Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Valentin Haddad"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::108ca5737e42fcd418e32bd6ce43e9b0
https://doi.org/10.2139/ssrn.4412256
https://doi.org/10.2139/ssrn.4412256
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b4484a6303d92f5af7e98761d5894072
https://doi.org/10.2139/ssrn.4454879
https://doi.org/10.2139/ssrn.4454879
Autor:
Valentin Haddad, Tyler Muir
Publikováno v:
The Journal of Finance. 76:2719-2761
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7c9e37465d7f739e6bdc4bb06c1355e2
https://doi.org/10.1111/jofi.13086
https://doi.org/10.1111/jofi.13086
Publikováno v:
Federal Reserve Bank of Richmond Working Papers. 20:1-90
Episodes of booming innovation coincide with intense speculation in financial markets leading to bubbles—increases in market valuations and firm creation followed by a crash. We provide a framework reproducing these facts that makes a rich set of p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c090b93feaa133d474ee2fc55bc284a
https://doi.org/10.21144/wp20-08
https://doi.org/10.21144/wp20-08
Autor:
David Sraer, Valentin Haddad
Publikováno v:
The Journal of Finance. 75:2465-2502
Banks' balance sheet exposure to fluctuations in interest rates strongly forecasts excess Treasury bond returns. This result is consistent with optimal risk management, a banking counterpart to the household Euler equation. In equilibrium, the bond r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ef5e6c584cf3849a90537b854dae5b22
https://doi.org/10.1111/jofi.12949
https://doi.org/10.1111/jofi.12949
Publikováno v:
The Review of Financial Studies. 33:1980-2018
The optimal factor timing portfolio is equivalent to the stochastic discount factor. We propose and implement a method to characterize both empirically. Our approach imposes restrictions on the dynamics of expected returns, leading to an economically
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::939bc58bb01df6d3de5285fb5088b734
https://doi.org/10.1093/rfs/hhaa017
https://doi.org/10.1093/rfs/hhaa017
Autor:
Valentin Haddad, Tyler Muir
Poor financial health of intermediaries coincides with low asset prices and high risk premiums. Is this because intermediaries matter for asset prices, or because their health correlates with economy‐wide risk aversion? In the first case, return pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40a94b22147701d60df0bb99a1420487
https://doi.org/10.3386/w28692
https://doi.org/10.3386/w28692
Publikováno v:
SSRN Electronic Journal.
We develop a framework to theoretically and empirically analyze investor competition on financial markets. The classic view assumes that markets are very competitive: if a group of investors changes its behavior, other investors react such that nothi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d49ee9ef77b334fb19b96239a9280d00
https://doi.org/10.2139/ssrn.3821263
https://doi.org/10.2139/ssrn.3821263