Elias Albagli

University of Southern California - Marshall School of Business

701 Exposition Blvd

Los Angeles, CA California 90089

United States

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

Central Bank of Chile

Senior Economist

Publicaciones

Huerfanos 1185

Santiago

Chile

  • University of Southern California - Marshall School of Business

  • Central Bank of Chile

SCHOLARLY PAPERS

16

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2,349

TOTAL CITATIONS
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Top 15,217

in Total Papers Citations

43

Scholarly Papers (16)

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1.

A Theory of Asset Prices Based on Heterogeneous Information

Downloads 500 (116,010)
Citation 6

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, Aleh Tsyvinski and Christian Hellwig
University of Southern California - Marshall School of Business, Yale UniversityYale University - Cowles Foundation and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 374 (161,246)
Citation 4

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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, Aleh Tsyvinski and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale UniversityYale University - Cowles Foundation
Downloads 121 (471,302)

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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, Aleh Tsyvinski and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale UniversityYale University - Cowles Foundation
Downloads 5 (1,276,519)
Citation 2
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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
University of Southern California - Marshall School of Business
Downloads 332 (185,322)
Citation 13

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Business cycle, funding constraints, information aggregation, uncertainty

3.

UIP deviations: Insights from Event Studies

Journal of International Economics, Forthcoming
Number of pages: 55 Posted: 23 Apr 2021 Last Revised: 11 Dec 2023
Luis Ceballos, Elias Albagli, Sebastián Claro and Damián Romero
University of San Diego, University of Southern California - Marshall School of Business, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 265 (234,583)

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uncovered interest parity, long-term yields, event studies

4.

Channels of US Monetary Policy Spillovers into International Bond Markets

Number of pages: 30 Posted: 02 Nov 2015 Last Revised: 19 Dec 2015
Elias Albagli, Luis Ceballos, Sebastián Claro and Damian Romero
University of Southern California - Marshall School of Business, Independent, Pontificia Universidad Catolica de Chile and Independent
Downloads 216 (286,444)

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Affine models, risk neutral rates, term premium, spillovers

5.

Investment Horizons and Asset Prices Under Asymmetric Information

Number of pages: 46 Posted: 05 Dec 2012 Last Revised: 18 Apr 2014
Elias Albagli
University of Southern California - Marshall School of Business
Downloads 205 (300,835)
Citation 4

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Investment horizons, asymmetric information, asset prices

6.

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
University of Southern California - Marshall School of Business, University of Notre Dame - Mendoza College of Business and University of Southern California - Marshall School of Business
Downloads 166 (363,743)
Citation 1

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Comovement, property rights protection, information acquisition

7.

Channels of US Monetary Policy Spillovers to International Bond Markets

BIS Working Paper No. 719
Number of pages: 50 Posted: 15 May 2018
Elias Albagli, Luis Ceballos, Sebastián Claro and Damián Romero
University of Southern California - Marshall School of Business, University of San Diego, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 118 (478,159)
Citation 5

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monetary policy spillovers, risk neutral rates, term premia

8.

Information Aggregation, Investment, and Managerial Incentives

Cowles Foundation Discussion Paper No. 1816
Number of pages: 38 Posted: 15 Aug 2011
Elias Albagli, Christian Hellwig, Aleh Tsyvinski and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale UniversityYale University - Cowles Foundation
Downloads 102 (531,918)
Citation 1

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9.

Information Aggregation with Asymmetric Asset Payoffs

The Journal of Finance, volume 79, issue 4, 2024[10.1111/jofi.13361]
Number of pages: 48 Posted: 17 Jul 2023 Last Revised: 15 Oct 2024
Elias Albagli, Christian Hellwig, Aleh Tsyvinski and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale UniversityYale University - Cowles Foundation
Downloads 92 (569,056)
Citation 9

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10.

Productivity Growth and Workers’ Job Transitions: Evidence from Censal Microdata

Downloads 87 (588,898)
Citation 1

Productivity Growth and Workers’ Job Transitions: Evidence from Censal Microdata

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-46
Number of pages: 18 Posted: 14 Apr 2021
Elias Albagli, Mario Canales, Chad Syverson, Matias Tapia and Juan Wlasiuk
University of Southern California - Marshall School of Business, Central Bank of Chile, University of Chicago - Booth School of Business, Instituto de Economía, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 72 (665,911)

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Productivity, reallocation, job transitions, heterogeneity

Productivity Growth and Workers’ Job Transitions: Evidence from Censal Microdata

NBER Working Paper No. w28657
Number of pages: 32 Posted: 12 Apr 2021 Last Revised: 21 Apr 2023
Elias Albagli, Mario Canales, Chad Syverson, Matias Tapia and Juan Wlasiuk
University of Southern California - Marshall School of Business, Central Bank of Chile, University of Chicago - Booth School of Business, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 15 (1,145,988)
Citation 1

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11.

A Theory of Asset Pricing Based on Heterogeneous Information

NBER Working Paper No. w17548
Number of pages: 44 Posted: 29 Oct 2011 Last Revised: 14 Jun 2023
Elias Albagli, Christian Hellwig, Aleh Tsyvinski and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale UniversityYale University - Cowles Foundation
Downloads 65 (690,197)

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12.

Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile

Downloads 54 (753,353)

Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile

IMF Working Paper No. 20/100
Number of pages: 49 Posted: 23 Jul 2020
Elias Albagli, Mauricio Calani, Metodij Hadzi-Vaskov, Mario Marcel and Luca A. Ricci
University of Southern California - Marshall School of Business, Central Bank of Chile, International Monetary Fund (IMF), Central Bank of Chile and International Monetary Fund (IMF) - Research Department
Downloads 53 (776,612)

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Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile

CEPR Discussion Paper No. DP14967
Number of pages: 51 Posted: 23 Jul 2020 Last Revised: 16 Aug 2020
Elias Albagli, Mauricio Calani, Metodij Hadzi-Vaskov, Mario Marcel and Luca A. Ricci
University of Southern California - Marshall School of Business, Central Bank of Chile, International Monetary Fund (IMF), Central Bank of Chile and International Monetary Fund (IMF) - Research Department
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central bank independence, exchange rate pass-through, Exchange Rate Regime, FX derivatives, Hedging, Policy Credibility

13.

Dynamic Dispersed Information and the Credit Spread Puzzle

NBER Working Paper No. w19788
Number of pages: 42 Posted: 04 Jan 2014 Last Revised: 26 Jan 2023
Elias Albagli, Christian Hellwig, Aleh Tsyvinski and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale UniversityYale University - Cowles Foundation
Downloads 52 (766,135)
Citation 1

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14.

Information Aggregation, Investment, and Managerial Incentives

NBER Working Paper No. w17330
Number of pages: 38 Posted: 29 Aug 2011 Last Revised: 10 May 2023
Elias Albagli, Christian Hellwig, Aleh Tsyvinski and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale UniversityYale University - Cowles Foundation
Downloads 50 (779,185)
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15.

Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium

Downloads 44 (821,753)

Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium

NBER Working Paper No. w23419
Number of pages: 58 Posted: 24 May 2017 Last Revised: 29 Jun 2023
Elias Albagli, Christian Hellwig, Aleh Tsyvinski and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale UniversityYale University - Cowles Foundation
Downloads 43 (850,312)

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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, Aleh Tsyvinski and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale UniversityYale University - Cowles Foundation
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16.

Information Aggregation and Asymmetric Returns

CEPR Discussion Paper No. DP15644
Number of pages: 49 Posted: 23 Jun 2022
Elias Albagli, Christian Hellwig, Aleh Tsyvinski and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale UniversityYale University - Cowles Foundation
Downloads 1 (1,260,866)
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