Discussion paper DP19582 Is the Bond Market Competitive? Evidence from the ECB's Asset Purchase Program Johannes Breckenfelder Pierre Collin-Dufresne Stefano Corradin 12 Oct 2024 Asset Pricing G1 G18 D44
Discussion paper DP19581 Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands Pierre Collin-Dufresne Kent Daniel Mehmet Saglam 12 Oct 2024 Asset Pricing D53 G11 G12
Discussion paper DP19580 Pricing of Risk in Credit and Equity Index Options - A Role for Option Order Flow? Pierre Collin-Dufresne Anders Trolle 12 Oct 2024 Asset Pricing G12 G13
Discussion paper DP19427 Admissible Surplus Dynamics and the Government Debt Puzzle Pierre Collin-Dufresne Julien Hugonnier Elena Perazzi 4 Sep 2024 Macroeconomics and Growth Asset Pricing E44 E62 G12 H6
Discussion paper DP12737 Liquidity Regimes and Optimal Dynamic Asset Allocation Pierre Collin-Dufresne Kent Daniel Mehmet Saglam 19 Feb 2018 Financial Economics D53 G11 G12
Discussion paper DP12372 Activism, Strategic Trading, and Liquidity Pierre Collin-Dufresne Vyacheslav Fos Tao Li Alexander Ljungqvist 13 Oct 2017 Financial Economics G14 G34
Discussion paper DP11843 Activism, Strategic Trading, and Liquidity Pierre Collin-Dufresne Vyacheslav Fos Tao Li Alexander Ljungqvist 11 Feb 2017 Financial Economics