Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing -- by...
Incentive problems make assets imperfectly pledgeable. Introducing these problems in an otherwise canonical general equilibrium model yields a rich set of implications. Asset markets are endogenously...
View ArticleECB Policies Involving Government Bond Purchases: Impact and Channels -- by...
We evaluate the effects of three ECB policies (the Securities Markets Programme, the Outright Monetary Transactions, and the Long-Term Refinancing Operations) on government bond yields. We use a novel...
View ArticleFinancial Crises and Lending of Last Resort in Open Economies -- by Luigi...
We study financial panics in a small open economy with floating exchange rates. In our model, bank runs trigger a decline in domestic wealth and a currency depreciation. Runs are more likely when banks...
View ArticleNudging: A Very Short Guide by Cass R. Sunstein :: SSRN
Nudging: a very short guide.https://t.co/nZoEFf6aGt â Cass Sunstein (@CassSunstein) November 6, 2017
View ArticleBubble Value at Risk: A Countercyclical Risk Management Approach, Revised...
Bubble Value at Risk: A Countercyclical Risk Management Approach, Revised Edition @wiley_finance https://t.co/mtBiPHNboD â moneyscience (@moneyscience)â¦
View ArticleMost EU firms plan retreat from UK suppliers - CIPS
63% of non-British European companies expect to move some of their supply chain out of Britain, up from 44% in May https://t.co/5ipW1KLjIP â Pawel Swidlickiâ¦
View ArticleOpinion of Chairman J. Christopher Giancarlo
Opinion of Chairman J. Christopher Giancarlo An EU Plan to Invade U.S. Markets
View ArticleShould You Take a Vote at the Start of Meetings?
David Marquet has written an interesting article for Forbes this week regarding decision-making processes. He begins with a statement of the problem that many organizations must address: "It's not that...
View ArticleCFTC Commissioner Quintenz Names Margo Bailey Special Counsel
Commodity Futures Trading Commission (CFTC) Commissioner Brian Quintenz announced today that Margo Bailey will serve as his Special Counsel.
View ArticleWeekly Top 5 Papers â November 6th, 2017
1. Private Benefits in Public Offerings: Tax Receivable Agreements in IPOs by Gladriel Shobe (Brigham Young University – J. Reuben Clark Law School)read more...
View ArticleCFTC Orders Cargill, Inc. to Pay a $10 Mln Penalty for Providing Inaccurate...
The Commodity Futures Trading Commission (CFTC) today announced the filing and simultaneous settlement of charges against Cargill, Inc., of Minnesota, for providing mid-market marks that concealed from...
View ArticleOptimal investment-consumption and life insurance selection problem under...
We discuss an optimal investment, consumption and insurance problem of a wage earner under inflation. Assume a wage earner investing in a real money account and three asset prices, namely: a real zero...
View ArticleCash Accumulation Strategy based on Optimal Replication of Random Claims with...
This paper presents a numerical model to solve the problem of cash accumulation strategies for products with an unknown future price, like assets. Stock prices are modeled by a discretized Wiener...
View ArticleManaging Biotechnology: From Science to Market in the Digital Age
A comprehensive overview of the new business context for biopharma companies, featuring numerous case studies and state-of-the-art marketing models read more...
View ArticleThe Dangers of Benchmarking
Freek Vermeulen of the London Business School recently penned an insightful blog post titled "Don't Be Fooled By Success." He explains three key downsides associated with benchmarking the top firms...
View ArticleCFTCâs Division of Clearing and Risk Provides No-Action Relief for...
The Commodity Futures Trading Commissionâs (Commission) Division of Clearing and Risk (DCR) today provided no-action relief for three international financial institutions from the swap clearing...
View ArticleDis-embedded Openness: Inequalities in European Economic Integration at the...
The process of European integration resulted in a marked increase in transnational economic flows, yet regional inequalities along many developmental indicators remain. We analyze the unevenness of...
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Enhance Oil and Gas Exploration with Data-Driven Geophysical and...
Enhance Oil & Gas Exploration with Data-Driven Geophysical and Petrophysical Models demonstrates a new approach to geophysics and petrophysics data analysis using the latest methods drawn from Big...
View ArticleDesigning Brand Identity: An Essential Guide for the Whole Branding Team, 5th...
Whether you're the project manager for your company's rebrand, or you need to educate your staff or your students about brand fundamentals, Designing Brand Identity is the quintessential resource. From...
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