1

Financial contagion risk and the stochastic discount factor

Year:
2017
Language:
english
File:
PDF, 1.92 MB
english, 2017
3

Jumps, Cojumps, and Efficiency in the Spot Foreign Exchange Market

Year:
2017
Language:
english
File:
PDF, 2.18 MB
english, 2017
4

Pricing errors and the geography of trade in the foreign exchange market

Year:
2015
Language:
english
File:
PDF, 777 KB
english, 2015
7

Financial Contagion and Bank Characteristics

Year:
2019
Language:
english
File:
PDF, 1.34 MB
english, 2019
9

Order Flows, Differential Risk Premiums, and the UIP Puzzle

Year:
2017
Language:
english
File:
PDF, 829 KB
english, 2017
11

ETF Premiums and Liquidity Segmentation

Year:
2018
Language:
english
File:
PDF, 915 KB
english, 2018
13

Ambiguity Aversion and Asset Price Dynamics

Year:
2016
Language:
english
File:
PDF, 2.70 MB
english, 2016
14

Financial Contagion Risk and the Stochastic Discount Factor

Year:
2014
Language:
english
File:
PDF, 3.10 MB
english, 2014