What Happened to the Quants in August 2007? Amir Khandani and
Andrew W. Lo
Massachusetts Institute of Technology (MIT)
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: September 21, 2007 Last Revised: January 17, 2008
Working Paper Series 12973 downloads
Forecasting Volatility Louis H. Ederington and
Wei Guan
University of Oklahoma - Division of Finance
and
University of South Florida St. Petersburg
Date Posted: July 13, 1999
Working Paper Series 8486 downloads
An Alternative Three-Factor Model Long Chen
,
Robert Novy-Marx
and
Lu Zhang
Cheung Kong Graduate School of Business
,
University of Rochester - Simon Graduate School of Business
and
Ohio State University - Fisher College of Business
Date Posted: May 19, 2010 Last Revised: June 09, 2011
Working Paper Series 5928 downloads
The Norway Model David Chambers
,
Elroy Dimson and
Antti S. Ilmanen
University of Cambridge - Judge Business School, Department of Finance & Accounting
,
London Business School
and
AQR Capital Management (Europe) LLP
Date Posted: October 04, 2011 Last Revised: September 11, 2012
Working Paper Series 4396 downloads
Systemic Risk: A Survey ECB Working Paper No. 35 Olivier de Bandt and
Philipp Hartmann
Banque de France - Economic Study and Research Division
and
European Central Bank (ECB)
Date Posted: March 13, 2001
Working Paper Series 3645 downloads
The Determinants of Stock and Bond Return Comovements The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper Lieven Baele
,
Geert Bekaert and
Koen Inghelbrecht
Tilburg University - Department of Finance
,
Columbia Business School - Finance and Economics
and
University College of Ghent - Department of Finance
Date Posted: October 05, 2010
Accepted Paper Series 2787 downloads
Risk Assessment for Banking Systems 14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437 Helmut Elsinger ,
Alfred Lehar and
Martin Summer
Austrian National Bank - Economic Studies Division
,
University of Calgary - Haskayne School of Business
and
Oesterreichische Nationalbank (OeNB)
Date Posted: August 25, 2004
Working Paper Series 2783 downloads
Liquidity and Financial Market Runs Yale ICF Working Paper No. 02-11; AFA 2003 Washington, DC Meetings Antonio E. Bernardo and
Ivo Welch
University of California, Los Angeles (UCLA) - Finance Area
and
University of California, Los Angeles (UCLA)
Date Posted: July 15, 2003
Working Paper Series 2595 downloads
Modeling Term Structures of Swap Spreads Yale ICF Working Paper No. 00-16; Yale SOM Working Paper No. ICF - 00-16 Hua He
Yale University - School of Management
Date Posted: August 24, 2000
Working Paper Series 2580 downloads
The State of Macro MIT Department of Economics Working Paper No. 08-12 Olivier J. Blanchard
Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: August 20, 2008 Last Revised: August 26, 2008
Working Paper Series 2503 downloads
Equity Premia Around the World Elroy Dimson ,
Paul Marsh and
Mike Staunton
London Business School
,
London Business School - Institute of Finance and Accounting
and
London Business School - Institute of Finance and Accounting
Date Posted: October 08, 2011 Last Revised: September 10, 2012
Working Paper Series 2220 downloads
Liquidity and Leverage FRB of New York Staff Report No. 328 Tobias Adrian
and
Hyun Song Shin
Federal Reserve Bank of New York
and
Princeton University - Department of Economics
Date Posted: June 04, 2008 Last Revised: November 11, 2010
Working Paper Series 2187 downloads
Synthetic Commodity Money George Selgin
University of Georgia
Date Posted: February 06, 2012 Last Revised: April 21, 2013
Working Paper Series 2137 downloads
