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Optimal credit limit management under different information regimes

Leippold, Markus; Vanini, Paolo; Ebnoether, Silvan - In: Journal of banking & finance 30 (2006) 2, pp. 463-487

Persistent link: https://www.econbiz.de/10003291292

Equilibrium impact of value-at-risk regulation

Leippold, Markus; Trojani, Fabio; Vanini, Paolo - In: Journal of economic dynamics & control 30 (2006) 8, pp. 1277-1313

Persistent link: https://www.econbiz.de/10003349914

Learning and asset prices under ambiguous information

Leippold, Markus (contributor); Trojani, Fabio (contributor) - 2006

Persistent link: https://www.econbiz.de/10003674270

Staying on the dole

Strulik, Holger; Tyran, Jean-Robert; Vanini, Paolo - 2006

Persistent link: https://www.econbiz.de/10003395240

Property derivatives and index-linked mortgages

Syz, Juerg; Vanini, Paolo; Salvi, Marco - In: The journal of real estate finance and economics 36 (2008) 1, pp. 23-35

Persistent link: https://www.econbiz.de/10003622043

Staying on the dole

Strulik, Holger (contributor); … - 2007

We develop a simple model of labor market participation, human capital degradation, and re-training. We focus on how non-participation, as a distinct state from unemployment and employment, is determined by the welfare system in interaction with labor market conditions and personal...