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(1)

Jerry Green et Jean-Jacques Laffont, « Participation Constraints in The Vickrey Auction », Economics Letters, Elsevier, 1984.

(1)

Jean Fraysse et Michel Moreaux, « Cournot Equilibrium in Large Markets under Increasing Returns », Economics Letters, Elsevier, vol. 8, n° 3, 1981, p. 217–220.

(1)

Jean-Jacques Laffont et Eric Maskin, « Optimal Reservation Price in the Vickrey Auction », Economics Letters, Elsevier, vol. 6, 1980, p. 309–313.

(1)

Christian Gouriéroux, Jean-Jacques Laffont et Alain Monfort, « On the Backward-Forward Procedure », Economics Letters, 1980.

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Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information (1)

Marco Bonomo (Getulio Vargas)

31 mars 2015

Efficiently Inefficient Markets for Assets and Asset Management (1)

Nicolae Garleanu (Haas School of Business - University of California - Berkeley)

IDEI, 30 mars 2015, 12h30–14h00, salle MF 323

We consider a model where investors can invest directly or search for an asset manager, information about assets is costly, and managers charge an endogenous fee. In equilibrium, the efficiency of asset prices is linked to the efficiency of the asset management market: (1) if investors can find...

International Illiquidity (1)

Philippe Mueller (LSE)

24 mars 2015

Debt Dispersion, Creditor Conflicts, and Covenants in Corporate Loans (1)

Clemens Otto (HEC Paris)

TSE, 23 mars 2015, 12h30–14h00, salle MF 323

How do conflicts between different creditors affect debt contract terms? We study this question by examining the effect of dispersion in firms' existing debt structures on the use of covenants in new corporate loans. We find that more covenants are included when firms' existing debt is more...

Diversification and liquidity (1)

Matthieu Chavaz (Bank of England)

19 mars 2015

Corporate Cash and Employment (1)

Kenza Benhima (HEC Lausanne)

17 mars 2015

Dynamic Debt Maturity (1)

Konstantin Milbradt (Kellogs and NBER)

TSE, 16 mars 2015, 12h30–14h00, salle MF 323

We study a dynamic setting in which a firm chooses its debt maturity structure endogenously over time without commitment. In our model, the firm keeps its promised outstanding bond face-values constant, but can control the firm’s maturity structure via the fraction of newly issued short-term bonds...

The Cyclical Nature of the Productivity Distributions (1)

Matthias Keyrig (UT-Austin)

10 mars 2015

Advertising Arbitrage (1)

Sergei Kovbasyuk (Einaudi Institute for Economics and Finance - Roma)

IDEI, 2 mars 2015, 12h30–14h00, salle MF 323

Speculators often advertise arbitrage opportunities in order to persuade other in- vestors and thus accelerate the correction of mispricing. We show that in order to minimize the risk and the cost of arbitrage an investor who identifies several mispriced assets optimally advertises only one of them...

The supply side of housing finance (1)

Luigi Guiso (Einaudi Institute for Economics and Finance - Roma)

TSE, 23 février 2015, 12h30–14h00, salle MF 323

We propose a new, data-based test for the presence of biased financial advice when households choose between Fixed Rate Mort- gages (FRM) and Adjustable Rate Mortgages (ARM). If households are wary, the relative cost of FRM and ARM should be a sufficient statistic for a household contract choice:...

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