SIGFIRM Working Paper Series 2013

SIGFIRM, that closed its cycle, was the precursor of CAFIN.

Working Paper #14: Eric M. Aldrich and Howard Kung:
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility

Working Paper #15: Eric M. Aldrich:
Massively Parallel Computing in Economics

Working Paper #16: Eric M. Aldrich:
Trading Volume in General Equilibrium with Complete Markets

Working Paper #17: Ciril Bosch-Rosa:
That’s how we Roll: an Experiement on Rollover Risk

Working Paper #18: Athanasios Kottas:
Bayesian Hierarchical Modeling for Prediction of Extremes of Financial Indexes

Working Paper #19: Manizha Sharifova:
Measuring Cross-Border Linkages between U.S. and European Banking Institutions

Working Paper #20: Brenda Betancourt:
Modeling and Prediction of Financial Trading Networks: An Application to the NYMEX Natural Gas Futures Market

Working Paper #21: Ivan Asensio:
“The VIX-VIX Futures Puzzle”

Working Paper #22: Guidon Fenig, Mariya Mileva, Luba Petersen:
“Asset Prices in Experimental General Equilibrium Economies”