Elias Albagli

Central Bank of Chile

Senior Economist

Agustinas 1180

Santiago, CA 00000

Chile

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

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 34,178

SSRN RANKINGS

Top 34,178

in Total Papers Downloads

1,054

CITATIONS
Rank 16,910

SSRN RANKINGS

Top 16,910

in Total Papers Citations

20

Scholarly Papers (10)

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 229 (112,125)
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 92 (240,924)
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 (563,600)
Citation 4
  • Add to Cart

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 (99,957)
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 (166,079)
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 103 (221,770)

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 (313,600)
Citation 3

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 (421,499)
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 (452,161)
Citation 3

Abstract:

Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium

NBER Working Paper No. w23419
Number of pages: 58 Posted: 24 May 2017
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 (557,643)
  • Add to Cart

Abstract:

Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium

CEPR Discussion Paper No. DP12045
Number of pages: 60 Posted: 15 May 2017
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 0
  • Add to Cart

Abstract:

9.

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 (532,484)
Citation 1

Abstract:

10.

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 (212,898)

Abstract:

Affine models, risk neutral rates, term premium, spillovers