Ithaca, NY 14850
in Total Papers Downloads
Asset Price Bubbles, Option Pricing, Stochastic Volatility, Martingales, Local Martingales
asset price bubble, fundamental value, risk-neutral probability measure, state price distribution, tail truncation, partial identification, nonparametric estimation, local polynomial
Meme Stocks, Market Manipulation, Short Selling, Price Bubbles, Short Squeezes, Media Trading Groups, Precautionary Savings, Forced Liquidations
Interest Rate Swaps, LIBOR, SOFR, Floating Rate Loans
Price Bubbles, Arbitrage Pricing Theory, Martingale, Cryptocurrency
monetary policy, risk premia, bubbles, heterogeneous beliefs, disagreements, trading constraints, financial stability
Insurance; Derivatives; Insolvency; Probability of Ruin; Insurance Premiums; Risk Neutral Valuation; Diversifiable Risk
Index Design, Hedging, Index Manipulation, Hidden Trades, VWAP, EWAP, Competitive Equilibrium
State Dependent Utility; Stochastic Utility; Risk Aversion; Uniform Risk Aversion; Pointwise Concavity, Uniform Risk Aversion for Independent Gambles
informational eﬃciency, trading constraints, no arbitrage, no dominance, equilibrium, representative agents, martingales measures, local martingales
informational eﬃciency, trading constraints, no arbitrage, no dominance, equilibrium, representative agents, martingales measures, local martingales.
funding shortages; forward rates; term risk premium; financial intermediary leverage ratios; expectations hypothesis; inverted yield curves
commodity futures, futures return, collateral, leverage, correlation
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: MAFI.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
asset price bubbles, closed‐end funds, ETFs, no arbitrage
File name: IRFI.pdf
debt capacity, funding liquidity, heterogeneous beliefs, optimal investment under market frictions, Stackelberg equilibrium
This page was processed by aws-apollo1 in 0.564 seconds