Winterthurerstrasse 30
CH-8006 Zurich
Switzerland
University of Zurich - Department of Economics
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counterparty risk, repurchase agreements, collateral, liquidity, haircuts
Manipulation, Money markets, SWAPS
Forced liquidation, financial market run, liquidity, investors, welfare
Liquidity effect, asymmetric information, monetary policy implementation
Adverse Selection, Uniqueness of Equilibrium, Monotone Comparative Statics, Elasticity of Supply, Log-Supermodularity, Log-Concavity, Interbank Markets
Global Games, Signaling, Intuitive Criterion
Money market, corridor system, manipulation
Euro, monetary policy instruments, money market, operational framework, refinancing operations, reserve requirements, underbidding, volatility
Rent seeking, conflict, independent private valuations, first-order stochastic dominance, mean-preserving spread
Euro, monetary policy instruments, operational framework, refinancing operations
Liquidity, financial markets, lender of last resort
Eurosystem; Bank of England, Fixed rate tender, Overbidding, Exposure risk, Existence of equilibrium, Dynamics
Virtual valuation, Regularity, Generalized concavity, Prékopa-Borell Theorem, Mechanism design.
Cournot games, existence and uniqueness of a pure-strategy Nash equilibrium, generalized concavity, supermodularity
Unfair contests, incomplete information, self-disclosure, unraveling, strategic complements and substitutes, dominance and defiance
Imperfectly discriminating contests, private information, existence and uniqueness of equilibrium, budget constraints, rent dissipation
Alternating-Offers Bargaining, Inequity Aversion, Hold-Up Problem
Fictitious play, networks, zero-sum games, conflicts, potential games, Miyasawa's theorem, Robinson's theorem
Open market operations, uniform price auction, discriminatory, Eurosystem, discriminatory auction, bid shading, collateral
Generalized concavity, r-concavity, ρ-concavity, nonlinear optimization, economic applications
Fixed rate tenders, rationing, equilibrium, inefficiency
Contests, increasing returns, mixed-strategy Nash equilibrium, robustness of the all-pay auction, payoff equivalence, revenue equivalence
Portfolio liquidation, market disruption, leverage, determinants of asset liquidity, hedge funds, structured credit
Repo auctions, monetary policy implementation, primary money market market, multi unit auctions, discriminatory auctions, collateral, central bank, nonparametric estimation
repo auctions, monetary policy implementation, primary money market market, multi unit auctions, discriminatory auctions, collateral, central bank, nonparametric estimation
Supermodularity, separable objective function, single crossing condition, quantity competition
Bilateral trade, incomplete contracting, relative performance, renegotiation, Druzhba pipeline
Potential games, Tullock contest, best-response equivalence, zero-sum games
Chopstick auction, Exposure problem, Self-similarity, Blotto games
Contests, all-pay auction, rent-seeking, mixed Nash equilibrium, rent dissipation
Location, Hotelling game, mixed-strategy equilibrium, boundary value problem
Rank-order tournaments, first-order approach, envelope theorem
Tullock contest, mixed-strategy Nash equilibrium, analytical functions
Contest success functions; Axiomatic approach; Common-pool resource problems
Rent-seeking, Private information, Pure-strategy Nash equilibrium, Existence, Uniqueness
Open market Operations, Uniform Price Auction, Discriminatory Auction, Eurosystem
Ordinal Potentials, Smooth Games, Strategic Complements and Substitutes, Semipositive Matrices
Dynamic contests, finite automata, match race, tug-of-war, Markov perfect equilibrium, contest design
Tullock contest, Nash equilibrium, heterogeneous valuations, discrimination
Contests, Mixed-Strategy Equilibrium, Rent Dissipation, Uniqueness
Yes men, Incentive contracts, Integrity
