Browse by JEL codes

A

Algan, Yann, Allais, Olivier, Den Haan, Wouter J. and Rendahl, Pontus (2013) Solving and simulating models with heterogeneous agents and aggregate uncertainty. In: Schmedders, Karl and Judd, Kenneth L., (eds.) Handbook of Computational Economics Vol. 3. Elsevier, Oxford, UK, pp. 277-324. ISBN 9780444529800

Appa, Gautam, Magos, D., Mourtos, Ioannis and Janssen, Jeannette (2006) On the Orthogonal Latin Square polytope. Discrete Mathematics, 306 (2). pp. 171-187. ISSN 0012-365X

C

Chabakauri, Georgy (2010) Asset pricing with heterogeneous investors and portfolio constraints. Working paper series. London School of Economics and Political Science, London, UK.

Chabakauri, Georgy (2012) Asset pricing with heterogeneous investors and portfolio constraints. Financial Markets Group Discussion Papers (707). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy (2015) Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. Journal of Monetary Economics, 75. pp. 21-34. ISSN 0304-3932

Chabakauri, Georgy (2013) Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints. Review of Financial Studies, 26 (12). pp. 3104-3141. ISSN 0893-9454

Chabakauri, Georgy and Han, Brandon (2017) Collateral constraints and asset prices. Financial Markets Group Discussion Papers (776). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy and Rytchkov, Oleg (2014) Asset pricing with index investing. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy and Rytchkov, Oleg (2021) Asset pricing with index investing. Journal of Financial Economics, 141 (1). 195 - 216. ISSN 0304-405X

Chabakauri, Georgy and Rytchkov, Oleg (2020) Asset pricing with index investing. Financial Markets Group Discussion Papers (806). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy and Yueyang Han, Brandon (2020) Collateral constraints and asset prices. Journal of Financial Economics, 138 (3). 754 - 776. ISSN 0304-405X

Cozzi, Marco and Fella, Giulio (2016) Job displacement risk and severance pay. CFM discussion paper series (CFM-DP2016-15). Centre For Macroeconomics, London, UK.

D

Duffie, Darrell and Rahi, Rohit ORCID: 0000-0001-6887-9160 (1995) Financial market innovation and security design: an introduction. Journal of Economic Theory, 65 (1). pp. 1-42. ISSN 1095-7235

G

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A model to analyse financial fragility. Financial Markets Group Discussion Papers (492). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A model to analyse financial fragility: applications. Financial Markets Group Discussion Papers (482). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, Charles, Tsomocos, Dimitri and Vardoulakis, Alexandros (2010) Modelling a housing and mortgage crisis. Financial Markets Group Discussion Papers (649). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gottardi, Piero and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2001) Efficiency properties of rational expectations equilibria with asymmetric information. Financial Markets Group Discussion Papers (381). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gottardi, Piero and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2013) Risk sharing and retrading in incomplete markets. Economic Theory, 54 (2). pp. 287-304. ISSN 0938-2259

Gottardi, Piero and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2007) Value of information in competitive economies with incomplete markets. Financial Markets Group Discussion Papers (596). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gottardi, Piero and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2010) Value of information in competitive economies with incomplete markets. Financial Markets Group Discussion Papers (658). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri (2017) The dynamics of financially constrained arbitrage. Financial Markets Group Discussion Papers (771). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri (2015) The dynamics of financially constrained arbitrage. Systemic Risk Centre Discussion Papers (32). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

H

Hilscher, Jens, Raviv, Alon and Reis, Ricardo (2022) How likely is an inflation disaster? CEPR Press Discussion Paper (17224). Centre for Economic Policy Research (Great Britain), London, UK.

K

Kogan, Leonid, Makarov, Igor and Uppal, Raman (2007) The equity risk premium and the riskfree rate in an economy with borrowing constraints. Mathematics and Financial Economics, 1 (1). pp. 1-19. ISSN 1862-9679

P

Prigent, Jean-Luc, Renault, Olivier and Scaillet, Olivier (2000) An auto-regressive conditional binomial option pricing model. Financial Markets Group Discussion Papers (364). Financial Markets Group, The London School of Economics and Political Science, London, UK.

R

Rahi, Rohit ORCID: 0000-0001-6887-9160 (1995) Optimal incomplete markets with asymmetric information. Journal of Economic Theory, 65 (1). pp. 171-197. ISSN 1095-7235

Rahi, Rohit ORCID: 0000-0001-6887-9160 (1995) Partially revealing rational expectations equilibria with nominal assets. Journal of Mathematical Economics, 24 (2). pp. 137-146. ISSN 0304-4068

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Gottardi, Piero (2012) Risk-sharing and retrading in incomplete markets. .

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2006) Arbitrage networks. In: Decentralization Conference, 2006-04-06 - 2006-04-08, Paris, France. (Submitted)

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2008) Arbitrage networks. . Rohit Rahi and Jean-Pierre Zigrand, London, UK.

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2009) Endogenous liquidity and contagion. Financial Markets Group Discussion Papers (637). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2020) Market fragmentation and contagion. Systemic Risk Centre Discussion Papers (102). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2013) Market quality and contagion in fragmented markets. Systemic Risk Centre Discussion Papers (2). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2009) Strategic financial innovation in segmented markets. Review of Financial Studies, 22 (8). pp. 2941-2971. ISSN 0893-9454

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2007) Strategic financial innovation in segmented markets. Financial Markets Group Discussion Papers (595). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2014) Walrasian foundations for equilibria in segmented markets. Mathematics and Financial Economics, 8 (3). 249 - 264. ISSN 1862-9679

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2013) Walrasian foundations for equilibria in segmented markets. Systemic Risk Centre Discussion Papers (6). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2007) A theory of strategic intermediation and endogenous liquidity. . Rohit Rahi and Jean-Pierre Zigrand, London, UK.

Reis, Ricardo (2021) The constraint on public debt when r < g but g < m. BIS Working Papers (939). Bank for International Settlements, Basel, CH.

Reis, Ricardo (2021) The constraint on public debt when r < g but g < m. CEPR Press Discussion Paper (15950). Centre for Economic Policy Research (Great Britain), London, UK.

S

Soner, H. Mete, Cetin, Umut ORCID: 0000-0001-8905-853X and Touzi, Nizar (2010) Option hedging for small investors under liquidity costs. Finance and Stochastics, 14 (3). pp. 317-341. ISSN 0949-2984

T

Tsomocos, Dimitrios P. (2003) Equilibrium analysis, banking, contagion and financial fragility. Financial Markets Group Discussion Papers (450). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Z

Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (1999) Arbitrage and endogenous market integration. Financial Markets Group Discussion Papers (319). Financial Markets Group, The London School of Economics and Political Science, London, UK.