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Regulating a model (JFE, forthcoming)

Bilge Yilmaz,Bilge Yilmaz, Yaron Leitner   Nov 21,201710

We study a situation in which a regulator relies on risk models that banks produce in order to regulate them.... Read More

Published: Journal of Financial Economics, 2019, (), -

Regulating a model (JFE, forthcoming)

Bilge Yilmaz,Bilge Yilmaz, Yaron Leitner   Nov 21,201710

We study a situation in which a regulator relies on risk models that banks produce in order to regulate them.... Read More

Published: Journal of Financial Economics, 2019, (), -

Rational-expectations whiplash

Efstathios Avdis, Masahiro Watanabe,Efstathios Avdis, Masahiro Watanabe, Efstathios Avdis   Mar 15,2017

We present a financial market with investors who have nested private information. Small perturbations of price informativeness, originating from fat-finger... Read More

An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts

Alexei Tchistyi , Tomasz Piskorski   Dec 28,2017

We develop a tractable general equilibrium framework of housing and mortgage markets with aggregate and idiosyncratic risks, costly liquidity and... Read More

Information Spillovers in Asset Markets with Correlated Values

Brett Green , William Fuchs Vladimir Asriyan   Jul 06,2018

We study information spillovers in a dynamic setting with corre- lated assets owned by privately-informed sellers. In the model,... Read More

Information Spillovers in Asset Markets with Correlated Values

Brett Green , William Fuchs Vladimir Asriyan   Jul 06,2018

We study information spillovers in a dynamic setting with corre- lated assets owned by privately-informed sellers. In the model,... Read More

Information Spillovers in Asset Markets with Correlated Values

Brett Green , William Fuchs Vladimir Asriyan   Jul 06,2018

We study information spillovers in a dynamic setting with corre- lated assets owned by privately-informed sellers. In the model,... Read More

Competition for Talent under Performance Manipulation

Ivan Marinovic , Paul Povel   Jul 08,201823

We study the effects of introducing competition for CEOs, assuming that the talent of CEOs is not observable and... Read More

Published: Journal of Accounting and Economics, 2017, 64(1), 1-14

Competition for Talent under Performance Manipulation

Ivan Marinovic , Paul Povel   Jul 08,201823

We study the effects of introducing competition for CEOs, assuming that the talent of CEOs is not observable and... Read More

Published: Journal of Accounting and Economics, 2017, 64(1), 1-14

Competition for Talent under Performance Manipulation

Ivan Marinovic , Paul Povel   Jul 08,201823

We study the effects of introducing competition for CEOs, assuming that the talent of CEOs is not observable and... Read More

Published: Journal of Accounting and Economics, 2017, 64(1), 1-14