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Microeconomics: General Equilibrium & Disequilibrium Models eJournal

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Viewing: 1 - 50 of 1,945 papers

1.

High Frequency Trading and the New-Market Makers

Journal of Financial Markets, Vol. 16, 2013
Number of pages: 49 Posted: 10 Dec 2010 Last Revised: 31 Dec 2013
Accepted Paper Series
VU University Amsterdam
Downloads 9,722
2.

Optimal Insurance Under Adverse Selection and Ambiguity Aversion

Number of pages: 25 Posted: 31 Dec 2010 Last Revised: 16 Mar 2014
Working Paper Series
University of Warwick - Finance Group and University of Warwick, Warwick Business School

Multiple version iconThere are 2 versions of this paper

Downloads 5,008
3.

Dynamical Models of Market Impact and Algorithms for Order Execution

HANDBOOK ON SYSTEMIC RISK, Jean-Pierre Fouque, Joseph A. Langsam, eds., pp. 579-599, Cambridge, 2013
Number of pages: 23 Posted: 05 Apr 2012 Last Revised: 04 Sep 2013
Accepted Paper Series
CUNY Baruch College and University of Mannheim
Downloads 2,609
4.

Closed Form Solutions in Economics

Number of pages: 509 Posted: 15 Nov 2013 Last Revised: 15 Nov 2014
Working Paper Series
CUNY Baruch College
Downloads 2,379
5.

Consumer Contracts: Behavioral Economics vs. Neoclassical Economics

NYU Law and Economics Research Paper No. 07-17, Minnesota Law Review, Vol. 92, 2007-2008
Number of pages: 62 Posted: 25 Apr 2007
Accepted Paper Series
Harvard Law School and New York University School of Law
Downloads 2,111
6.

Financial Factors in Economic Fluctuations

ECB Working Paper No. 1192
Number of pages: 133 Posted: 26 May 2010
Working Paper Series
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,508
7.

The Average-Marginal Relationship and Tractable Equilibrium Forms

Number of pages: 55 Posted: 30 Dec 2012 Last Revised: 27 Oct 2016
Working Paper Series
University of Tokyo - Graduate School of Economics and Microsoft Research
Downloads 1,440
8.

Peer-to-Peer Product Sharing: Implications for Ownership, Usage and Social Welfare in the Sharing Economy

Number of pages: 74 Posted: 06 Oct 2015
Working Paper Series
University of Minnesota - Industrial & System Engineering, University of Minnesota - Industrial & System Engineering, University of Minnesota - Industrial & System Engineering and Singapore University of Technology and Design (SUTD)
Downloads 1,435
9.

Quasi Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods

Number of pages: 36 Posted: 24 Jan 2010 Last Revised: 06 Aug 2012
Working Paper Series
Princeton University - Bendheim Center for Finance, Princeton University - Bendheim Center for Finance and University of Chicago - Booth School of Business
Downloads 1,353
10.

Financial Investors and Commodity Markets

BIS Quarterly Review, March 2007
Number of pages: 15 Posted: 21 Jun 2012
Accepted Paper Series
Bank for International Settlements (BIS) and Reserve Bank of Australia - Economic Research
Downloads 1,212
11.

Contingent Capital with a Capital-Ratio Trigger

Number of pages: 34 Posted: 01 Sep 2010
Working Paper Series
Columbia Business School and Columbia University
Downloads 1,193
12.

The Great Recession: Lessons from Microeconomic Data

Number of pages: 12 Posted: 17 Jun 2010
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 1,124
13.

The Hot-Hand Fallacy: Cognitive Mistakes or Equilibrium Adjustments? Evidence from Major League Baseball

Management Science (Forthcoming)
Number of pages: 64 Posted: 24 Nov 2013 Last Revised: 19 May 2017
Accepted Paper Series
University of California, Berkeley - Haas School of Business and Stanford Graduate School of Business
Downloads 976
14.

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

PIER Working Paper No. 10-011
Number of pages: 50 Posted: 15 Mar 2010 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, New York University (NYU) - Department of Finance and Federal Reserve Bank of Atlanta - Research Department

Multiple version iconThere are 3 versions of this paper

Downloads 912
15.

Climbing and Falling Off the Ladder: Asset Pricing Implications of Labor Market Event Risk

Number of pages: 105 Posted: 26 Jul 2014 Last Revised: 15 Mar 2016
Working Paper Series
University of Chicago - Department of Economics
Downloads 784
16.

A Theory of Technical Trading Using Moving Averages

Number of pages: 45 Posted: 17 Sep 2013 Last Revised: 23 Mar 2014
Working Paper Series
Washington University in St. Louis - Olin School of Business and Tsinghua University - School of Economics & Management
Downloads 743
17.

Asymmetric Adjustments in the Ethanol and Grains Markets

Number of pages: 39 Posted: 21 Dec 2010
Working Paper Series
National Chung Hsing University - Department of Applied Economics, Department of Finance, California State University, Los Angeles - College of Business & Economics, Montpellier Business School and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 731
18.

Efficiency in the Life Insurance Industry: What are the Efficiency Gains from Bancassurance?

EMFI Working Paper No. 2 - 2010
Number of pages: 34 Posted: 02 Apr 2010
Working Paper Series
University of Rome III - Department of Business Studies and University of Roma Tre, Department of Business Studies
Downloads 665
19.

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 08 Jun 2014 Last Revised: 26 Nov 2016
Working Paper Series
London School of Economics and Political Science, London School of Economics & Political Science (LSE) - Department of Finance and School of Economics and Finance, Queen Mary University of London
Downloads 611
20.

Accounting to Acceptability: With Applications to the Pricing of Ones Own Credit Risk

Robert H. Smith School Research Paper No. RHS 06-113
Number of pages: 20 Posted: 28 Jan 2010 Last Revised: 03 May 2010
Working Paper Series
University of Freiburg, University of Vienna - Faculty of Business, Economics, and Statistics and University of Maryland - Robert H. Smith School of Business
Downloads 594
21.

Equilibrium Existence and Approximation for Incomplete Market Models with Substantial Heterogeneity

Number of pages: 46 Posted: 08 Jun 2011 Last Revised: 28 Jan 2013
Working Paper Series
Federal Reserve Bank of San Francisco and Stanford University - The Hoover Institution on War, Revolution and Peace

Multiple version iconThere are 2 versions of this paper

Downloads 569
22.

Haircut Dynamics

Number of pages: 42 Posted: 15 Aug 2010 Last Revised: 08 Oct 2012
Working Paper Series
University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 569
23.

Price Manipulation in a Market Impact Model with Dark Pool

Number of pages: 28 Posted: 19 Mar 2011 Last Revised: 19 Jul 2017
Working Paper Series
University of Mannheim, University of Mannheim and Cornell University - School of Operations Research and Industrial Engineering
Downloads 567
24.

Macro-Prudential Policy and the Conduct of Monetary Policy

Banque de France Working Paper No. 390
Number of pages: 34 Posted: 20 Aug 2012
Working Paper Series
Banque de France, Banque de France and affiliation not provided to SSRN
Downloads 555
25.

International Asset Pricing with Recursive Preferences

Journal of Finance, Volume 68, Issue 6, December 2013
Number of pages: 53 Posted: 23 Jul 2010 Last Revised: 10 Mar 2017
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 2 versions of this paper

Downloads 542
26.

Endogenous Disasters and Asset Prices

Charles A. Dice Center Working Paper No. 2012-1, Fisher College of Business Working Paper No. 2012-03-001
Number of pages: 60 Posted: 04 Jan 2012 Last Revised: 13 May 2014
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Ohio State University - Fisher College of Business and Carnegie Mellon University - David A. Tepper School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 531
27.

Micro-Level Stochastic Loss Reserving for General Insurance

Number of pages: 24 Posted: 04 Jun 2010 Last Revised: 17 May 2017
Working Paper Series
KU LeuvenUniversity of Amsterdam and Richard Plat Consultancy
Downloads 527
28.

Long-Term Portfolio Management with a Structural Macroeconomic Model

Swiss Finance Institute Research Paper No. 13-45
Number of pages: 54 Posted: 15 Sep 2013
Working Paper Series
Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne, University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 524
29.

The Effects of a China-US Free Trade and Investment Agreement

Forthcoming in Bergsten, C. F., Hufbauer, G. C., and Miner, S. Bridging the Pacific: Toward Free Trade Between China and the United States, Peterson Institute for International Economics
Number of pages: 55 Posted: 24 Oct 2014
Accepted Paper Series
Brandeis University - Brandeis International Business School, Johns Hopkins University and China Investment Corporation
Downloads 495
30.

Do Incumbents Improve Service Quality in Response to Entry? Evidence from Airlines' On-Time Performance

Indiana University School of Public & Environmental Affairs Research Paper No. 2010-09-01
Number of pages: 38 Posted: 02 Sep 2010 Last Revised: 13 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Indiana University Bloomington - School of Public & Environmental Affairs (SPEA)
Downloads 493
31.

Predicting Agri-Commodity Prices: An Asset Pricing Approach

Number of pages: 45 Posted: 28 May 2010
Working Paper Series
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 473
32.

Banks’ Reactions to Basel-III

Bank of Italy Temi di Discussione (Working Paper) No. 876
Number of pages: 37 Posted: 29 Jul 2012
Working Paper Series
Bank of Italy and Bank of Italy
Downloads 450
33.

Securitization and Leverage in General Equilibrium

Number of pages: 44 Posted: 07 Oct 2013 Last Revised: 01 Jul 2015
Working Paper Series
University of California, San Diego (UCSD) - Department of Economics
Downloads 447
34.

The Cyclical Volatility of Labor Markets under Frictional Financial Markets

Number of pages: 40 Posted: 16 Feb 2010 Last Revised: 11 Aug 2012
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Observatoire Français des Conjonctures Economiques (OFCE)

Multiple version iconThere are 2 versions of this paper

Downloads 444
35.

Testing for Information Asymmetries in Real Estate Markets

Number of pages: 59 Posted: 19 Nov 2013 Last Revised: 03 Nov 2014
Working Paper Series
Stanford University - Department of Economics and New York University (NYU)

Multiple version iconThere are 2 versions of this paper

Downloads 438
36.

Intrinsic Prices of Risk

Journal of Mathematical Finance Vol.4 (5) 2014, 318--327
Number of pages: 11 Posted: 12 Mar 2014 Last Revised: 05 Dec 2014
Accepted Paper Series
affiliation not provided to SSRN
Downloads 435
37.

Intermediary Leverage Cycles and Financial Stability

Becker Friedman Institute for Research in Economics Working Paper No. 2012-010
Number of pages: 65 Posted: 21 Aug 2012
Working Paper Series
International Monetary Fund and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 426
38.

The Method of Simulated Quantiles

Number of pages: 31 Posted: 28 Feb 2010 Last Revised: 01 Jul 2010
Working Paper Series
Université libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES and Vlerick Business School
Downloads 418
39.

Unique Equilibrium in the Eaton-Gersovitz Model of Sovereign Debt

MIT Department of Economics Graduate Student Research Paper No. 14-01
Number of pages: 35 Posted: 26 Jul 2014 Last Revised: 13 Oct 2015
Working Paper Series
Stanford University - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 416
40.

Fifth-Order Perturbation Solution to DSGE Models

Number of pages: 31 Posted: 09 Dec 2013 Last Revised: 02 Mar 2017
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah
Downloads 415
41.

Anomalies in the Joint Cross Section of Equity and Corporate Bond Returns

Number of pages: 55 Posted: 22 Mar 2014 Last Revised: 13 Nov 2016
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 412
42.

What Do Asset Prices Have to Say about Risk Appetite and Uncertainty?

ECB Working Paper No. 1037
Number of pages: 47 Posted: 15 Apr 2009
Working Paper Series
Columbia Business School - Finance and Economics, European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 412
43.

Housing Market Spillovers: Evidence from an Estimated DSGE Model

National Bank of Belgium Working Paper No. 145
Number of pages: 58 Posted: 01 Oct 2010
Working Paper Series
Federal Reserve Board - Trade and Financial Studies and Bank of Italy

Multiple version iconThere are 2 versions of this paper

Downloads 402
44.

Sequential Multi-Product Price Competition in Supply Chain Networks

Number of pages: 50 Posted: 02 May 2012 Last Revised: 09 Jun 2015
Working Paper Series
Columbia Business School - Decision Risk and Operations and University of Toronto - Rotman School of Management
Downloads 402
45.

A Concise Guide to Dynamic Optimization

Number of pages: 43 Posted: 16 Oct 2011 Last Revised: 27 Nov 2016
Working Paper Series
State University of New York at Buffalo - Department of Economics
Downloads 393
46.

Economic Policy Uncertainty & Asset Price Volatility

Number of pages: 60 Posted: 10 Mar 2010 Last Revised: 08 Nov 2012
Working Paper Series
Karlsruhe Institute of Technology
Downloads 392
47.

Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models

Number of pages: 28 Posted: 09 Feb 2014 Last Revised: 27 Jan 2015
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics, NYU, Department of Economics and Courant Institute, Pennsylvania State University and University of Alberta - Department of Mathematical and Statistical Sciences
Downloads 385
48.

Complementarities, Multiplicity, and Supply Information

Journal of the European Economic Association, Vol. 7, No. 1, pp. 90-115, 2009
Number of pages: 46 Posted: 13 Jul 2006 Last Revised: 13 Aug 2011
Accepted Paper Series
University of Toronto - Rotman School of Management and University of Essex - Department of Economics
Downloads 382
49.

Change of Numeraires and Relative Asset Price Bubbles

Number of pages: 29 Posted: 16 May 2013 Last Revised: 14 May 2015
Working Paper Series
Statistics Department, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University
Downloads 381
50.

Theory, General Equilibrium and Political Economy in Development Economics

MIT Department of Economics Working Paper No. 10-06
Number of pages: 26 Posted: 22 Apr 2010
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 378