Latest News
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
Speculative and Precautionary Demand for Liquidity in Competitive Banking Markets
We demonstrate that the co-existence of different motives for liquidity preferences profoundly affects the efficiency of financial intermediation...
DP 833
The Market for CEOs
We study the market for CEOs of large publicly-traded US firms, analyze new CEOs’ prior connections to the hiring firm, and explore how hiring choices...
DP 832
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.
