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Microeconomics: General Equilibrium & Disequilibrium Models eJournal

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Viewing: 1 - 50 of 2,107 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 Amsterdam
Downloads 10,823
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 5,063
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 2,928
4.

Closed Form Solutions in Economics

Number of pages: 509 Posted: 15 Nov 2013 Last Revised: 15 Nov 2014
Working Paper Series
City University of New York - Department of Real Estate
Downloads 2,905
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 2,229
6.

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 - Minneapolis - Industrial & System Engineering, University of Minnesota - Twin City, University of Minnesota - Minneapolis - Industrial & System Engineering and Singapore University of Technology and Design (SUTD)
Downloads 2,159
7.

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 1,751
8.

Functional Forms for Tractable Economic Models and the Cost Structure of International Trade

Number of pages: 61 Posted: 26 Sep 2018 Last Revised: 26 Sep 2018
Working Paper Series
University of Tokyo - Graduate School of Economics and Microsoft Research New York City
Downloads 1,613
9.

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 1,416
10.

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 1,413
11.

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 1,224
12.

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 1,214
13.

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
MIT Sloan School of Management
Downloads 1,077
14.

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 1,073
15.

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, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department

Multiple version iconThere are 3 versions of this paper

Downloads 977
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 - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 908
17.

The Competitive Effects of Common Ownership: Economic Foundations and Empirical Evidence

Number of pages: 37 Posted: 26 Jul 2017
Working Paper Series
Bates White Economic Consulting, Compass Lexecon, Bates White Economic Consulting and Bates White Economic Consulting
Downloads 755
18.

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 08 Jun 2014 Last Revised: 30 Nov 2017
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 737
19.

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 736
20.

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 Banque de France
Downloads 735
21.

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 710
22.

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 646
23.

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 632
24.

Visual Analysis of Nonlinear Dynamical Systems: Chaos, Fractals, Self-Similarity and the Limits of Prediction

Systems, 4(4), 37, 2016, DOI: 10.3390/systems4040037
Number of pages: 18 Posted: 23 Aug 2016 Last Revised: 16 Nov 2016
Accepted Paper Series
Northeastern University - School of Public Policy and Urban Affairs
Downloads 628
25.

Solving an Incomplete Markets Model with a Large Cross-Section of Agents

Number of pages: 41 Posted: 08 Jun 2011 Last Revised: 18 Dec 2017
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 626
26.

Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk

Swiss Finance Institute Research Paper No. 17-63
Number of pages: 45 Posted: 21 Jun 2015 Last Revised: 10 Oct 2018
Working Paper Series
University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 624
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 604
28.

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 Finance Department, Bocconi University

Multiple version iconThere are 2 versions of this paper

Downloads 599
29.

Anomalies and Market (Dis)Integration

Journal of Monetary Economics, Forthcoming
Number of pages: 48 Posted: 22 Mar 2014 Last Revised: 21 Jun 2018
Accepted Paper Series
University of Illinois at Urbana-Champaign - Department of Finance and University of Seoul
Downloads 594
30.

An Empirical Test of the Ergodic Hypothesis: Wealth Distributions in the United States

Number of pages: 43 Posted: 13 Jun 2016 Last Revised: 26 Jul 2017
Working Paper Series
Paris School of Economics (PSE), London Mathematical Laboratory and London Mathematical Laboratory
Downloads 589
31.

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 589
32.

Endogenous Disasters

Charles A. Dice Center Working Paper No. 2012-1, Fisher College of Business Working Paper No. 2012-03-001, American Economic Review, Forthcoming
Number of pages: 69 Posted: 04 Jan 2012 Last Revised: 09 Jan 2018
Accepted 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 3 versions of this paper

Downloads 578
33.

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
European Union - European Commission, Joint Research Centre, University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 557
34.

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 550
35.

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 538
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
Independent
Downloads 529
37.

Tobin's Q and Inequality

Number of pages: 58 Posted: 18 Nov 2017 Last Revised: 27 Nov 2017
Working Paper Series
Université Libre de Bruxelles (ULB) and American University
Downloads 528
38.

Large Matchings in Large Markets with Flexible Supply

Number of pages: 87 Posted: 14 Aug 2018 Last Revised: 05 Nov 2018
Working Paper Series
Stanford University, Department of Economics
Downloads 519
39.

Competitive Equilibrium and Trading Networks: A Network Flow Approach

Number of pages: 40 Posted: 28 Feb 2016 Last Revised: 23 Jun 2017
Working Paper Series
University of Chicago - Booth School of Business, University of Pennsylvania, Department of Electrical and Systems Engineering and University of Pennsylvania - Department of Economics
Downloads 515
40.

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 515
41.

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 512
42.

Machine Learning for High-Dimensional Dynamic Stochastic Economies

Number of pages: 38 Posted: 06 Mar 2017 Last Revised: 10 Aug 2017
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Purdue University
Downloads 510
43.

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 500
44.

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 500
45.

The Decision to Produce Altcoins: Miners' Arbitrage in Cryptocurrency Markets

Number of pages: 6 Posted: 17 Mar 2015 Last Revised: 10 Jan 2016
Working Paper Series
University of Wisconsin - Madison - Department of Sociology
Downloads 487
46.

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 483
47.

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 473
48.

Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area

IMF Working Paper No. 13/209
Number of pages: 61 Posted: 30 Oct 2013
Working Paper Series
Deutsche Bundesbank and International Monetary Fund
Downloads 458
49.

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 458
50.

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 456