Runjie Geng

University of Zurich - Department of Banking and Finance

Sch├Ânberggasse 1

Z├╝rich, 8001

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

138

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Arbitrage Run and Collateral Run

Swiss Finance Institute Research Paper No. 17-62
Number of pages: 38 Posted: 11 Sep 2017 Last Revised: 23 Mar 2021
Ally Zhang, Ally Zhang and Runjie Geng
Department of Finance, Lancaster University Management SchoolSwiss Finance Institute and University of Zurich - Department of Banking and Finance
Downloads 116 (343,693)

Abstract:

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limit of arbitrage, financial intermediary, haircut, segmented markets, financial crises, market liquidity, collateral constraints

2.

Recursive equilibria in dynamic economies with bounded rationality

Number of pages: 28 Posted: 05 May 2021
Runjie Geng, Ally Zhang and Ally Zhang
University of Zurich - Department of Banking and Finance and Department of Finance, Lancaster University Management SchoolSwiss Finance Institute
Downloads 22 (722,556)

Abstract:

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bounded rationality, recursive equilibria, behavioral economics, asset pricing