JEL code: D53

Contagious Synchronization and Endogenous Network Formation in Financial Networks
When banks choose similar investment strategies the financial syste...
8 August 2014
Working Paper
Contagious Synchronization and Endogenous Network Formation in Financial Networks
When banks choose similar investment strategies the financial syste...
8 August 2014
Working Paper
On the impossibility of insider trade in rational expectations equilibria
Existing no trade results are based on the common prior assumption ...
12 December 2013
Working Paper
Speculative Trade Equilibria with Incorrect Price Anticipations
This paper introduces an equilibrium concept for boundedly rational...
16 July 2013
Working Paper
Asset pricing in a Lucas ‘fruit-tree’ economy with non-additive beliefs
We study a Lucas (1978) “fruit-tree” economy under the ...
20 September 2012
Working Paper