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Belief-free Price Formation (1)

Stefano Lovo (HEC Paris)

TSE, April 8, 2013, 12:30–14:00, room MF 323

We analyze security price formation in a dynamic setting in which long-lived dealers repeatedly compete for trading with potentially informed retail traders. For a class of market microstructure models, we characterize equilibria in which dealers’ dynamic pricing strategies are optimal no matter...

Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives and Margins (1)

Bruno Biais (TSE)

April 3, 2013

Household Leveraging And Deleveraging (1)

Alejandro Justiniano (Federal Reserve Bank of Chicago)

March 29, 2013

Internal Labor Markets and Investment in Conglomerates (1)

Rui Silva (London Business School)

TSE, March 25, 2013, 12:30–14:00, room MF 323

The literature on conglomerates has focused on the misallocation of investments as the cause of the conglomerate discount. I study frictions in the internal labor market as a possible cause of misallocation of investments. Using detailed plant level data, I document wage convergence in...

Abolishing Public Guarantees in the Absence of Market Discipline (1)

Isabel Schnabel (Johannes Gutenberg University Mainz, CEPR, and MPI Bonn)

March 22, 2013

Hedging in Fixed Income Markets (1)

Philippe Mueller (LSE)

March 19, 2013

A simple equilibrium model for a commodity market with spot trades and futures contracts (1)

Bertrand Villeneuve (Université Paris Dauphine)

TSE, March 18, 2013, 12:30–14:00, room MF 323

We propose a simple equilibrium model, where the physical market of the commodity and the derivative market interact. There are three types of agents: industrial processors, inventory holders and speculators. Only the two first of them operate in the physical market. All of them, however, may...

Uncertainty, Disagreement, and Sovereign Bond Risk Premia (1)

Paul Whelan (Imperial College & Bank of England)

March 15, 2013

Can Moral Hazard Be Avoided? The Banque de France and the Crisis of 1889 (1)

Eugen White (Rutgers)

March 12, 2013

On the Non-Exclusivity of Loan Contracts: An Empirical Investigation (1)

Hans Degryse (University of Tilburg)

TSE, March 11, 2013, 12:30–14:00, room MF 323

Theory shows that the non-exclusivity of financial contracts generates important negative contractual externalities. Employing a unique dataset, we identify how these externalities affect credit availability. Using internal information on a creditor’s willingness to lend, we find that a creditor...

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