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Dimitri Vayanos
Research Interests
Liquidity and asset pricing
Information in asset markets
Delegated portfolio management
Behavioural finance
Publications
A growth plan for Greece
In January 2020, the Greek government appointed a Commission to propose a growth plan for the Greek economy. The Pissarides Commission produced a...
A Growth Strategy for the Greek Economy
The Greek government appointed in January 2020 a Commission chaired by Nobel Prize winner Christopher Pissarides to propose a growth plan. The...
The coronavirus crisis is no 2008
Many comparisons have been made between the coronavirus crisis and the global systemic crisis in 2008. This column argues that seen through the lens...
The Dynamics of Financially Constrained Arbitrage
We develop a model of financially constrained arbitrage, and use it to study the dynamics of arbitrage capital, liquidity, and asset prices...
