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Trading and rational security pricing bubbles
URL des Documents de travail : https://centredeconomiesorbonne.univ-paris1.fr/document-de-travail-du-ces/ -
Limit theorems for long memory stochastic volatility models with infinite var...
Advances in Applied Probability, 44(4), 1113-1141, 2012 -
The Lion's Share. What's behind China's economic slowdown
Following the global crisis, the stimulus package of 2009-2010, with its huge expansion of credit, marked the end of " Cheap China ", with the underpricing of labor,... -
Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage
Explicit deposit insurance is a crucial ingredient of modern financial safety nets. This paper investigates the effect of deposit insurance adoption on individual bank...
