Emilio Osambela

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

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Top 11,149

in Total Papers Downloads

4,865

SSRN CITATIONS
Rank 15,057

SSRN RANKINGS

Top 15,057

in Total Papers Citations

61

CROSSREF CITATIONS

11

Scholarly Papers (7)

The Shift From Active to Passive Investing: Potential Risks to Financial Stability?

Number of pages: 33 Posted: 16 Sep 2019 Last Revised: 19 May 2020
Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 2,428 (6,177)
Citation 3

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Asset Management, Passive Investing, Index Investing, Indexing, Mutual Fund, Exchange-Traded Fund, Leveraged and Inverse Exchange-Traded Products, Financial Stability, Systemic Risk, Market Volatility, Inclusion Effects

The Shift from Active to Passive Investing: Risks to Financial Stability?

FEDS Working Paper No. 2018-060 https://doi.org/10.17016/FEDS.2018.060r1
Number of pages: 34 Posted: 02 Sep 2020 Last Revised: 03 Sep 2020
Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 467 (69,623)

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Asset management, Passive investing, Index investing, Indexing, Mutual fund, Exchange-traded fund, Leveraged and inverse exchange-traded products, Financial stability, Systemic risk, Market volatility, Inclusion effects, Daily rebalancing

The Shift from Active to Passive Investing: Potential Risks to Financial Stability?

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 18-4
Number of pages: 30 Posted: 24 Jan 2019 Last Revised: 21 Feb 2019
Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 448 (73,294)
Citation 1

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asset management, passive investing, index investing, indexing, mutual fund, exchange-traded fund, leveraged and inverse exchange-traded products, financial stability, systemic risk, market volatility, inclusion effects, daily rebalancing

Differences of Opinion and International Equity Markets

Review of Financial Studies 30(3): 750–800, 2017, AFA 2011 Denver Meetings Paper
Number of pages: 70 Posted: 13 Mar 2010 Last Revised: 17 Apr 2017
Bernard Dumas, Karen K. Lewis and Emilio Osambela
INSEAD, University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 381 (88,666)
Citation 2

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Heterogeneous beliefs, capital flows, home-equity preference, cross-listing, international CAPM, international finance

Differences of Opinion and International Equity Markets

INSEAD Working Paper No. 2016/24/FIN
Number of pages: 70 Posted: 01 Jul 2011 Last Revised: 12 Apr 2016
Bernard Dumas, Karen K. Lewis and Emilio Osambela
INSEAD, University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 96 (313,125)
Citation 8

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Differences of Opinion and International Equity Markets

NBER Working Paper No. w16726
Number of pages: 71 Posted: 01 Feb 2011
Bernard Dumas, Karen K. Lewis and Emilio Osambela
INSEAD, University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 25 (577,432)

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3.

Differences of Opinion, Endogenous Liquidity, and Asset Prices

Review of Financial Studies 28(7): 1914–1959, 2015
Number of pages: 57 Posted: 21 Oct 2010 Last Revised: 17 Aug 2016
Emilio Osambela
Board of Governors of the Federal Reserve System
Downloads 488 (66,532)
Citation 8

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Differences of opinion, Funding liquidity, Market liquidity, Default, Stock return volatility

4.

Disagreement, Speculation, and Aggregate Investment

Journal of Financial Economics 119(1): 210–225, 2016
Number of pages: 41 Posted: 02 Nov 2013 Last Revised: 18 Aug 2016
Steven D. Baker, Burton Hollifield and Emilio Osambela
University of Virginia - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Board of Governors of the Federal Reserve System
Downloads 255 (138,419)
Citation 18

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speculation, aggregate investment, heterogeneous beliefs, disasters, recursive preferences

5.

Asset Prices and Portfolios with Externalities

Number of pages: 61 Posted: 25 Mar 2019 Last Revised: 04 May 2020
Steven D. Baker, Burton Hollifield and Emilio Osambela
University of Virginia - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Board of Governors of the Federal Reserve System
Downloads 117 (273,214)
Citation 7

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Preventing Controversial Catastrophes

Review of Asset Pricing Studies, Forthcoming
Number of pages: 89 Posted: 19 Aug 2016 Last Revised: 04 Oct 2018
Steven D. Baker, Burton Hollifield and Emilio Osambela
University of Virginia - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Board of Governors of the Federal Reserve System
Downloads 76 (362,212)

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Crowding out, Disagreement, Disaster Risk, Government policy, Wllingness to Pay

Preventing Controversial Catastrophes

FEDS Working Paper No. 2018-052
Number of pages: 90 Posted: 23 Jul 2018 Last Revised: 21 Feb 2019
Steven D. Baker, Burton Hollifield and Emilio Osambela
University of Virginia - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Board of Governors of the Federal Reserve System
Downloads 17 (634,826)

Abstract:

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Crowding out, Disagreement, Disaster risk, Government policy, Willingness to pay

7.

Differences of Opinion and Foreign Exchange Markets

Number of pages: 44 Posted: 30 Dec 2010 Last Revised: 18 Aug 2016
Emilio Osambela
Board of Governors of the Federal Reserve System
Downloads 67 (384,089)
Citation 2

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Exchange rates, heterogeneous beliefs, speculation, uncovered interest rate parity, forward premium, risk sharing