Regulation, Liquidity and Solvency Risks
2004
- Jean-Charles Rochet and Stéphane Villeneuve, "Liquidity Risk and Corporate Demand for Hedging and Insurance", IDEI Working Paper, n. 254, May 2004.[ Full text ]
2006
- Christian Gollier and Bernard Salanié, Individual Decisions under Risk, Risk Sharing and Asset Prices with Regret, February 2006.[ Full text ]
2008
- Christian Gollier, "Liquidité, incertitude et crise", Revue d'économie financière, Hors série, 2008, p. 12-133.[ Web Page ]
- Christian Gollier, "Non à une régulation court-termiste!", Revue Banque, n. 259, May 2008, p. 13-14.
2009
- François Salanié and Nicolas Treich, Option Value and Flexibility: A General Theorem with Applications, January 2009.[ Full text ]
- Frédérique Bec and Christian Gollier, "Cyclicality and Term Structure of Value-at-Risk in Europe", IDEI Working Paper, n. 587, May 2009.[ Full text ]
2010
- Andrea Attar, Thomas Mariotti and François Salanié, Non-Exclusive Competition under Adverse Selection, June 2010, revised July 2011.[ Full text ]
2011
- Jean-Charles Rochet and Stéphane Villeneuve, "Liquidity Management and Corporate Demand for Hedging and Insurance", Journal of Financial Intermediation, vol. 3, 2011, p. 300-323.
- Xue-Zhong He and Nicolas Treich, Necessary and Sufficient Conditions for Prediction Market Accuracy, February 2011.[ Full text ]
- Jean Tirole, "Illiquidity and All Its Friends", Journal of Economic Literature, vol. 49, n. 2, June 2011, p. 287-325. doi:10.1257/jel.49.2.287.[ Full text ]
2012
- Emmanuel Farhi and Jean Tirole, "Bubbly Liquidity", The Review of Economic Studies, vol. 79, n. 2, 2012, p. 678-706. doi:10.1093/restud/rdr039.[ Full text ]
- Jean Tirole, "The Euro Crisis: Some Reflexions on Institutional Reform", Financial Stability Review, vol. 16, février 2012, p. 225-242.[ Full text ]
- Emmanuel Farhi and Jean Tirole, "Collective Moral Hazard, Maturity Mismatch and Systemic Bailouts", American Economic Review, vol. 102, February 2012, p. 60-93. doi:10.1257/aer.102.1.60.[ Full text ]
- Emmanuel Farhi and Jean Tirole, "Information,Tranching and Liquidity", IDEI Working Paper, n. 736, July 2012.[ Full text ]