Rodolfo Prieto

INSEAD

Boulevard de Constance

77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

5

DOWNLOADS

545

SSRN CITATIONS
Rank 37,986

SSRN RANKINGS

Top 37,986

in Total Papers Citations

4

CROSSREF CITATIONS

12

Scholarly Papers (5)

1.

Dynamic Equilibrium with Heterogeneous Agents and Risk Constraints

Number of pages: 55 Posted: 15 Sep 2010 Last Revised: 17 Oct 2011
Rodolfo Prieto
INSEAD
Downloads 193 (165,120)
Citation 12

Abstract:

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Asset pricing bubbles, Endogenous regimes, General equilibrium, Risk constraints, Stochastic volatility

2.

Asset Pricing with Arbitrage Activity

Swiss Finance Institute Research Paper No. 13-57
Number of pages: 56 Posted: 08 Nov 2013
Julien Hugonnier and Rodolfo Prieto
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and INSEAD
Downloads 185 (171,605)
Citation 5

Abstract:

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Limits of arbitrage; Rational bubbles; Wealth constraints; Excess volatility; Leverage effect

3.

Vanishing Contagion Spreads

Number of pages: 50 Posted: 15 Dec 2017 Last Revised: 09 Mar 2019
Florida International University (FIU) - Department of Finance, INSEAD, Questrom School of Business, Boston University and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 76 (330,081)

Abstract:

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Credit Risk, Credit Spreads, Contagion, Exchange Economy, Equilibrium, Idiosyncratic shocks, Risk Premia Representation

4.

Equilibrium Implications of Interest Rate Smoothing

Number of pages: 48 Posted: 17 Oct 2017 Last Revised: 21 Jul 2018
Diogo Duarte and Rodolfo Prieto
Florida International University (FIU) - Department of Finance and INSEAD
Downloads 66 (356,668)

Abstract:

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Dynamic monetary equilibrium, Long term growth, McCallum rule, Nominal spread, Quantitative easing

5.

Technology Adoption and Long Discount Rates

Number of pages: 38 Posted: 27 Mar 2018 Last Revised: 20 Feb 2020
Rodolfo Prieto
INSEAD
Downloads 25 (517,451)

Abstract:

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Endogenous R&D; Intensity control; Long-run risk; Long yields; Production economy; Technology adoption