Implementation assessments of the LCR in China, the European Union and the...
The Basel Committee on Banking Supervision published reports assessing the implementation of the Liquidity Coverage Ratio (LCR) in China, the European Union and the United States. (Press release, 3...
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - United States of America", July 2017.
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - European Union", July 2017.
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - China", July 2017.
View ArticleEquilibrium in a Competitive Insurance Market Under Adverse Selection with...
This paper investigates the existence and nature of equilibrium in a competitive insurance market under adverse selection with endogenously determined information structures. Rothschild-Stiglitz (RS)...
View ArticleShow me the Money: Federal R&D Support for Academic Chemistry, 1990-2009...
We examine the distribution of Federal support for chemistry Research and Development (R&D) performed at U.S. universities from 1990-2009. Federal R&D funding is an essential source of funds...
View ArticleStock Volatility and the Great Depression -- by S. Gustavo S. Cortes, Marc D....
Stock volatility during the Great Depression was two to three times higher than any other period in American financial history. The period has been labelled a "volatility puzzle" because scholars have...
View ArticleDefault Effects and Follow-On Behavior: Evidence from an Electricity Pricing...
We study default effects in the context of a residential electricity pricing program. We implement a large-scale randomized controlled trial in which one treatment group is given the option to opt-in...
View ArticleLeisure Luxuries and the Labor Supply of Young Men -- by Mark Aguiar, Mark...
Younger men, ages 21 to 30, exhibited a larger decline in work hours over the last fifteen years than older men or women. Since 2004, time-use data show that younger men distinctly shifted their...
View ArticlePathways to Retirement through Self-Employment -- by Shanthi Ramnath, John B....
We examine the role of self-employment in retirement transitions using a panel of administrative tax data. We find that the hazard of self-employment increases at popular retirement ages associated...
View ArticleThe Consequences of Educational Voucher Reform in Chile -- by Richard J....
In an effort to boost student achievement and reduce income-based gaps, the Chilean government passed the Preferential School Subsidy Law (SEP) in 2008, which altered the nation's 27-year-old universal...
View ArticleSplit-Sample Strategies for Avoiding False Discoveries -- by Michael L....
Preanalysis plans (PAPs) have become an important tool for limiting false discoveries in field experiments. We evaluate the properties of an alternate approach which splits the data into two samples:...
View ArticlePrivate Equity in Action: Case Studies from Developed and Emerging Markets
Private Equity in Action takes you on a tour of the private equity investment world through a series of case studies written by INSEAD faculty and taught at the world's leading business schools. The...
View ArticleMastering Private Equity: Transformation via Venture Capital, Minority...
The definitive guide to private equity for investors and finance professionalsread more...
View ArticleLeadership Practices Inventory (LPI) Action Cards, Revised Edition
These cards were created by two Master Facilitators of The Leadership Challenge Workshop and based on the LPI behaviors. The cards, used in conjunction with the Facilitator's Guide (sold separately),...
View ArticleJesus Was A Commie
Itâs been more than half a year since I have posted anything. Iâm going to try to get three posts up within the next two weeks. This is the first. I have often said on here it wasnât the Jews who...
View ArticleCoherent diversification in corporate technological portfolios....
We study the relationship between firms' performance and their technological portfolios using tools borrowed from the complexity science. In particular, we ask whether the accumulation of knowledge and...
View ArticleModel for Constructing an Options Portfolio with a Certain Payoff Function....
The portfolio optimization problem is a basic problem of financial analysis. In the study, an optimization model for constructing an options portfolio with a certain payoff function has been proposed....
View ArticleOption Pricing and Hedging for Discrete Time Autoregressive Hidden Markov...
In this paper we solve the discrete time mean-variance hedging problem when asset returns follow a multivariate autoregressive hidden Markov model. Time dependent volatility and serial dependence are...
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