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Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Sep 25,2023

Working Paper No.00074-01

We study the optimal design of stress scenarios. A principal manages the unknown risk exposures of agents by asking them to... Read More

Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Sep 25,2023

Working Paper No.00074-01

We study the optimal design of stress scenarios. A principal manages the unknown risk exposures of agents by asking them to... Read More

Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Sep 25,2023

Working Paper No.00074-01

We study the optimal design of stress scenarios. A principal manages the unknown risk exposures of agents by asking them to... Read More

Contracting with a Present-Biased Agent: Sannikov meets Laibson

Alejandro Rivera   Sep 27,2023

Working Paper No.00128-00

This paper develops a methodology to solve dynamic principal-agent problems in which the agent features present-biased time preferences and naive... Read More

Blockchain Adoption in a Supply Chain with Manufacturer Market Power

Garud Iyengar,Jay Sethuraman,Wenjun Wang, Fahad Saleh   Oct 17,2023

Working Paper No.00079-01

We examine a supply chain with a single risk-averse manufacturer who purchases from suppliers and sells to consumers. Within this... Read More

Banks vs. Firms: Who Benefits from Credit Guarantees?

Alberto Martin,Sergio Mayordomo, Victoria Vanasco   Nov 14,2023

Working Paper No.00108-01

Governments often support private credit through guarantee schemes, which compen-sate private lenders in the event of borrower default. A key... Read More

Banks vs. Firms: Who Benefits from Credit Guarantees?

Alberto Martin,Sergio Mayordomo, Victoria Vanasco   Nov 14,2023

Working Paper No.00108-01

Governments often support private credit through guarantee schemes, which compen-sate private lenders in the event of borrower default. A key... Read More

The Tokenomics of Staking

Zhiheng He,Ke Tang, Lin William Cong (叢林)   Dec 30,2023

Working Paper No.00134-00

Blockchain-based platforms and decentralized finance prominently features ``staking'': Besides offering a convenience yield for transactions as digital media of exchange,... Read More

Market Integration, Risk-Taking, and Income Inequality

Ron Kaniel , Yizhou Xiao Lin William Cong (叢林)   Dec 30,2023

Working Paper No.00136-00

A pandemic or nationalism can dial back global integration as much as advancements in IT and transportation spur it. We... Read More

Market Integration, Risk-Taking, and Income Inequality

Ron Kaniel , Yizhou Xiao Lin William Cong (叢林)   Dec 30,2023

Working Paper No.00136-00

A pandemic or nationalism can dial back global integration as much as advancements in IT and transportation spur it. We... Read More