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DP15235 Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain 智库出版物
2020
作者:  Joel PERESS;  Xi Dong;  NAMHO KANG
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Pricing anomalies  Market efficiency  Return persistence and cyclicality/seasonality  Mutual funds  Hedge funds  Slow-moving capital  Transaction costs  Limits to arbitrage  Spectral analysis  
DP13951 Macroprudential Policy with Leakages 智库出版物
2019
作者:  Julien Bengui;  Javier Bianchi
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Macroprudential policy  Capital flow management  Regulatory arbitrage  Financial crises  Limited regulation enforcement  
DP11156 Who Trades Against Mispricing? 智库出版物
2016
作者:  [unavailable]
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Limits to arbitrage  Flow performance sensitivity  Capital structure  Market efficiency  
Is there any way to break the Doha Round impasse in agriculture negotiations? 智库出版物
2014
作者:  Andrew Stoler
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Macroeconomics  Global crisis  Great moderation  Rational expectations  Nonlinearities  Fluctuations  Business cycle  monetary policy  inflation  Bank runs  Deposit insurance  Sudden stops  Capital flows  Liquidity  maturity mismatch  Zero lower bound  Liquidity trap  Capital requirements  Credit constraints  Precautionary savings  Housing boom  Credit crunch  Unconventional monetary policy  Fiscal policy  Sovereign default  diabolical loop  Deflation  Debt deflation  Financial regulation  Regulatory arbitrage  Dsge models  
DP9885 Liquidity Risk and the Dynamics of Arbitrage Capital 智库出版物
2014
作者:  Dimitri Vayanos;  Péter Kondor
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Arbitrage capital  Asset pricing  Liquidity  Liquidity risk  Risk-sharing  
DP9842 International Liquidity and Exchange Rate Dynamics 智库出版物
2014
作者:  Xavier Gabaix;  Matteo Maggiori
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Capital flows  Exchange rate disconnect  Foreign exchange intervention  Limits of arbitrage  
DP8769 Securitization Without Risk Transfer 智库出版物
2012
作者:  Viral Acharya;  Philipp Schnabl;  Gustavo Suarez
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Asset-backed commercial paper (abcp)  Shadow banking  Regulatory arbitrage  Bank capital  Conduits  Structured investment vehicle (siv)  
DP6143 Political Institutions and Economic Growth 智库出版物
2007
作者:  Thomas I Renström;  Laura Marsiliani
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Capital constraint  Convertible bond  frictions  Hedge funds  Limits of arbitrage  Liquidity  Merger arbitrage  Risk management  Valuation  
DP5110 Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns 智库出版物
2005
作者:  Carlo A. Favero
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Financial conglomerate  Capital regulation  Regulatory arbitrage  
DP477 Spain's Capital Account Shock 智库出版物
1990
作者:  José Viñals
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Arbitrage  Capital account  Capital mobility  Interest rate differential