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A R (Bob) Nobay Obituary, by David Webb
07/06/2021
Ricardo Reis and Silvana Tenreyro win 2021 Yrjö Jahnsson Award
13/04/2021
Jeff Chwieroth wins ISA award
30/03/2021
Lucien Foldes (1930-2021): A personal recollection
19/03/2021
Charles Goodhart wins Central Banking Lifetime Achievement Award
17/03/2021
Latest Publications
Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
Stochastic processes is one of the key operations research tools for analysis of complex phenomenon. This paper has a unique application to the study...
DP 831
Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
Journal of Financial Economics, 2021, forthcoming.
Sustainability in a Risky World
This paper studies the restrictions on consumption, portfolio choice, and social discounting implied by a sustainability constraint, that utility...
DP 830
Property Rights and Urban Form
How do the different elements in the standard bundle of property rights, including those of possession and transfer, influence the shape of cities...
DP 813
