Discussion paper DP6647 The Role of Portfolio Constraints in the International Propagation of Shocks Roberto Rigobon Anna Pavlova 18 Jan 2008 Financial Economics International Macroeconomics F31 F36 G12 G15
Discussion paper DP6648 Higher Order Expectations in Asset Pricing Philippe Bacchetta Eric van Wincoop 18 Jan 2008 Financial Economics International Macroeconomics D8 G0 G1
Discussion paper DP6566 Duality in Mean-Variance Frontiers with Conditioning Information Enrique Sentana Francisco PeƱaranda 16 Nov 2007 Financial Economics G11 G12
Discussion paper DP6223 Asset Pricing with Adaptive Learning Chryssi Giannitsarou Eva Carceles-Poveda 23 Apr 2007 Financial Economics International Macroeconomics D83 D84 G12
Discussion paper DP5965 A Search-Based Theory of the On-the-Run Phenomenon Dimitri Vayanos Pierre-Olivier Weill 26 Nov 2006 Financial Economics D8 G1
Discussion paper DP5804 Multiplicity in General Financial Equilibrium with Portfolio Constraints Suleyman Basak Anna Pavlova David Cass Juan Manuel Licari 30 Aug 2006 Financial Economics D52 G12
Discussion paper DP5491 Valuation in Over-the-Counter Markets Darrell Duffie Lasse Heje Pedersen Nicolae Bogdan Garleanu 20 Feb 2006 Financial Economics G12
Discussion paper DP5159 International Equity Flows and Returns: A Quantitative Equilibrium Approach Martin Schneider Rui Albuquerque Gregory Bauer 23 Aug 2005 Financial Economics International Macroeconomics F30 G12 G14 G15
Discussion paper DP5180 Insider Trading in Credit Derivatives Viral Acharya Tim Johnson 23 Aug 2005 Financial Economics D8 G12 G13 G14 G20
Discussion paper DP5117 Wealth Transfers, Contagion and Portfolio Constraints Roberto Rigobon Anna Pavlova 23 Jul 2005 Financial Economics International Macroeconomics F31 F36 G12 G15
Discussion paper DP4955 Agency Conflicts, Investment and Asset Pricing Rui Albuquerque Neng Wang 23 Mar 2005 Financial Economics G12 G31 G32 G34