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”