Andrea Prat 24 May 2010 Financial Economics G10
VoxEU Column Capital market theory after the efficient market hypothesis Paul Woolley Dimitri Vayanos 5 Oct 2009 Financial Markets
Discussion paper DP7436 When Everyone Runs for the Exit Lasse Heje Pedersen 23 Aug 2009 Financial Economics International Macroeconomics E2 E44 E52 G1 G11 G12 G2