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financial crises has been contagion among apparently unrelated asset classes. For example, the. ... general financial markets, leading to a near meltdown of the entire financial system.

deemed investments in bonds and other financial assets more attractive (Gelderblom and.

10 Jan 2023: tion Using Quantile Regression," Empirical Economics, 26(1), 293{305. 27. Bassett, G. ... turns on Stocks and Bonds," Journal of Financial Economics, 25(1), 23{49.

10 Jan 2023: stock available for trading. We link our model to a wide range of financial phenomena.

19 Jun 2024: ultimately successful, which Idefine as completing an IPO or acquisition by a financial-acquiror. ... On the other hand, acquisitions bynon-financial acquirors (corporations) substitute for financing in the model, such that when financing.

Investors in financial markets use their private informa-tion to extract gains from trading financial securities. ... 5. optimizations, and distributional assumptions. Section 3 solves for equilibria both ineconomies with complete and incomplete

Second, corporate restructurings constitute a central topic in financial economics and are as such an important field of study in its own right. ... 2016) who make use of rumours on Twitter to characterise the spread of information on non-economics news.

26 Jun 2023: poster session, American Law and Economics Association meeting, Finance Forum meeting, Financial Management Association (FMA) meeting, FMA’s Diversity Emerging Scholars Initiative workshop, Paris Financial Management Association meeting, Searle

Nonparametric State-Price Density Estimation using. High Frequency Data. Jeroen Dalderop. Faculty of Economics. ... goes to infinity. As financial transaction and quote level data are known to be irregularly spaced.

We have submitted the paper to the Journal of Finance and the Journal of Financial Economics. ... The paper has been presented at TAPMI Conference on Finance and Economics, Cass Business School, Imperial College, the University of Glasgow, and the