Proceedings from Conference "Asset pricing models in the aftermath of the financial crisis" | E-Axes

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Proceedings from Conference "Asset pricing models in the aftermath of the financial crisis"

  • Dynamic Correlations, Estimation Risk, and Portfolio Management during the Financial Crisis

         Luis Garcıa-Alvarez, Richard Luger
            CEMFI-Georgia State University  

         (Download paper here)


  • Pricing Two Trees when Mildew Infests the Orchard: How Does Contagion A ect General Equilibrium Asset Prices?

          Nicole Branger, Holger Kraft, Christoph Meinerding
          Westfalische Wilhelms-Universitat Munster-Goethe University-Westfalische Wilhelms-Universitat Munster

          (Download paper here)


  • Macroeconomic Uncertainty, Difference in Beliefs, and Bond Risk Premia

           Andrea Buraschi, Paul Whelan
           Imperial College London

           (Download paper here)


  • Credit and liquidity risks in euro-area sovereign yield curves

          Alain Monfort, Jean-Paul Renne
          Banque de France and Maastricht University–Banque de France

          (Download paper here )


  • A measure of liquidity risk in a sovereign debt market

          Emma Berenguer, Ricardo Gimeno, Juan M. Nave
          Universidad Pablo de Olavide-Banco de España-Universidad Castilla la Mancha

          (Download paper here)


  • The Cross-Section of Credit Risk Premia and Equity Returns

          Nils Friewald, Christian Wagner, Josef Zechner
          Institute for Finance, Banking and Insurance; WU Vienna

          (Download paper here )


  • Dynamic Present Values and the Intertemporal CAPM

          Bjrn Eraker, Wenyu Wang
          Wisconsin School of Business

          (Download paper here)


  • A Closed-form Solution for Outperfomance Options with Stochastic Correlation and Stochastic Volatility

          Jacinto Marabel Romo
          University of Alcalá

          (Download paper here )


  • Are CDS Auctions Biased?

          Songzi Du, Haoxiang Zhu          
          Stanford University

          (Download paper here)


  • Student and Teacher Attendance: The Role of Shared Goods in Reducing Absenteeism

          Ritwik Banerjee, Elizabeth King, Peter Orazem
          Aarhus University-World Bank-University of Iowa

          (Download paper here )


  • The Dynamics of Marriage and Divorce

          Gustaf Bruze, Michael Svarer,Yoram Weissa
          Aarhus University-Tel Aviv University

          (Download paper here)


  • Entrepreneurs, Managers and Inequality

          Sang Yoon (Tim) Lee
          University of Wisconsin-Madison

          (Download paper here )

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