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• Options
• Systemic risk
• Banking
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• Derivative
• Equity swap
• Swap

ECON-GA 2021 — Financial Economics I NYU, Fall 2014 — Topics in Asset Pricing Theory Jaroslav Boroviˇcka Syllabus Lecture:

Source URL: borovicka.org

• Economy
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• Finance
• Money
• Fellows of the Econometric Society
• Guggenheim Fellows
• Financial economics
• Econometricians
• Lars Peter Hansen
• Financial econometrics
• Quantitative analyst
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The behaviour of sentiment-induced share returns: Measurement when fundamentals are observable Richard Brealey Ian Cooper

Source URL: www.q-group.org

• Behavioral finance
• Stock market
• Mathematical finance
• Financial markets
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• Financial economics
• Volatility
• Market anomaly

Call for Book Chapters Contributions Book title: “Mathematical Models in Economics” A book edited by PhD Laura Ungureanu European Research Centre for Managerial Studies in Business Administration

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The International CAPM Redux Francesca Brusa Tarun Ramadorai Adrien Verdelhan∗

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• Mathematical finance
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• Financial risk
• Financial ratios
• Financial economics
• Capital asset pricing model
• Beta
• FamaFrench three-factor model
• Systematic risk
• Risk factor
• Market risk
• Foreign exchange market

Working Paper Series _______________________________________________________________________________________________________________________ National Centre of Competence in Research Financial Valuation and Risk Manageme

Source URL: www.nccr-finrisk.uzh.ch

• Economy
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• Macroeconomics
• Consumer theory
• Monetary policy
• Mathematical finance
• Keynesian economics
• Interest rates
• Inflation
• ISLM model
• Elasticity of intertemporal substitution
• Real interest rate

A commuting-based refinement of the contiguity matrix for spatial models, and an application to local police expenditures Johannes Rincke∗ Department of Economics, University of Munich

Source URL: www.wirtschaftspolitik.rw.uni-erlangen.de

• Probability theory
• Mathematical analysis
• Algebra
• Matrix
• Contiguity
• Weight
• Mathematics

Microsoft Word - CGS asset pricing

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• Mathematical finance
• Financial economics
• Financial markets
• FamaFrench three-factor model
• Beta
• Capital asset pricing model
• Cost of capital
• Factor analysis
• Estimator
• Risk
• FamaMacBeth regression
• Single-index model

Macroeconomic Uncertainty, Difference in Beliefs, and Bond Risk Premia Andrea Buraschi and Paul Whelan ABSTRACT

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• Monetary policy
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• Fixed income market
• Yield curve
• Macroeconomics
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• General equilibrium theory
• Inflation targeting
• Interest rate
• Economics
• Heterogeneity in economics

Abstract for “Endogenous Employment and Incomplete Markets” Andres Zambrano (Universidad de los Andes) This paper explores the role of effort and human capital as mechanisms to alleviate the idiosyncratic risk faced

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• Economics
• Academia
• Economy
• Incomplete markets
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• Dynamic stochastic general equilibrium
• Market
• Capital
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• Idiosyncrasy
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• Distribution