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 DP16029 The Distribution of Investor Beliefs, Stock Ownership and Stock Returns Gikas Hardouvelis Georgios Karalas Dimitri Vayanos 12 Apr 2021 Financial Economics G10 G11 G12 G23
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 DP11537 ESBies: Safety in the Tranches Dimitri Vayanos Markus Brunnermeier Sam Langfield Marco Pagano Stijn Van Nieuwerburgh 26 Sep 2016 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E5 F3 G1 G2 H6
Discussion paper DP11334 The Analytics of the Greek Crisis Dimitri Vayanos Pierre-Olivier Gourinchas Thomas Philippon 16 Jun 2016 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E2 E3 E5 E6 F3 F4
Discussion paper DP11317 The Sovereign-Bank Diabolic Loop and ESBies Dimitri Vayanos Markus Brunnermeier Marco Pagano David Thesmar Luis Garicano Philip Lane Tano Santos Stijn Van Nieuwerburgh 7 Jun 2016 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations Public Economics G18 G21 G28 H63
Discussion paper DP11005 Forward Guidance in the Yield Curve: Short Rates versus Bond Supply Dimitri Vayanos Robin Greenwood 20 Dec 2015 Financial Economics Monetary Economics and Fluctuations E43 E52 G12 H63
Discussion paper DP10629 Financial Markets where Traders Neglect the Informational Content of Prices Dimitri Vayanos Matthew Rabin Erik Eyster 31 May 2015 Financial Economics D53 D84 G02 G11 G12 G14
Report Monitoring the Euro Zone MEZ 1: A New Start for the Eurozone: Dealing with Debt Giancarlo Corsetti Lars Feld Philip Lane Lucrezia Reichlin Hélène Rey Dimitri Vayanos Beatrice Weder di Mauro 15 Apr 2015
Discussion paper DP10436 The Dynamics of Financially Constrained Arbitrage Denis Gromb Dimitri Vayanos 22 Feb 2015 Financial Economics D52 D53 G01 G11 G12 G14 G23
Discussion paper DP10152 Asset Management Contracts and Equilibrium Prices Dimitri Vayanos Paul Woolley 21 Sep 2014 Financial Economics D86 G12 G14 G18 G23
Discussion paper DP9885 Liquidity Risk and the Dynamics of Arbitrage Capital Dimitri Vayanos Péter Kondor 16 Mar 2014 Financial Economics D53 G01 G11 G12