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Microeconomics: General Equilibrium & Disequilibrium Models eJournal

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Viewing: 1 - 50 of 2,007 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 10,189
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 5,039
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 2,743
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 2,578
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 2,166
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 - Industrial & System Engineering, University of Minnesota - Industrial & System Engineering, University of Minnesota - Industrial & System Engineering and Singapore University of Technology and Design (SUTD)
Downloads 1,858
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 1,600
8.

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 1,506
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 1,368
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 1,305
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 1,203
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 1,160
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 1,020
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 940
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 915
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 811
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 732
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 686
19.

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 650
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 628
21.

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 624
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 616
23.

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 603
24.

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 577
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 567
26.

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 562
27.

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 555
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
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 538
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 512
30.

Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk

Swiss Finance Institute Research Paper No. 17-63
Number of pages: 54 Posted: 21 Jun 2015 Last Revised: 09 Jan 2018
Working Paper Series
University of Geneva
Downloads 499
31.

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 498
32.

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 486
33.

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 480
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 478
35.

Anomalies and Market (Dis)Integration

Number of pages: 60 Posted: 22 Mar 2014 Last Revised: 18 Sep 2017
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 477
36.

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 477
37.

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 470
38.

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 459
39.

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 453
40.

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 449
41.

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 446
42.

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
University of California, Berkeley - Department of City and Regional Planning
Downloads 434
43.

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 431
44.

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 428
45.

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 424
46.

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 421
47.

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 421
48.

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 420
49.

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 412
50.

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 408