G2TT

浏览/检索结果: 共8条,第1-8条 帮助

已选(0)清除 条数/页:   排序方式:
DP14685 The Economics of the Fed Put 智库出版物
2020
作者:  Anna Cieslak;  Annette Vissing-Jørgensen
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Fed put  monetary policy  stock market  Textual analysis  Taylor rules  
DP14627 Asset Prices and Aggregate Demand in a "Covid-19" Shock: A Model of Endogenous Risk Intolerance and LSAPs 智库出版物
2020
作者:  Ricardo Caballero;  Alp Simsek
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Risk intolerance  Leverage  Asset price spirals  Risk-off  Aggregate supply and demand  Conventional and unconventional monetary policy  Multiple equilibria  Lsaps  The fed put  Covid-19  
DP13029 Option Prices and Costly Short-Selling 智库出版物
2018
作者:  Suleyman Basak;  Adem Atmaz
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Option prices  Short-selling  Shorting fee  Partial lending  Options marketmaking  Bid-ask spreads  Put-call parity violations  Short-selling bans  stochastic volatility  
Global poverty revisited 智库出版物
2017
作者:  Shaohua Chen;  Martin Ravallion
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Option pricing  call option  put option  at-the-money-forward straddle  19th century  Financial markets  History  
DP8601 Political Uncertainty and Risk Premia 智库出版物
2011
作者:  Pietro Veronesi;  Luboš Pástor
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian  Government  Learning  Political  Put  risk premium  Uncertainty  
DP6278 The Distributional Consequences of Diversity-Enhancing University Admissions Rules 智库出版物
2007
作者:  Erik Eyster;  Jimmy Chan
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Jump risk premia  Jump-diffusion models  Options returns  Put pricing puzzle  
DP3444 Firm Size Distribution: Testing the 'Independent Submarkets Model' in the Italian Motor Insurance Industry 智库出版物
2002
作者:  Luigi Buzzacchi;  Tommaso Valletti
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Shareholder agreements  Put options  Call options  Pre-emption rights  Drag-along rights  Demand rights  Tag-along rights  Catch-up clauses  
DP3045 On the Evolution of the Firm Size Distribution: Facts and Theory 智库出版物
2001
作者:  Luis Cabral;  José Mata
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Asset bubble  monetary policy  Greenspan put  risk premium