Elias Albagli

Central Bank of Chile

Senior Economist

Agustinas 1180

Santiago, CA 00000

Chile

http://www.marshall.usc.edu/faculty/directory/albagli

SCHOLARLY PAPERS

9

DOWNLOADS
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1,008

CITATIONS
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Top 16,850

in Total Papers Citations

20

Scholarly Papers (9)

A Theory of Asset Prices Based on Heterogeneous Information

AFA 2013 San Diego Meetings Paper
Number of pages: 48 Posted: 15 Mar 2012
Elias Albagli, Aleh Tsyvinski and Christian Hellwig
Central Bank of Chile, Yale University - Cowles Foundation and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 221 (108,571)
Citation 4

Abstract:

Heterogeneous information, limits to arbitrage, information wedge

A Theory of Asset Prices Based on Heterogeneous Information

Cowles Foundation Discussion Paper No. 1827
Number of pages: 44 Posted: 21 Oct 2011
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
Central Bank of Chile, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 91 (227,498)
Citation 4

Abstract:

Information aggregation, Information wedge, Heterogeneous beliefs, Modigliani-Miller theorem, Bubbles

A Theory of Asset Prices Based on Heterogeneous Information

CEPR Discussion Paper No. DP9291
Number of pages: 46 Posted: 01 Feb 2013
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
Central Bank of Chile, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 3 (533,793)
Citation 4

Abstract:

asset prices, information aggregation, Modigliani-Miller Theorem, skewness

2.

Amplification of Uncertainty in Illiquid Markets

AFA 2012 Chicago Meetings Paper
Number of pages: 44 Posted: 21 Mar 2011 Last Revised: 04 Nov 2011
Elias Albagli
Central Bank of Chile
Downloads 230 (96,106)
Citation 4

Abstract:

Business cycle, funding constraints, information aggregation, uncertainty

3.

Investment Horizons and Asset Prices Under Asymmetric Information

Number of pages: 46 Posted: 05 Dec 2012 Last Revised: 18 Apr 2014
Elias Albagli
Central Bank of Chile
Downloads 132 (157,386)
Citation 1

Abstract:

Investment horizons, asymmetric information, asset prices

4.

Property Rights Protection, Information Acquisition, and Asset Prices: Theory and Evidence

Number of pages: 48 Posted: 15 Mar 2012 Last Revised: 27 Aug 2013
Elias Albagli, Pengjie Gao and Yongxiang Wang
Central Bank of Chile, University of Notre Dame - Mendoza College of Business and University of Southern California - Marshall School of Business
Downloads 98 (215,016)

Abstract:

Comovement, property rights protection, information acquisition

5.

Information Aggregation, Investment, and Managerial Incentives

Cowles Foundation Discussion Paper No. 1816
Number of pages: 38 Posted: 15 Aug 2011
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
Central Bank of Chile, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 52 (299,170)
Citation 4

Abstract:

6.

A Theory of Asset Pricing Based on Heterogeneous Information

NBER Working Paper No. w17548
Number of pages: 44 Posted: 29 Oct 2011
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
Central Bank of Chile, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 22 (405,536)
Citation 4

Abstract:

7.

Information Aggregation, Investment, and Managerial Incentives

NBER Working Paper No. w17330
Number of pages: 38 Posted: 29 Aug 2011
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
Central Bank of Chile, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 16 (425,638)
Citation 4

Abstract:

8.

Dynamic Dispersed Information and the Credit Spread Puzzle

NBER Working Paper No. w19788
Number of pages: 42 Posted: 04 Jan 2014
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
Central Bank of Chile, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 4 (504,542)
Citation 1

Abstract:

9.

Channels of US Monetary Policy Spillovers into International Bond Markets

Number of pages: 30 Posted: 02 Nov 2015 Last Revised: 19 Dec 2015
Central Bank of Chile, Independent, Pontificia Universidad Catolica de Chile and Independent
Downloads 0 (221,081)

Abstract:

Affine models, risk neutral rates, term premium, spillovers