Publications

Working paper

« The blockchain folk theorem »

TSE Working Paper n. 17-817, May 2017, revised January 2018

: Bruno Biais, Christophe Bisière, Matthieu Bouvard, and Catherine Casamatta

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Working paper

« Private Label Positioning and Product Line »

TSE Working Paper n. 17-816, May 2017

: Stéphane Caprice

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Working paper

« A Dynkin game on assets with incomplete information on the return »

TSE Working Paper n. 17-815, May 2017

: Tiziano De Angelis, Fabien Gensbittel, and Stéphane Villeneuve

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Working paper

« Funding Constraints and Market Illiquidity in the European Treasury Bond Market »

TSE Working Paper n. 17-814, May 2017

: Sophie Moinas, Minh Nguyen, and Giorgio Valente

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Working paper

« Valuation of natural capital under uncertain substitutability »

TSE Working Paper n. 17-813, May 2017, revised December 2018

: Christian Gollier

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Working paper

« Production choices with water markets »

TSE Working Paper n. 17-812, May 2017

: Philippe Bontems, and Céline Nauges

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Working paper

« Catastrophe Aversion and Risk Equity in an Interdependent World »

TSE Working Paper n. 17-811, May 2017

: Carole Bernard, Christoph Rheinberger, and Nicolas Treich

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Working paper

« Bootstrapping high-frequency jump tests »

TSE Working Paper n. 17-810, May 2017

: Prosper Dovonon, Silvia Goncalves, Ulrich Hounyo, and Nour Meddahi

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Working paper

« Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise »

TSE Working Paper n. 17-809, May 2017

: Silvia Goncalves, Ulrich Hounyo, and Nour Meddahi

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Working paper

« Financial Literacy and Portfolio Dynamics »

TSE Working Paper n. 17-808, May 2017

: Milo Bianchi

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