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"