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

14

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1,476

SSRN CITATIONS
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26

CROSSREF CITATIONS

24

Scholarly Papers (14)

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1.

A Theory of Asset Prices Based on Heterogeneous Information

Downloads 393 ( 92,788)
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 and Christian Hellwig
University of Southern California - Marshall School of Business, Yale University - Cowles Foundation and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 289 (129,613)
Citation 3

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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 and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 101 (322,530)

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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 and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 3 (790,337)
Citation 1
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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 286 (131,733)
Citation 13

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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
University of Southern California - Marshall School of Business
Downloads 173 (212,288)
Citation 5

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Investment horizons, asymmetric information, asset prices

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 165 (221,034)

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Affine models, risk neutral rates, term premium, spillovers

5.

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 120 (284,423)
Citation 1

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Comovement, property rights protection, information acquisition

6.

UIP: A Partial Reconciliation from Event Studies

Number of pages: 41 Posted: 23 Apr 2021
Luis Ceballos, Elias Albagli, Sebastián Claro and Damián Romero
Pennsylvania State University - Department of Finance, University of Southern California - Marshall School of Business, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 80 (370,213)

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uncovered interest parity, long-term yields, event studies

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, Pennsylvania State University - Department of Finance, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 74 (387,027)
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 and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 70 (399,013)
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9.

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
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 36 (532,148)

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10.

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
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 24 (601,610)

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11.

Dynamic Dispersed Information and the Credit Spread Puzzle

NBER Working Paper No. w19788
Number of pages: 42 Posted: 04 Jan 2014 Last Revised: 28 Jul 2021
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 18 (642,945)
Citation 1

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12.

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

Downloads 15 (664,507)

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 14 (696,998)

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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: 18 Posted: 12 Apr 2021 Last Revised: 21 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, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 1 (814,463)
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13.

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

Downloads 13 (679,500)

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 13 (705,276)

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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

14.

Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium

Downloads 9 (710,503)

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: 28 Jun 2021
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 9 (739,010)

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